PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| 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 39,049 38,934 39,049 39,034 3,465 3,480 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -60 -60 -60 -60 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 91.8 91.6 91.8 91.8 8.2 8.2 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 10/25/16 | --------------------------------------------------------------| 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 35,128 35,073 35,128 35,173 3,719 3,674 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -60 -60 -60 -60 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 90.4 90.3 90.4 90.5 9.6 9.5 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,460 COMMITMENTS 0 23,305 150 32,400 9,775 32,550 33,230 1,910 1,230 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,200) 0 150 0 2,475 1,965 2,475 2,115 -1,275 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 67.6 0.4 94.0 28.4 94.5 96.4 5.5 3.6 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,580 COMMITMENTS 0 16,980 620 28,985 12,565 29,605 30,165 1,975 1,415 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,495) 0 100 0 3,155 2,695 3,155 2,795 -660 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 53.8 2.0 91.8 39.8 93.7 95.5 6.3 4.5 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,758 COMMITMENTS 3,995 2,205 525 21,404 23,194 25,924 25,924 834 834 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,100) 125 250 50 1,160 1,035 1,335 1,335 -235 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 8.2 2.0 80.0 86.7 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 19 11 23 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,881 COMMITMENTS 4,305 2,405 230 17,395 19,409 21,930 22,044 951 837 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 503) 125 250 50 483 358 658 658 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 10.5 1.0 76.0 84.8 95.8 96.3 4.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 19 9 23 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,355 COMMITMENTS 600 16,915 0 43,010 27,095 43,610 44,010 745 345 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,220) 0 750 0 4,215 3,475 4,215 4,225 5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 38.1 0.0 97.0 61.1 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 0 15 12 16 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,530 COMMITMENTS 0 16,095 0 38,455 22,750 38,455 38,845 1,075 685 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,055) 0 1,000 0 4,010 3,010 4,010 4,010 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.7 0.0 97.3 57.6 97.3 98.3 2.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 0 14 11 14 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,750 COMMITMENTS 1,200 4,125 150 28,515 25,905 29,865 30,180 885 570 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 600) 0 -425 0 685 1,110 685 685 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 13.4 0.5 92.7 84.2 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 2 16 13 19 18 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,430 COMMITMENTS 1,200 3,985 215 28,090 25,620 29,505 29,820 925 610 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,150) 0 -525 -50 1,200 1,725 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 13.1 0.7 92.3 84.2 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 3 16 12 20 17 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,774 COMMITMENTS 5,330 1,470 990 27,274 31,129 33,594 33,589 1,180 1,185 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -10) 50 0 0 -10 40 40 40 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 4.2 2.8 78.4 89.5 96.6 96.6 3.4 3.4 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,735 COMMITMENTS 380 1,350 870 24,535 23,585 25,785 25,805 950 930 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 5.0 3.3 91.8 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 124,344 COMMITMENTS 38,255 85 1,245 79,493 117,663 118,993 118,993 5,351 5,351 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 790) 550 0 125 -80 850 595 975 195 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 0.1 1.0 63.9 94.6 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 6 21 30 27 36 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,246 COMMITMENTS 36,865 0 775 71,888 108,735 109,528 109,510 3,718 3,736 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,420) 700 0 125 985 2,075 1,810 2,200 -390 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 0.0 0.7 63.5 96.0 96.7 96.7 3.3 3.3 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,095 COMMITMENTS 100 100 75 20,985 20,955 21,160 21,130 935 965 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 500) 0 0 0 430 430 430 430 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.5 0.3 95.0 94.8 95.8 95.6 4.2 4.4 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,520 COMMITMENTS 750 200 0 17,205 17,725 17,955 17,925 565 595 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.1 0.0 92.9 95.7 96.9 96.8 3.1 3.2 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 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,985 COMMITMENTS 0 3,870 0 33,270 29,405 33,270 33,275 3,715 3,710 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -50) -50 -50 0 0 0 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.5 0.0 90.0 79.5 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 0 18 18 18 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| 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 10/18/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 28, 2016