PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,569 COMMITMENTS 0 100 0 40,279 40,164 40,279 40,264 3,290 3,305 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,055) 0 0 0 1,230 1,230 1,230 1,230 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 92.4 92.2 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 19 15 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,892 COMMITMENTS 0 100 0 36,348 36,293 36,348 36,393 3,544 3,499 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,045) 0 0 0 1,220 1,220 1,220 1,220 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 91.1 91.0 91.1 91.2 8.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 13 19 13 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,460 COMMITMENTS 0 23,605 150 32,400 9,475 32,550 33,230 1,910 1,230 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0) 0 300 0 0 -300 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 68.5 0.4 94.0 27.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,580 COMMITMENTS 0 17,280 620 28,985 12,265 29,605 30,165 1,975 1,415 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 0) 0 300 0 0 -300 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 54.7 2.0 91.8 38.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,923 COMMITMENTS 3,995 2,255 525 21,529 23,269 26,049 26,049 874 874 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 165) 0 50 0 125 75 125 125 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 8.4 2.0 80.0 86.4 96.8 96.8 3.2 3.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,978 COMMITMENTS 4,305 2,455 230 17,562 19,526 22,097 22,211 881 767 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 97) 0 50 0 167 117 167 167 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 10.7 1.0 76.4 85.0 96.2 96.7 3.8 3.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,705 COMMITMENTS 600 16,965 0 43,360 27,395 43,960 44,360 745 345 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 350) 0 50 0 350 300 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 37.9 0.0 97.0 61.3 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 0 16 12 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,830 COMMITMENTS 0 16,095 0 38,755 23,050 38,755 39,145 1,075 685 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.4 0.0 97.3 57.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,925 COMMITMENTS 1,200 4,000 250 28,565 26,080 30,015 30,330 910 595 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 175) 0 -125 100 50 175 150 150 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 12.9 0.8 92.4 84.3 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 3 16 13 20 18 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,645 COMMITMENTS 1,200 3,535 315 28,300 26,280 29,815 30,130 830 515 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 215) 0 -450 100 210 660 310 310 -95 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 11.5 1.0 92.3 85.8 97.3 98.3 2.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 4 16 12 21 17 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,939 COMMITMENTS 5,555 1,445 1,040 27,154 31,259 33,749 33,744 1,190 1,195 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 165) 225 -25 50 -120 130 155 155 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 4.1 3.0 77.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,590 COMMITMENTS 530 1,275 870 24,250 23,525 25,650 25,670 940 920 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -145) 150 -75 0 -285 -60 -135 -135 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 4.8 3.3 91.2 88.5 96.5 96.5 3.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 125,534 COMMITMENTS 38,380 85 1,320 80,368 118,663 120,068 120,068 5,466 5,466 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,190) 125 0 75 875 1,000 1,075 1,075 115 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 0.1 1.1 64.0 94.5 95.6 95.6 4.4 4.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 114,496 COMMITMENTS 36,640 0 775 73,118 109,740 110,533 110,515 3,963 3,981 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,250) -225 0 0 1,230 1,005 1,005 1,005 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 0.0 0.7 63.9 95.8 96.5 96.5 3.5 3.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,945 COMMITMENTS 200 200 75 21,735 21,705 22,010 21,980 935 965 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 850) 100 100 0 750 750 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.9 0.3 94.7 94.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,270 COMMITMENTS 750 200 0 17,955 18,475 18,705 18,675 565 595 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 750) 0 0 0 750 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.0 0.0 93.2 95.9 97.1 96.9 2.9 3.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| 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 10/25/16 (CHANGE IN OPEN INTEREST: 50) 50 50 0 0 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,820 COMMITMENTS 0 1,300 0 23,975 22,675 23,975 23,975 3,845 3,845 CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.0 86.2 81.5 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 16 17 17
Updated November 4, 2016