PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,045 COMMITMENTS 0 200 0 43,764 43,249 43,764 43,449 3,281 3,596 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -2,165) 0 -50 0 -1,945 -1,855 -1,945 -1,905 -220 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 93.0 91.9 93.0 92.4 7.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 21 16 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,283 COMMITMENTS 0 0 0 38,033 37,838 38,033 37,838 3,250 3,445 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -2,042) 0 -50 0 -1,835 -1,765 -1,835 -1,815 -207 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.1 91.7 92.1 91.7 7.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 21 14 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,020 COMMITMENTS 0 13,595 450 21,460 8,785 21,910 22,830 2,110 1,190 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,075) 0 -165 0 -1,345 -1,190 -1,345 -1,355 270 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 56.6 1.9 89.3 36.6 91.2 95.0 8.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 6 3 15 12 18 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,345 COMMITMENTS 0 13,165 25 20,310 7,915 20,335 21,105 2,010 1,240 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -625) 0 85 0 -845 -940 -845 -855 220 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 58.9 0.1 90.9 35.4 91.0 94.5 9.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 5 1 14 10 15 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,623 COMMITMENTS 5,020 150 430 17,736 22,606 23,186 23,186 1,437 1,437 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -965) -220 0 -55 -615 -835 -890 -890 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 0.6 1.7 72.0 91.8 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 15 10 19 12 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,436 COMMITMENTS 5,235 0 240 14,526 19,924 20,001 20,164 1,435 1,272 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,065) -285 0 -40 -660 -960 -985 -1,000 -80 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 0.0 1.1 67.8 92.9 93.3 94.1 6.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 15 10 19 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,445 COMMITMENTS 0 12,770 0 29,800 17,525 29,800 30,295 645 150 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,205) -150 -310 0 -1,030 -895 -1,180 -1,205 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 41.9 0.0 97.9 57.6 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 16 8 16 11 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,020 COMMITMENTS 0 10,620 0 24,370 14,245 24,370 24,865 650 155 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -795) 0 -160 0 -780 -635 -780 -795 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 42.4 0.0 97.4 56.9 97.4 99.4 2.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 14 7 14 9 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,375 COMMITMENTS 1,450 2,745 150 24,260 23,025 25,860 25,920 1,515 1,455 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,235) 0 25 -25 -1,115 -1,130 -1,140 -1,130 -95 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 10.0 0.5 88.6 84.1 94.5 94.7 5.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 14 12 17 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,830 COMMITMENTS 1,475 2,480 435 21,930 20,985 23,840 23,900 990 930 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -870) 0 15 -15 -765 -770 -780 -770 -90 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 10.0 1.8 88.3 84.5 96.0 96.3 4.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 14 11 18 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,664 COMMITMENTS 4,295 2,360 365 25,879 27,804 30,539 30,529 1,125 1,135 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,085) 45 50 -50 -980 -975 -985 -975 -100 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 7.5 1.2 81.7 87.8 96.4 96.4 3.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 17 12 20 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,660 COMMITMENTS 0 3,440 820 24,920 21,480 25,740 25,740 1,920 1,920 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,110) 0 -320 0 -875 -555 -875 -875 -235 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.4 3.0 90.1 77.7 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 3 17 12 20 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 115,039 COMMITMENTS 24,505 1,170 765 83,429 106,864 108,699 108,799 6,340 6,240 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -4,692) -535 -95 50 -3,990 -4,450 -4,475 -4,495 -217 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 1.0 0.7 72.5 92.9 94.5 94.6 5.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 2 21 26 27 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,735 COMMITMENTS 27,135 0 525 71,116 98,240 98,776 98,765 4,959 4,970 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -3,963) -570 0 0 -3,156 -3,737 -3,726 -3,737 -237 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 0.0 0.5 68.6 94.7 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 2 19 27 24 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,920 COMMITMENTS 25 0 125 19,575 19,770 19,725 19,895 1,195 1,025 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -880) -25 0 0 -840 -870 -865 -870 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.6 93.6 94.5 94.3 95.1 5.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 18 13 19 14 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,635 COMMITMENTS 600 275 0 15,675 15,960 16,275 16,235 360 400 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -950) 0 -25 0 -950 -915 -950 -940 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 1.7 0.0 94.2 95.9 97.8 97.6 2.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 18 12 19 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,095 COMMITMENTS 75 1,825 300 26,180 24,435 26,555 26,560 3,540 3,535 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,090) 25 -150 -50 -975 -800 -1,000 -1,000 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 6.1 1.0 87.0 81.2 88.2 88.3 11.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 21 16 23 19 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,910 COMMITMENTS 0 275 125 19,520 19,245 19,645 19,645 3,265 3,265 CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1,055) 0 -25 0 -1,020 -995 -1,020 -1,020 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.5 85.2 84.0 85.7 85.7 14.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 15 17 16
Updated July 15, 2016