MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| 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 15,354 15,447 15,454 1,437 1,430 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -40 0 -40 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.0 0.6 85.4 90.9 91.5 91.5 8.5 8.5 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,750 COMMITMENTS 0 150 0 42,034 41,814 42,034 41,964 3,716 3,786 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -125) 0 0 0 -150 -125 -150 -125 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 91.9 91.4 91.9 91.7 8.1 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,242 COMMITMENTS 0 0 0 36,623 36,628 36,623 36,628 3,619 3,614 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -265) 0 0 0 -265 -265 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.0 91.0 91.0 91.0 9.0 9.0 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,300 COMMITMENTS 0 18,650 325 25,200 7,505 25,525 26,480 2,775 1,820 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -45) 0 -300 0 -350 0 -350 -300 305 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 65.9 1.1 89.0 26.5 90.2 93.6 9.8 6.4 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,110 COMMITMENTS 0 13,395 395 20,715 8,130 21,110 21,920 3,000 2,190 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 -150 -100 -150 -100 250 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 55.6 1.6 85.9 33.7 87.6 90.9 12.4 9.1 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,518 COMMITMENTS 4,135 680 1,040 18,981 22,486 24,156 24,206 1,362 1,312 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 130) -115 480 115 105 -440 105 155 25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.7 4.1 74.4 88.1 94.7 94.9 5.3 5.1 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,751 COMMITMENTS 4,525 680 575 15,359 19,349 20,459 20,604 1,292 1,147 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 130) 0 480 0 130 -350 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 3.1 2.6 70.6 89.0 94.1 94.7 5.9 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,245 COMMITMENTS 900 14,365 50 33,425 20,545 34,375 34,960 870 285 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 3,730) 0 660 0 3,535 2,995 3,535 3,655 195 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 40.8 0.1 94.8 58.3 97.5 99.2 2.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 1 16 12 17 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,060 COMMITMENTS 0 13,170 0 28,865 16,280 28,865 29,450 1,195 610 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 3,930) 0 860 0 3,735 2,995 3,735 3,855 195 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 43.8 0.0 96.0 54.2 96.0 98.0 4.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 14 9 14 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,480 COMMITMENTS 1,225 3,910 225 25,935 23,345 27,385 27,480 1,095 1,000 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -480) 0 -480 0 -505 0 -505 -480 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 13.7 0.8 91.1 82.0 96.2 96.5 3.8 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,195 COMMITMENTS 1,325 3,390 430 23,680 21,710 25,435 25,530 760 665 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -480) 0 -480 0 -505 0 -505 -480 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 12.9 1.6 90.4 82.9 97.1 97.5 2.9 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,584 COMMITMENTS 5,280 2,110 540 24,684 27,784 30,504 30,434 1,080 1,150 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,750) 100 0 0 -1,850 -1,800 -1,750 -1,800 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 6.7 1.7 78.2 88.0 96.6 96.4 3.4 3.6 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,615 COMMITMENTS 0 2,870 845 23,020 20,150 23,865 23,865 1,750 1,750 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: -1,400) 0 0 0 -1,375 -1,375 -1,375 -1,375 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.2 3.3 89.9 78.7 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 5 2 23 13 25 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,429 COMMITMENTS 31,065 1,070 670 84,614 114,674 116,349 116,414 6,080 6,015 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 1,650) 375 0 0 1,225 1,570 1,600 1,570 50 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.9 0.5 69.1 93.7 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 109,670 COMMITMENTS 30,755 0 225 71,972 102,630 102,952 102,855 6,718 6,815 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,510) 860 0 0 1,250 2,030 2,110 2,030 400 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 0.0 0.2 65.6 93.6 93.9 93.8 6.1 6.2 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 09/06/16 | --------------------------------------------------------------| 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 20,635 20,805 20,960 20,930 915 945 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -10 0 -10 0 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.6 94.3 95.1 95.8 95.7 4.2 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 09/06/16 | --------------------------------------------------------------| 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 16,360 16,980 17,260 17,230 505 535 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -10 0 -10 0 10 0 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 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,295 COMMITMENTS 160 2,855 370 33,575 30,825 34,105 34,050 4,190 4,245 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 6,000) 0 0 0 6,000 5,940 6,000 5,940 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 7.5 1.0 87.7 80.5 89.1 88.9 10.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 2 21 17 23 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 09/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,230 COMMITMENTS 0 450 25 23,270 22,810 23,295 23,285 2,935 2,945 CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST: 2,150) 0 0 0 2,475 2,465 2,475 2,465 -325 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.1 88.7 87.0 88.8 88.8 11.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 15 17 16
Updated September 9, 2016