PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,263 COMMITMENTS 0 50 0 39,899 39,794 39,899 39,844 3,364 3,419 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -2,487) 0 -100 0 -2,135 -2,020 -2,135 -2,120 -352 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 92.2 92.0 92.2 92.1 7.8 7.9 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 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,974 COMMITMENTS 0 0 0 35,533 35,558 35,533 35,558 3,441 3,416 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,268) 0 0 0 -1,090 -1,070 -1,090 -1,070 -178 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.2 91.2 91.2 91.2 8.8 8.8 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 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,210 COMMITMENTS 0 19,275 125 24,890 6,495 25,015 25,895 2,195 1,315 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,090) 0 625 -200 -310 -1,010 -510 -585 -580 -505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 70.8 0.5 91.5 23.9 91.9 95.2 8.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 5 2 14 9 16 14 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,205 COMMITMENTS 0 13,300 395 19,980 7,430 20,375 21,125 2,830 2,080 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -905) 0 -95 0 -735 -700 -735 -795 -170 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 57.3 1.7 86.1 32.0 87.8 91.0 12.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 5 2 13 11 15 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,418 COMMITMENTS 3,815 905 1,035 19,201 22,111 24,051 24,051 1,367 1,367 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -100) -320 225 -5 220 -375 -105 -155 5 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 3.6 4.1 75.5 87.0 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 3 18 11 22 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,161 COMMITMENTS 4,190 980 535 15,127 18,464 19,852 19,979 1,309 1,182 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -590) -335 300 -40 -232 -885 -607 -625 17 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 4.6 2.5 71.5 87.3 93.8 94.4 6.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 18 8 21 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,415 COMMITMENTS 950 14,400 0 32,725 19,845 33,675 34,245 740 170 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -830) 50 35 -50 -700 -700 -700 -715 -130 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 41.8 0.0 95.1 57.7 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 0 12 12 13 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,805 COMMITMENTS 0 13,730 0 28,880 15,720 28,880 29,450 925 355 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -255) 0 560 0 15 -560 15 0 -270 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 46.1 0.0 96.9 52.7 96.9 98.8 3.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 11 9 11 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,675 COMMITMENTS 1,250 4,330 200 25,095 22,355 26,545 26,885 1,130 790 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -805) 25 420 -25 -840 -990 -840 -595 35 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 15.6 0.7 90.7 80.8 95.9 97.1 4.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 2 14 12 17 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,595 COMMITMENTS 1,350 3,825 380 22,880 20,900 24,610 25,105 985 490 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -600) 25 435 -50 -800 -810 -825 -425 225 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 14.9 1.5 89.4 81.7 96.2 98.1 3.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 13 11 17 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,789 COMMITMENTS 5,165 2,385 280 23,384 26,154 28,829 28,819 960 970 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,795) -115 275 -260 -1,300 -1,630 -1,675 -1,615 -120 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 8.0 0.9 78.5 87.8 96.8 96.7 3.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 1 19 14 21 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,385 COMMITMENTS 0 2,450 720 22,240 19,790 22,960 22,960 1,425 1,425 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,230) 0 -420 -125 -780 -360 -905 -905 -325 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.0 3.0 91.2 81.2 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 2 23 13 25 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 118,494 COMMITMENTS 32,110 870 395 80,440 111,760 112,945 113,025 5,549 5,469 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -3,935) 1,045 -200 -275 -4,174 -2,914 -3,404 -3,389 -531 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 0.7 0.3 67.9 94.3 95.3 95.4 4.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 4 23 29 28 34 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 106,050 COMMITMENTS 31,170 0 25 68,697 99,840 99,892 99,865 6,158 6,185 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -3,620) 415 0 -200 -3,275 -2,790 -3,060 -2,990 -560 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 0.0 0.0 64.8 94.1 94.2 94.2 5.8 5.8 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 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,405 COMMITMENTS 150 25 100 20,395 20,480 20,645 20,605 760 800 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -470) -50 25 -25 -240 -325 -315 -325 -155 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.5 95.3 95.7 96.4 96.3 3.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 21 15 23 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,975 COMMITMENTS 900 225 0 16,510 17,145 17,410 17,370 565 605 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 210) 0 -25 0 150 165 150 140 60 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 1.3 0.0 91.8 95.4 96.9 96.6 3.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 20 12 22 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,305 COMMITMENTS 0 2,550 300 33,010 30,445 33,310 33,295 3,995 4,010 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -990) -160 -305 -70 -565 -380 -795 -755 -195 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.8 88.5 81.6 89.3 89.3 10.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 18 18 19 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,270 COMMITMENTS 0 375 25 22,495 22,120 22,520 22,520 2,750 2,750 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -960) 0 -75 0 -775 -690 -775 -765 -185 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.1 89.0 87.5 89.1 89.1 10.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 15 17 16
Updated September 16, 2016