PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,709 COMMITMENTS 0 0 0 38,284 38,269 38,284 38,269 3,425 3,440 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,819) 0 -50 0 -1,630 -1,540 -1,630 -1,590 -189 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 91.8 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 19 16 19 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,982 COMMITMENTS 0 0 0 34,303 34,348 34,303 34,348 3,679 3,634 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,647) 0 0 0 -1,510 -1,490 -1,510 -1,490 -137 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.3 90.4 90.3 90.4 9.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 19 14 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,370 COMMITMENTS 0 22,255 150 28,265 6,870 28,415 29,275 2,955 2,095 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,240) 0 -595 -75 -1,370 -795 -1,445 -1,465 205 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 70.9 0.5 90.1 21.9 90.6 93.3 9.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 5 2 15 11 17 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,825 COMMITMENTS 0 15,980 620 23,185 7,945 23,805 24,545 3,020 2,280 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -805) 0 -370 -25 -970 -610 -995 -1,005 190 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 59.6 2.3 86.4 29.6 88.7 91.5 11.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 2 12 12 14 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,008 COMMITMENTS 3,445 1,755 505 20,039 21,729 23,989 23,989 1,019 1,019 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,150) -70 75 -405 -512 -657 -987 -987 -163 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 7.0 2.0 80.1 86.9 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 19 11 22 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,831 COMMITMENTS 3,755 1,955 180 16,820 18,734 20,755 20,869 1,076 962 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -790) -135 50 -280 -287 -485 -702 -715 -88 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 9.0 0.8 77.0 85.8 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 19 9 22 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,605 COMMITMENTS 600 14,865 0 33,170 19,460 33,770 34,325 835 280 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,165) -350 -210 0 -910 -1,065 -1,260 -1,275 95 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 43.0 0.0 95.9 56.2 97.6 99.2 2.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 0 11 11 12 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,815 COMMITMENTS 0 13,595 0 28,880 15,840 28,880 29,435 935 380 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -745) 0 -210 0 -835 -640 -835 -850 90 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 45.6 0.0 96.9 53.1 96.9 98.7 3.1 1.3 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,035 COMMITMENTS 1,200 4,400 225 25,475 22,590 26,900 27,215 1,135 820 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -395) 0 175 -25 -200 -400 -225 -250 -170 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 15.7 0.8 90.9 80.6 96.0 97.1 4.0 2.9 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 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,805 COMMITMENTS 1,300 4,460 240 24,410 21,565 25,950 26,265 855 540 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -310) 0 40 -15 75 -145 60 -120 -370 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 16.6 0.9 91.1 80.5 96.8 98.0 3.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 3 15 11 19 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,759 COMMITMENTS 5,135 2,025 895 25,434 28,529 31,464 31,449 1,295 1,310 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -590) -55 -135 165 -650 -575 -540 -545 -50 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 6.2 2.7 77.6 87.1 96.0 96.0 4.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 4 19 12 24 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,040 COMMITMENTS 135 1,880 875 23,925 22,190 24,935 24,945 1,105 1,095 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -1,285) 135 -445 55 -1,165 -575 -975 -965 -310 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 7.2 3.4 91.9 85.2 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 3 21 13 24 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,424 COMMITMENTS 36,130 85 920 79,258 115,288 116,308 116,293 4,116 4,131 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -4,915) -465 -785 110 -4,107 -3,857 -4,462 -4,532 -453 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 0.1 0.8 65.8 95.7 96.6 96.6 3.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 5 20 29 26 34 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 108,506 COMMITMENTS 34,465 0 450 70,158 104,530 105,073 104,980 3,433 3,526 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -3,704) -1,090 0 150 -1,484 -2,640 -2,424 -2,490 -1,280 -1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 0.0 0.4 64.7 96.3 96.8 96.8 3.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 0 3 19 29 25 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,295 COMMITMENTS 100 100 75 20,255 20,225 20,430 20,400 865 895 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -735) -150 25 -25 -685 -850 -860 -850 125 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.5 0.4 95.1 95.0 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 21 14 23 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,720 COMMITMENTS 750 200 0 16,405 16,925 17,155 17,125 565 595 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -355) -150 -25 0 -205 -320 -355 -345 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.1 0.0 92.6 95.5 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 20 12 21 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,235 COMMITMENTS 50 3,020 300 33,170 30,205 33,520 33,525 3,715 3,710 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -880) 0 -75 0 -790 -695 -790 -770 -90 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.1 0.8 89.1 81.1 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 17 18 19 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 10/11/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,560 COMMITMENTS 0 400 0 22,540 22,140 22,540 22,540 3,020 3,020 CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST: -490) 0 25 -25 -385 -410 -410 -410 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 88.2 86.6 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 16 17 17
Updated October 14, 2016