PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,514 COMMITMENTS 0 100 0 39,109 38,994 39,109 39,094 3,405 3,420 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 805) 0 100 0 825 725 825 825 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 92.0 91.7 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 16 19 16 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,847 COMMITMENTS 0 100 0 35,188 35,133 35,188 35,233 3,659 3,614 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 865) 0 100 0 885 785 885 885 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 90.6 90.4 90.6 90.7 9.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 19 14 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,260 COMMITMENTS 0 23,155 150 29,925 7,810 30,075 31,115 3,185 2,145 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,890) 0 900 0 1,660 940 1,660 1,840 230 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 69.6 0.5 90.0 23.5 90.4 93.6 9.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 2 16 10 18 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,085 COMMITMENTS 0 16,880 620 25,830 9,870 26,450 27,370 2,635 1,715 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,260) 0 900 0 2,645 1,925 2,645 2,825 -385 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 58.0 2.1 88.8 33.9 90.9 94.1 9.1 5.9 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,658 COMMITMENTS 3,870 1,955 475 20,244 22,159 24,589 24,589 1,069 1,069 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 650) 425 200 -30 205 430 600 600 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 7.6 1.9 78.9 86.4 95.8 95.8 4.2 4.2 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,378 COMMITMENTS 4,180 2,155 180 16,912 19,051 21,272 21,386 1,106 992 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 547) 425 200 0 92 317 517 517 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 9.6 0.8 75.6 85.1 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,135 COMMITMENTS 600 16,165 0 38,795 23,620 39,395 39,785 740 350 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 5,530) 0 1,300 0 5,625 4,160 5,625 5,460 -95 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 40.3 0.0 96.7 58.9 98.2 99.1 1.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 0 13 12 14 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,475 COMMITMENTS 0 15,095 0 34,445 19,740 34,445 34,835 1,030 640 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 5,660) 0 1,500 0 5,565 3,900 5,565 5,400 95 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.6 0.0 97.1 55.6 97.1 98.2 2.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 0 13 11 13 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,150 COMMITMENTS 1,200 4,550 150 27,830 24,795 29,180 29,495 970 655 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,115) 0 150 -75 2,355 2,205 2,280 2,280 -165 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 15.1 0.5 92.3 82.2 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 2 15 13 18 18 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,280 COMMITMENTS 1,200 4,510 265 26,890 23,895 28,355 28,670 925 610 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,475) -100 50 25 2,480 2,330 2,405 2,405 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 15.4 0.9 91.8 81.6 96.8 97.9 3.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 5 3 15 12 19 17 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,784 COMMITMENTS 5,280 1,470 990 27,284 31,089 33,554 33,549 1,230 1,235 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,025) 145 -555 95 1,850 2,560 2,090 2,100 -65 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 4.2 2.8 78.4 89.4 96.5 96.4 3.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 4 19 13 24 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,610 COMMITMENTS 380 1,350 870 24,410 23,460 25,660 25,680 950 930 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 570) 245 -530 -5 485 1,270 725 735 -155 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 5.1 3.3 91.7 88.2 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 21 13 24 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 123,554 COMMITMENTS 37,705 85 1,120 79,573 116,813 118,398 118,018 5,156 5,536 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,130) 1,575 0 200 315 1,525 2,090 1,725 1,040 1,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 0.1 0.9 64.4 94.5 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 5 21 29 27 34 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,826 COMMITMENTS 36,165 0 650 70,903 106,660 107,718 107,310 4,108 4,516 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,320) 1,700 0 200 745 2,130 2,645 2,330 675 990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 0.0 0.6 63.4 95.4 96.3 96.0 3.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 0 3 20 29 26 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,595 COMMITMENTS 100 100 75 20,555 20,525 20,730 20,700 865 895 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.5 0.3 95.2 95.0 96.0 95.9 4.0 4.1 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,020 COMMITMENTS 750 200 0 16,705 17,225 17,455 17,425 565 595 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.1 0.0 92.7 95.6 96.9 96.7 3.1 3.3 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 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,035 COMMITMENTS 50 3,920 0 33,270 29,405 33,320 33,325 3,715 3,710 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -200) 0 900 -300 100 -800 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 10.6 0.0 89.8 79.4 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 0 18 18 19 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 10/18/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,620 COMMITMENTS 0 1,300 0 22,775 21,475 22,775 22,775 3,845 3,845 CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,060) 0 900 0 235 -665 235 235 825 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 85.6 80.7 85.6 85.6 14.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 16 17 17
Updated October 21, 2016