PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 48,961: 0 275 125 48,586 48,027 48,711 48,427: 250 534 Old : 48,961: 0 275 125 48,586 48,027 48,711 48,427: 250 534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 500: 0 0 0 500 500 500 500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.3 99.2 98.1 99.5 98.9: 0.5 1.1 Old : 100.0: 0.0 0.6 0.3 99.2 98.1 99.5 98.9: 0.5 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 1 16 22 17 23: Old : 28: 0 1 1 16 22 17 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.3 61.0 96.1 83.5 83.5 57.7 86.4 75.7 Old : 89.3 61.0 96.1 83.5 83.5 57.7 86.4 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 41,187: 125 0 0 40,822 40,457 40,947 40,457: 240 730 Old : 41,187: 125 0 0 40,822 40,457 40,947 40,457: 240 730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 500: 0 0 0 500 500 500 500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 99.1 98.2 99.4 98.2: 0.6 1.8 Old : 100.0: 0.3 0.0 0.0 99.1 98.2 99.4 98.2: 0.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 14 20 15 20: Old : 24: 1 0 0 14 20 15 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 90.4 61.9 96.5 86.8 85.1 57.7 87.1 79.4 Old : 90.4 61.9 96.5 86.8 85.1 57.7 87.1 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,220: 0 4,720 600 15,835 11,850 16,435 17,170: 785 50 Old : 17,220: 0 4,720 600 15,835 11,850 16,435 17,170: 785 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.4 3.5 92.0 68.8 95.4 99.7: 4.6 0.3 Old : 100.0: 0.0 27.4 3.5 92.0 68.8 95.4 99.7: 4.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 1 16 10 17 12: Old : 21: 0 2 1 16 10 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 84.8 79.2 96.6 38.1 55.1 56.4 64.5 Old : 53.9 84.8 79.2 96.6 38.1 55.1 56.4 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,666: 0 6,545 6 24,315 18,040 24,321 24,591: 345 75 Old : 24,666: 0 6,545 6 24,315 18,040 24,321 24,591: 345 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 26.5 0.0 98.6 73.1 98.6 99.7: 1.4 0.3 Old : 100.0: 0.0 26.5 0.0 98.6 73.1 98.6 99.7: 1.4 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 1 11 11 12 13: Old : 20: 0 2 1 11 11 12 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 88.6 91.9 96.9 59.6 83.3 80.2 86.8 Old : 69.2 88.6 91.9 96.9 59.6 83.3 80.2 86.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,085: 0 2,320 165 22,850 20,600 23,015 23,085: 70 0 Old : 23,085: 0 2,320 165 22,850 20,600 23,015 23,085: 70 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 425: 0 -50 0 425 775 425 725: 0 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.0 0.7 99.0 89.2 99.7 100.0: 0.3 0.0 Old : 100.0: 0.0 10.0 0.7 99.0 89.2 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 1 17 15 18 16: Old : 24: 0 1 1 17 15 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.2 82.8 88.0 97.8 60.7 82.0 82.6 89.6 Old : 64.2 82.8 88.0 97.8 60.7 82.0 82.6 89.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,020: 0 3,720 0 21,970 18,300 21,970 22,020: 50 0 Old : 22,020: 0 3,720 0 21,970 18,300 21,970 22,020: 50 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 345: 0 0 0 345 645 345 645: 0 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 16.9 0.0 99.8 83.1 99.8 100.0: 0.2 0.0 Old : 100.0: 0.0 16.9 0.0 99.8 83.1 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 13 11 13 12: Old : 20: 0 1 0 13 11 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 87.5 88.2 98.8 62.7 87.5 86.0 94.3 Old : 64.8 87.5 88.2 98.8 62.7 87.5 86.0 94.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 90,004: 17,321 0 4 67,393 84,714 84,718 84,718: 5,286 5,286 Old : 90,004: 17,321 0 4 67,393 84,714 84,718 84,718: 5,286 5,286 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,225: -50 0 0 1,425 1,125 1,375 1,125: -150 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 0.0 0.0 74.9 94.1 94.1 94.1: 5.9 5.9 Old : 100.0: 19.2 0.0 0.0 74.9 94.1 94.1 94.1: 5.9 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 0 1 22 27 25 28: Old : 35: 3 0 1 22 27 25 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.6 47.2 84.1 72.1 67.7 46.7 77.1 68.9 Old : 72.6 47.2 84.1 72.1 67.7 46.7 77.1 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 83,505: 18,000 0 0 63,460 81,460 81,460 81,460: 2,045 2,045 Old : 83,505: 18,000 0 0 63,460 81,460 81,460 81,460: 2,045 2,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 1,175: 0 0 0 1,425 1,125 1,425 1,125: -250 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 0.0 0.0 76.0 97.6 97.6 97.6: 2.4 2.4 Old : 100.0: 21.6 0.0 0.0 76.0 97.6 97.6 97.6: 2.4 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 0 0 21 24 24 24: Old : 34: 3 0 0 21 24 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.7 50.2 87.9 73.4 71.0 49.9 79.9 71.8 Old : 74.7 50.2 87.9 73.4 71.0 49.9 79.9 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,515: 300 0 125 20,490 20,990 20,915 21,115: 600 400 Old : 21,515: 300 0 125 20,490 20,990 20,915 21,115: 600 400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 250: 0 0 0 250 250 250 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.6 95.2 97.6 97.2 98.1: 2.8 1.9 Old : 100.0: 1.4 0.0 0.6 95.2 97.6 97.2 98.1: 2.8 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 14 14 15 15: Old : 20: 1 0 1 14 14 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 74.6 86.0 89.7 59.0 71.8 76.7 82.9 Old : 63.9 74.6 86.0 89.7 59.0 71.8 76.7 82.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,220: 0 300 0 18,120 17,720 18,120 18,020: 100 200 Old : 18,220: 0 300 0 18,120 17,720 18,120 18,020: 100 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 250: 0 0 0 250 250 250 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 99.5 97.3 99.5 98.9: 0.5 1.1 Old : 100.0: 0.0 1.6 0.0 99.5 97.3 99.5 98.9: 0.5 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 15 13 15 14: Old : 21: 0 1 0 15 13 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 71.8 82.9 91.5 54.7 65.3 75.5 79.4 Old : 56.6 71.8 82.9 91.5 54.7 65.3 75.5 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,590: 180 1,500 125 23,010 21,615 23,315 23,240: 275 350 Old : 23,590: 180 1,500 125 23,010 21,615 23,315 23,240: 275 350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 25: 0 0 0 0 0 0 0: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 6.4 0.5 97.5 91.6 98.8 98.5: 1.2 1.5 Old : 100.0: 0.8 6.4 0.5 97.5 91.6 98.8 98.5: 1.2 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 1 1 17 19 20 20: Old : 26: 2 1 1 17 19 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 44.0 75.8 65.7 46.4 30.0 55.7 47.8 Old : 54.5 44.0 75.8 65.7 46.4 30.0 55.7 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, January 26, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,930: 180 900 125 21,710 21,320 22,015 22,345: 915 585 Old : 22,930: 180 900 125 21,710 21,320 22,015 22,345: 915 585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 19, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 3.9 0.5 94.7 93.0 96.0 97.4: 4.0 2.6 Old : 100.0: 0.8 3.9 0.5 94.7 93.0 96.0 97.4: 4.0 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 1 14 17 16 18: Old : 23: 1 1 1 14 17 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 53.8 77.7 78.7 50.0 43.2 64.9 58.7 Old : 55.8 53.8 77.7 78.7 50.0 43.2 64.9 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016