MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,884 COMMITMENTS 925 0 100 14,422 15,394 15,447 15,494 1,437 1,390 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.6 85.4 91.2 91.5 91.8 8.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 10 13 12 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| 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 08/16/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 08/23/16 | --------------------------------------------------------------| 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 08/16/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,975 COMMITMENTS 0 18,650 325 25,250 7,505 25,575 26,480 2,400 1,495 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 785) 0 1,080 50 650 -420 700 710 85 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 66.7 1.2 90.3 26.8 91.4 94.7 8.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 3 15 12 18 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,850 COMMITMENTS 0 13,095 395 20,425 8,090 20,820 21,580 3,030 2,270 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 370) 0 -600 370 -230 370 140 140 230 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 54.9 1.7 85.6 33.9 87.3 90.5 12.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 5 2 14 11 16 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,288 COMMITMENTS 4,200 125 925 18,826 22,901 23,951 23,951 1,337 1,337 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 300) -175 50 175 375 150 375 375 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 0.5 3.7 74.4 90.6 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 2 18 11 22 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,521 COMMITMENTS 4,525 125 575 15,129 19,674 20,229 20,374 1,292 1,147 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 270) -150 125 150 280 5 280 280 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 0.6 2.7 70.3 91.4 94.0 94.7 6.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 19 10 23 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,590 COMMITMENTS 900 13,305 50 29,025 17,085 29,975 30,440 615 150 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 160) 600 420 0 -500 -335 100 85 60 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 43.5 0.2 94.9 55.9 98.0 99.5 2.0 0.5 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,540 COMMITMENTS 0 11,910 0 24,610 13,165 24,610 25,075 930 465 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 485) 0 750 0 250 -515 250 235 235 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 46.6 0.0 96.4 51.5 96.4 98.2 3.6 1.8 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,220 COMMITMENTS 1,375 3,640 150 25,570 23,375 27,095 27,165 1,125 1,055 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 160) 0 150 0 160 10 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 12.9 0.5 90.6 82.8 96.0 96.3 4.0 3.7 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,780 COMMITMENTS 1,475 3,120 405 23,135 21,560 25,015 25,085 765 695 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 225) 0 150 0 205 55 205 205 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 12.1 1.6 89.7 83.6 97.0 97.3 3.0 2.7 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,559 COMMITMENTS 4,705 2,185 490 26,484 28,984 31,679 31,659 880 900 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 275) 0 -175 175 100 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 6.7 1.5 81.3 89.0 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,485 COMMITMENTS 0 3,245 695 25,160 21,915 25,855 25,855 1,630 1,630 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 25) 0 25 0 25 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.8 2.5 91.5 79.7 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 5 2 21 13 23 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,584 COMMITMENTS 30,215 1,070 730 84,069 113,309 115,014 115,109 5,570 5,475 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,305) 1,325 0 125 -445 885 1,005 1,010 300 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 0.9 0.6 69.7 94.0 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 3 23 28 29 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 107,295 COMMITMENTS 29,195 0 225 71,927 101,105 101,347 101,330 5,948 5,965 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 1,290) 825 0 0 -311 514 514 514 776 776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 0.0 0.2 67.0 94.2 94.5 94.4 5.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 0 1 22 30 27 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,275 COMMITMENTS 200 0 125 20,095 20,255 20,420 20,380 855 895 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.6 94.5 95.2 96.0 95.8 4.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 21 15 23 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,065 COMMITMENTS 900 250 0 15,685 16,295 16,585 16,545 480 520 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 750) 150 0 0 450 600 600 600 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.5 0.0 91.9 95.5 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 20 13 22 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,195 COMMITMENTS 160 2,855 370 27,475 24,785 28,005 28,010 4,190 4,185 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.9 1.1 85.3 77.0 87.0 87.0 13.0 13.0 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 08/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,905 COMMITMENTS 0 500 0 20,645 20,145 20,645 20,645 3,260 3,260 CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 390) 0 0 0 380 380 380 380 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 86.4 84.3 86.4 86.4 13.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 15 15 16
Updated August 26, 2016