PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,338 COMMITMENTS 0 50 0 39,974 39,869 39,974 39,919 3,364 3,419 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,049 COMMITMENTS 0 0 0 35,608 35,633 35,608 35,633 3,441 3,416 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.2 91.3 91.2 91.3 8.8 8.7 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,280 COMMITMENTS 0 22,250 225 28,305 6,935 28,530 29,410 2,750 1,870 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 4,070) 0 2,975 100 3,415 440 3,515 3,515 555 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 71.1 0.7 90.5 22.2 91.2 94.0 8.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 3 16 10 19 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,220 COMMITMENTS 0 15,900 495 22,895 7,745 23,390 24,140 2,830 2,080 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 3,015) 0 2,600 100 2,915 315 3,015 3,015 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 60.6 1.9 87.3 29.5 89.2 92.1 10.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 5 3 13 11 16 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,233 COMMITMENTS 3,815 805 1,035 18,991 22,001 23,841 23,841 1,392 1,392 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -185) 0 -100 0 -210 -110 -210 -210 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 3.2 4.1 75.3 87.2 94.5 94.5 5.5 5.5 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,881 COMMITMENTS 4,190 930 535 14,847 18,234 19,572 19,699 1,309 1,182 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: -280) 0 -50 0 -280 -230 -280 -280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 4.5 2.6 71.1 87.3 93.7 94.3 6.3 5.7 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,965 COMMITMENTS 950 14,400 0 33,275 20,395 34,225 34,795 740 170 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 550) 0 0 0 550 550 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 41.2 0.0 95.2 58.3 97.9 99.5 2.1 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,355 COMMITMENTS 0 13,730 0 29,435 16,275 29,435 30,005 920 350 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 550) 0 0 0 555 555 555 555 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 45.2 0.0 97.0 53.6 97.0 98.8 3.0 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,720 COMMITMENTS 1,250 4,375 200 25,140 22,355 26,590 26,930 1,130 790 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 45) 0 45 0 45 0 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 15.8 0.7 90.7 80.6 95.9 97.2 4.1 2.8 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,840 COMMITMENTS 1,350 4,120 380 23,100 20,825 24,830 25,325 1,010 515 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 245) 0 295 0 220 -75 220 220 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 15.9 1.5 89.4 80.6 96.1 98.0 3.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 3 13 10 17 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,899 COMMITMENTS 5,440 2,485 280 24,989 27,934 30,709 30,699 1,190 1,200 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,110) 275 100 0 1,605 1,780 1,880 1,880 230 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 7.8 0.9 78.3 87.6 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 1 20 14 23 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,030 COMMITMENTS 0 2,625 720 23,835 21,210 24,555 24,555 1,475 1,475 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 1,645) 0 175 0 1,595 1,420 1,595 1,595 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.1 2.8 91.6 81.5 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 2 23 14 25 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,789 COMMITMENTS 34,495 870 545 80,835 114,540 115,875 115,955 4,914 4,834 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,295) 2,385 0 150 395 2,780 2,930 2,930 -635 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 0.7 0.5 66.9 94.8 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 5 23 30 28 36 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 108,400 COMMITMENTS 33,830 0 25 68,582 102,385 102,437 102,410 5,963 5,990 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 2,350) 2,660 0 0 -115 2,545 2,545 2,545 -195 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 0.0 0.0 63.3 94.5 94.5 94.5 5.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 0 1 22 30 28 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,930 COMMITMENTS 150 25 100 20,990 21,075 21,240 21,200 690 730 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 525) 0 0 0 595 595 595 595 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 0.5 95.7 96.1 96.9 96.7 3.1 3.3 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 09/20/16 | --------------------------------------------------------------| 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 09/13/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,615 COMMITMENTS 0 2,495 300 33,010 30,500 33,310 33,295 4,305 4,320 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 310) 0 -55 0 0 55 0 0 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.6 0.8 87.8 81.1 88.6 88.5 11.4 11.5 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 09/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,390 COMMITMENTS 0 375 25 22,615 22,240 22,640 22,640 2,750 2,750 CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.1 89.1 87.6 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 15 17 16
Updated September 23, 2016