PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,540 COMMITMENTS 0 100 0 41,764 41,569 41,764 41,669 3,776 3,871 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 930 780 930 780 -330 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 91.7 91.3 91.7 91.5 8.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 20 16 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,427 COMMITMENTS 0 0 0 36,738 36,743 36,738 36,743 3,689 3,684 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 855 650 855 650 -255 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.9 90.9 90.9 90.9 9.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 20 14 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,190 COMMITMENTS 0 17,570 275 24,600 7,925 24,875 25,770 2,315 1,420 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 750) 0 400 50 715 265 765 715 -15 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 64.6 1.0 90.5 29.1 91.5 94.8 8.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 2 15 13 17 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,480 COMMITMENTS 0 13,695 25 20,655 7,720 20,680 21,440 2,800 2,040 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 625) 0 325 0 380 30 380 355 245 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 58.3 0.1 88.0 32.9 88.1 91.3 11.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 5 1 14 11 15 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,988 COMMITMENTS 4,375 75 750 18,451 22,751 23,576 23,576 1,412 1,412 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 95) 0 0 0 298 868 298 868 -203 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 0.3 3.0 73.8 91.0 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 2 18 11 22 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,251 COMMITMENTS 4,675 0 425 14,849 19,669 19,949 20,094 1,302 1,157 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 200) 0 0 0 225 745 225 745 -25 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 0.0 2.0 69.9 92.6 93.9 94.6 6.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 2 19 10 23 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,430 COMMITMENTS 300 12,885 50 29,525 17,420 29,875 30,355 555 75 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 255) 200 100 0 265 125 465 225 -210 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 42.3 0.2 97.0 57.2 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 1 17 10 18 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,055 COMMITMENTS 0 11,160 0 24,360 13,680 24,360 24,840 695 215 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 25) 0 0 0 165 25 165 25 -140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 44.5 0.0 97.2 54.6 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 8 15 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,060 COMMITMENTS 1,375 3,490 150 25,410 23,365 26,935 27,005 1,125 1,055 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 200) 0 50 0 435 150 435 200 -235 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 12.4 0.5 90.6 83.3 96.0 96.2 4.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 2 15 12 18 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,555 COMMITMENTS 1,475 2,970 405 22,930 21,505 24,810 24,880 745 675 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 50) 0 50 0 245 0 245 50 -195 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 11.6 1.6 89.7 84.2 97.1 97.4 2.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 3 14 12 18 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,284 COMMITMENTS 4,705 2,360 315 26,384 28,709 31,404 31,384 880 900 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 840) 0 0 0 1,150 850 1,150 850 -310 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 7.3 1.0 81.7 88.9 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 3 18 13 22 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,460 COMMITMENTS 0 3,220 695 25,135 21,915 25,830 25,830 1,630 1,630 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 835) 0 125 25 1,135 835 1,160 985 -325 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.7 2.5 91.5 79.8 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 5 2 21 12 23 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 119,279 COMMITMENTS 28,890 1,070 605 84,514 112,424 114,009 114,099 5,270 5,180 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,065) 375 0 -25 1,780 2,486 2,130 2,461 -65 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 0.9 0.5 70.9 94.3 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 3 22 28 28 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 106,005 COMMITMENTS 28,370 0 225 72,238 100,591 100,833 100,816 5,172 5,189 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,020) 425 0 25 1,590 1,965 2,040 1,990 -20 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 0.0 0.2 68.1 94.9 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 0 1 20 30 25 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,675 COMMITMENTS 200 0 125 19,495 19,655 19,820 19,780 855 895 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 90 0 90 0 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.6 94.3 95.1 95.9 95.7 4.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 20 15 22 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,315 COMMITMENTS 750 250 0 15,235 15,695 15,985 15,945 330 370 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 340 0 340 0 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.5 0.0 93.4 96.2 98.0 97.7 2.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 19 13 21 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,895 COMMITMENTS 160 2,855 370 27,175 24,485 27,705 27,710 4,190 4,185 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 370) -20 0 20 -410 -370 -410 -350 780 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 9.0 1.2 85.2 76.8 86.9 86.9 13.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 21 16 23 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,515 COMMITMENTS 0 500 0 20,265 19,765 20,265 20,265 3,250 3,250 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 475) 0 0 0 525 585 525 585 -50 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 86.2 84.1 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 15 15 16
Updated August 19, 2016