PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,665 COMMITMENTS 0 200 0 44,624 44,109 44,624 44,309 4,041 4,356 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,145) 0 0 0 460 460 460 460 685 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 91.7 90.6 91.7 91.0 8.3 9.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,333 COMMITMENTS 0 0 0 38,533 38,338 38,533 38,338 3,800 3,995 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 605) 0 0 0 30 30 30 30 575 575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.0 90.6 91.0 90.6 9.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 21 15 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,435 COMMITMENTS 0 16,745 450 24,655 8,830 25,105 26,025 2,330 1,410 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 60 60 60 60 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 61.0 1.6 89.9 32.2 91.5 94.9 8.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 3 15 13 18 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,235 COMMITMENTS 0 13,315 25 20,700 8,155 20,725 21,495 2,510 1,740 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 60 60 60 60 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 57.3 0.1 89.1 35.1 89.2 92.5 10.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 5 1 14 11 15 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,438 COMMITMENTS 4,870 100 580 18,273 23,043 23,723 23,723 1,715 1,715 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 255) 0 0 0 52 52 52 52 203 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 0.4 2.3 71.8 90.6 93.3 93.3 6.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 2 16 11 20 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,266 COMMITMENTS 5,085 0 390 15,356 20,604 20,831 20,994 1,435 1,272 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 0.0 1.8 69.0 92.5 93.6 94.3 6.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 2 16 10 20 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,335 COMMITMENTS 0 13,670 0 30,795 17,620 30,795 31,290 540 45 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 43.6 0.0 98.3 56.2 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 0 17 9 17 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,025 COMMITMENTS 0 11,420 0 25,315 14,390 25,315 25,810 710 215 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 43.9 0.0 97.3 55.3 97.3 99.2 2.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 8 15 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,220 COMMITMENTS 1,350 2,745 200 25,305 23,970 26,855 26,915 1,365 1,305 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 505) 0 0 0 260 260 260 260 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 9.7 0.7 89.7 84.9 95.2 95.4 4.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 15 12 18 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,030 COMMITMENTS 1,450 2,655 460 23,210 22,065 25,120 25,180 910 850 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 10.2 1.8 89.2 84.8 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 11 18 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,799 COMMITMENTS 4,610 2,160 435 26,639 29,079 31,684 31,674 1,115 1,125 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 30) 0 -30 30 -15 15 15 15 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 6.6 1.3 81.2 88.7 96.6 96.6 3.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 18 13 22 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,780 COMMITMENTS 0 3,440 820 25,020 21,580 25,840 25,840 1,940 1,940 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.4 3.0 90.1 77.7 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 3 18 12 21 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,559 COMMITMENTS 28,575 1,020 980 84,704 112,359 114,259 114,359 6,300 6,200 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,565) -45 -75 155 1,530 1,560 1,640 1,640 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 0.8 0.8 70.3 93.2 94.8 94.9 5.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 3 22 27 28 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,630 COMMITMENTS 28,570 0 650 70,762 99,321 99,982 99,971 5,648 5,659 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 425) -65 0 125 426 361 486 486 -61 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 0.0 0.6 67.0 94.0 94.7 94.6 5.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 2 21 28 26 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,745 COMMITMENTS 75 0 125 20,440 20,475 20,640 20,600 1,105 1,145 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 425) 0 0 0 515 305 515 305 -90 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.6 94.0 94.2 94.9 94.7 5.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 20 14 21 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,155 COMMITMENTS 600 275 0 16,225 16,510 16,825 16,785 330 370 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.6 0.0 94.6 96.2 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 19 13 20 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,740 COMMITMENTS 280 2,980 300 28,575 25,880 29,155 29,160 3,585 3,580 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 940) 0 0 0 895 895 895 895 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 9.1 0.9 87.3 79.0 89.1 89.1 10.9 10.9 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 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,035 COMMITMENTS 0 575 0 20,595 20,020 20,595 20,595 3,440 3,440 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 425) 0 0 0 325 325 325 325 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 85.7 83.3 85.7 85.7 14.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 15 16 16
Updated August 5, 2016