MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| 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 08/23/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,875 COMMITMENTS 0 150 0 42,184 41,939 42,184 42,089 3,691 3,786 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 335) 0 50 0 420 370 420 420 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 92.0 91.4 92.0 91.7 8.0 8.3 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,507 COMMITMENTS 0 0 0 36,888 36,893 36,888 36,893 3,619 3,614 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 80) 0 0 0 150 150 150 150 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 91.1 91.1 91.1 8.9 8.9 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,345 COMMITMENTS 0 18,950 325 25,550 7,505 25,875 26,780 2,470 1,565 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 370) 0 300 0 300 0 300 300 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 66.9 1.1 90.1 26.5 91.3 94.5 8.7 5.5 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,010 COMMITMENTS 0 13,395 395 20,865 8,230 21,260 22,020 2,750 1,990 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 160) 0 300 0 440 140 440 440 -280 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 55.8 1.6 86.9 34.3 88.5 91.7 11.5 8.3 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,388 COMMITMENTS 4,250 200 925 18,876 22,926 24,051 24,051 1,337 1,337 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 100) 50 75 0 50 25 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 0.8 3.6 74.4 90.3 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 18 12 22 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,621 COMMITMENTS 4,525 200 575 15,229 19,699 20,329 20,474 1,292 1,147 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 100) 0 75 0 100 25 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 0.9 2.7 70.4 91.1 94.0 94.7 6.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 19 11 23 13 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,515 COMMITMENTS 900 13,705 50 29,890 17,550 30,840 31,305 675 210 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 925) 0 400 0 865 465 865 865 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 43.5 0.2 94.8 55.7 97.9 99.3 2.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 1 17 12 18 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,130 COMMITMENTS 0 12,310 0 25,130 13,285 25,130 25,595 1,000 535 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 590) 0 400 0 520 120 520 520 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 47.1 0.0 96.2 50.8 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 15 9 15 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,960 COMMITMENTS 1,225 4,390 225 26,440 23,345 27,890 27,960 1,070 1,000 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 740) -150 750 75 870 -30 795 795 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 15.2 0.8 91.3 80.6 96.3 96.5 3.7 3.5 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,675 COMMITMENTS 1,325 3,870 430 24,185 21,710 25,940 26,010 735 665 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 895) -150 750 25 1,050 150 925 925 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 14.5 1.6 90.7 81.4 97.2 97.5 2.8 2.5 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,334 COMMITMENTS 5,180 2,110 540 26,534 29,584 32,254 32,234 1,080 1,100 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 775) 475 -75 50 50 600 575 575 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 6.3 1.6 79.6 88.8 96.8 96.7 3.2 3.3 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,015 COMMITMENTS 0 2,870 845 24,395 21,525 25,240 25,240 1,775 1,775 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -470) 0 -375 150 -765 -390 -615 -615 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.6 3.1 90.3 79.7 93.4 93.4 6.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 5 2 22 13 24 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,779 COMMITMENTS 30,690 1,070 670 83,389 113,104 114,749 114,844 6,030 5,935 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 195) 475 0 -60 -680 -205 -265 -265 460 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.9 0.6 69.0 93.6 95.0 95.1 5.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 5 24 28 30 33 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 107,160 COMMITMENTS 29,895 0 225 70,722 100,600 100,842 100,825 6,318 6,335 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -135) 700 0 0 -1,205 -505 -505 -505 370 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 0.0 0.2 66.0 93.9 94.1 94.1 5.9 5.9 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,875 COMMITMENTS 200 0 125 20,645 20,805 20,970 20,930 905 945 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 550 550 550 550 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.6 94.4 95.1 95.9 95.7 4.1 4.3 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,765 COMMITMENTS 900 250 0 16,370 16,980 17,270 17,230 495 535 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 700) 0 0 0 685 685 685 685 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.4 0.0 92.1 95.6 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,295 COMMITMENTS 160 2,855 370 27,575 24,885 28,105 28,110 4,190 4,185 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.8 1.1 85.4 77.1 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,080 COMMITMENTS 0 450 25 20,795 20,345 20,820 20,820 3,260 3,260 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 175) 0 -50 25 150 200 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.1 86.4 84.5 86.5 86.5 13.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 15 15 16 16
Updated September 2, 2016