PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,917 COMMITMENTS 0 100 0 39,534 39,459 39,534 39,559 3,383 3,358 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 780 180 780 0 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 92.1 91.9 92.1 92.2 7.9 7.8 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 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,771 COMMITMENTS 0 100 0 35,018 34,983 35,018 35,083 3,753 3,688 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 170) 0 0 0 180 180 180 180 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 90.3 90.2 90.3 90.5 9.7 9.5 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 FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,670 COMMITMENTS 0 23,805 50 31,900 8,765 31,950 32,620 1,720 1,050 CHANGES FROM 11/08/16 (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 70.7 0.1 94.7 26.0 94.9 96.9 5.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 6 1 15 10 16 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,810 COMMITMENTS 0 17,285 490 28,410 11,625 28,900 29,400 1,910 1,410 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -10 0 -10 0 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 56.1 1.6 92.2 37.7 93.8 95.4 6.2 4.6 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,338 COMMITMENTS 3,890 2,205 305 21,339 23,024 25,534 25,534 804 804 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 555) -150 -50 100 505 405 455 455 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 8.4 1.2 81.0 87.4 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 4 20 12 25 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,623 COMMITMENTS 4,070 2,355 190 17,592 19,411 21,852 21,956 771 667 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 10.4 0.8 77.8 85.8 96.6 97.1 3.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 19 10 23 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,930 COMMITMENTS 400 16,660 0 42,905 27,035 43,305 43,695 625 235 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 37.9 0.0 97.7 61.5 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 0 16 13 17 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,000 COMMITMENTS 0 15,810 0 38,020 22,590 38,020 38,400 980 600 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 100) 0 100 0 100 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.5 0.0 97.5 57.9 97.5 98.5 2.5 1.5 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,420 COMMITMENTS 1,200 3,475 250 27,120 25,135 28,570 28,860 850 560 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 11.8 0.8 92.2 85.4 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 3 16 13 20 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,515 COMMITMENTS 1,200 3,125 300 27,280 25,645 28,780 29,070 735 445 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 10.6 1.0 92.4 86.9 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 4 16 12 21 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,779 COMMITMENTS 5,360 1,745 880 26,474 30,094 32,714 32,719 1,065 1,060 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 200) 200 100 -100 250 350 350 350 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 5.2 2.6 78.4 89.1 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 4 20 14 25 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,025 COMMITMENTS 710 1,300 665 23,510 22,940 24,885 24,905 1,140 1,120 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 550) 0 0 0 200 200 200 200 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.0 2.6 90.3 88.1 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 21 14 24 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,361 COMMITMENTS 38,195 0 1,145 77,508 115,743 116,848 116,888 5,513 5,473 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 375) 0 0 0 275 255 275 255 100 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 0.0 0.9 63.3 94.6 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 0 4 21 29 27 33 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,076 COMMITMENTS 35,450 0 775 70,698 106,190 106,923 106,965 4,153 4,111 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 875) 100 0 0 375 475 475 475 400 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 0.0 0.7 63.6 95.6 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 0 3 20 29 25 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,210 COMMITMENTS 300 225 50 20,850 20,905 21,200 21,180 1,010 1,030 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 350) 100 0 0 300 250 400 250 -50 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.0 0.2 93.9 94.1 95.5 95.4 4.5 4.6 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,455 COMMITMENTS 700 175 0 17,290 17,795 17,990 17,970 465 485 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.9 0.0 93.7 96.4 97.5 97.4 2.5 2.6 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 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,790 COMMITMENTS 0 3,730 0 34,250 30,520 34,250 34,250 3,540 3,540 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,780) -50 80 0 1,885 1,750 1,835 1,830 -55 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.9 0.0 90.6 80.8 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 0 18 18 18 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 11/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,770 COMMITMENTS 0 1,225 0 22,630 21,405 22,630 22,630 4,140 4,140 CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -560) 0 0 0 -560 -560 -560 -560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 0.0 84.5 80.0 84.5 84.5 15.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 18 16 18 17
Updated November 18, 2016