PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,438 COMMITMENTS 0 50 0 39,974 39,869 39,974 39,919 3,464 3,519 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 0 0 0 0 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 92.0 91.8 92.0 91.9 8.0 8.1 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,299 COMMITMENTS 0 0 0 35,608 35,633 35,608 35,633 3,691 3,666 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 250) 0 0 0 0 0 0 0 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.6 90.7 90.6 90.7 9.4 9.3 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,430 COMMITMENTS 0 22,850 225 29,455 7,485 29,680 30,560 2,750 1,870 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,150) 0 600 0 1,150 550 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 70.5 0.7 90.8 23.1 91.5 94.2 8.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 3 16 11 19 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,450 COMMITMENTS 0 16,350 645 23,975 8,375 24,620 25,370 2,830 2,080 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,230) 0 450 150 1,080 630 1,230 1,230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 59.6 2.3 87.3 30.5 89.7 92.4 10.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 5 3 13 12 16 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,243 COMMITMENTS 3,515 1,130 935 20,466 22,851 24,916 24,916 1,327 1,327 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,010) -300 325 -100 1,475 850 1,075 1,075 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 4.3 3.6 78.0 87.1 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 3 18 12 22 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,386 COMMITMENTS 3,890 1,355 460 16,802 19,464 21,152 21,279 1,234 1,107 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,505) -300 425 -75 1,955 1,230 1,580 1,580 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 6.1 2.1 75.1 86.9 94.5 95.1 5.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 18 9 21 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,590 COMMITMENTS 950 15,075 0 33,900 20,345 34,850 35,420 740 170 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 625) 0 675 0 625 -50 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 42.4 0.0 95.3 57.2 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,380 COMMITMENTS 0 13,805 0 29,535 16,300 29,535 30,105 845 275 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 25) 0 75 0 100 25 100 100 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 45.4 0.0 97.2 53.7 97.2 99.1 2.8 0.9 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,820 COMMITMENTS 1,200 4,000 250 25,240 22,780 26,690 27,030 1,130 790 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 100) -50 -375 50 100 425 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 14.4 0.9 90.7 81.9 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 15 12 18 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,915 COMMITMENTS 1,300 4,295 430 24,000 21,500 25,730 26,225 1,185 690 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,075) -50 175 50 900 675 900 900 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 16.0 1.6 89.2 79.9 95.6 97.4 4.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 3 14 10 18 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,249 COMMITMENTS 5,490 2,360 330 25,084 28,204 30,904 30,894 1,345 1,355 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 350) 50 -125 50 95 270 195 195 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 7.3 1.0 77.8 87.5 95.8 95.8 4.2 4.2 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,530 COMMITMENTS 0 2,550 720 24,375 21,825 25,095 25,095 1,435 1,435 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 500) 0 -75 0 540 615 540 540 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 2.7 91.9 82.3 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 2 23 15 25 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,469 COMMITMENTS 35,770 870 610 81,310 116,265 117,690 117,745 4,779 4,724 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,680) 1,275 0 65 475 1,725 1,815 1,790 -135 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 0.7 0.5 66.4 94.9 96.1 96.1 3.9 3.9 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 109,730 COMMITMENTS 35,105 0 150 69,412 104,490 104,667 104,640 5,063 5,090 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 1,330) 1,275 0 125 830 2,105 2,230 2,230 -900 -900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 0.0 0.1 63.3 95.2 95.4 95.4 4.6 4.6 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,030 COMMITMENTS 250 75 100 20,940 21,075 21,290 21,250 740 780 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 100) 100 50 0 -50 0 50 50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.3 0.5 95.1 95.7 96.6 96.5 3.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 21 15 24 17 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,075 COMMITMENTS 900 225 0 16,610 17,245 17,510 17,470 565 605 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 1.2 0.0 91.9 95.4 96.9 96.7 3.1 3.3 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 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,965 COMMITMENTS 50 2,595 300 33,810 31,250 34,160 34,145 3,805 3,820 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 350) 50 100 0 800 750 850 850 -500 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.8 0.8 89.1 82.3 90.0 89.9 10.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 1 18 19 20 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 09/27/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,870 COMMITMENTS 0 375 25 22,925 22,550 22,950 22,950 2,920 2,920 CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST: 480) 0 0 0 310 310 310 310 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.1 88.6 87.2 88.7 88.7 11.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 16 16 17 17
Updated September 30, 2016