PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, March 08, 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 : 44,592: 75 100 0 42,181 41,907 42,256 42,007: 2,336 2,585 Old : 44,592: 75 100 0 42,181 41,907 42,256 42,007: 2,336 2,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -3,232: -25 0 0 -3,085 -3,093 -3,110 -3,093: -122 -139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.2 0.0 94.6 94.0 94.8 94.2: 5.2 5.8 Old : 100.0: 0.2 0.2 0.0 94.6 94.0 94.8 94.2: 5.2 5.8 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 : 29: 1 1 0 16 22 17 23: Old : 29: 1 1 0 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 : 85.1 55.5 91.1 79.4 78.9 53.7 81.3 69.4 Old : 85.1 55.5 91.1 79.4 78.9 53.7 81.3 69.4 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, March 08, 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 : 37,937: 75 0 0 35,697 35,328 35,772 35,328: 2,165 2,609 Old : 37,937: 75 0 0 35,697 35,328 35,772 35,328: 2,165 2,609 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -2,865: -25 0 0 -2,720 -2,722 -2,745 -2,722: -120 -143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.0 94.1 93.1 94.3 93.1: 5.7 6.9 Old : 100.0: 0.2 0.0 0.0 94.1 93.1 94.3 93.1: 5.7 6.9 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 : 24: 1 0 0 14 21 15 21: Old : 24: 1 0 0 14 21 15 21: 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 : 83.7 54.2 89.9 81.6 79.2 51.4 82.1 72.9 Old : 83.7 54.2 89.9 81.6 79.2 51.4 82.1 72.9 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, March 08, 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 : 18,945: 400 7,815 1,050 15,940 9,305 17,390 18,170: 1,555 775 Old : 18,945: 400 7,815 1,050 15,940 9,305 17,390 18,170: 1,555 775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -455: 200 375 0 -480 -680 -280 -305: -175 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 41.3 5.5 84.1 49.1 91.8 95.9: 8.2 4.1 Old : 100.0: 2.1 41.3 5.5 84.1 49.1 91.8 95.9: 8.2 4.1 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 : 24: 1 4 1 14 14 16 18: Old : 24: 1 4 1 14 14 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 : 45.7 78.5 73.5 90.2 31.9 46.9 47.1 54.6 Old : 45.7 78.5 73.5 90.2 31.9 46.9 47.1 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, March 08, 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 : 17,885: 0 7,035 1,425 15,215 8,810 16,640 17,270: 1,245 615 Old : 17,885: 0 7,035 1,425 15,215 8,810 16,640 17,270: 1,245 615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -190: 0 650 -50 -80 -730 -130 -130: -60 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.3 8.0 85.1 49.3 93.0 96.6: 7.0 3.4 Old : 100.0: 0.0 39.3 8.0 85.1 49.3 93.0 96.6: 7.0 3.4 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 : 22: 0 4 1 13 12 14 16: Old : 22: 0 4 1 13 12 14 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 : 47.9 79.6 78.6 91.3 32.9 43.9 47.7 51.5 Old : 47.9 79.6 78.6 91.3 32.9 43.9 47.7 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders - Futures Only, March 08, 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 : 15,495: 2,315 50 380 11,515 13,780 14,210 14,210: 1,285 1,285 Old : 15,495: 2,315 50 380 11,515 13,780 14,210 14,210: 1,285 1,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -830: -280 0 0 -205 -485 -485 -485: -345 -345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 0.3 2.5 74.3 88.9 91.7 91.7: 8.3 8.3 Old : 100.0: 14.9 0.3 2.5 74.3 88.9 91.7 91.7: 8.3 8.3 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: 3 1 1 13 9 16 11: Old : 20: 3 1 1 13 9 16 11: 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 : 50.4 75.4 78.4 90.9 44.4 62.4 60.2 66.5 Old : 50.4 75.4 78.4 90.9 44.4 62.4 60.2 66.5 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, March 08, 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 : 28,961: 0 10,231 0 27,920 18,005 27,920 28,236: 1,041 725 Old : 28,961: 0 10,231 0 27,920 18,005 27,920 28,236: 1,041 725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -945: 0 46 -6 -975 -1,025 -981 -985: 36 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 35.3 0.0 96.4 62.2 96.4 97.5: 3.6 2.5 Old : 100.0: 0.0 35.3 0.0 96.4 62.2 96.4 97.5: 3.6 2.5 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 : 21: 0 3 0 12 11 12 14: Old : 21: 0 3 0 12 11 12 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 : 72.6 90.1 89.7 95.1 70.3 90.1 85.8 93.5 Old : 72.6 90.1 89.7 95.1 70.3 90.1 85.8 93.5 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, March 08, 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 : 27,160: 540 0 1,820 23,690 24,230 26,050 26,050: 1,110 1,110 Old : 27,160: 540 0 1,820 23,690 24,230 26,050 26,050: 1,110 1,110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -1,200: 180 0 -180 -1,040 -910 -1,040 -1,090: -160 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 6.7 87.2 89.2 95.9 95.9: 4.1 4.1 Old : 100.0: 2.0 0.0 6.7 87.2 89.2 95.9 95.9: 4.1 4.1 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: 2 0 1 15 10 17 11: Old : 21: 2 0 1 15 10 17 11: 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 : 59.8 81.9 81.7 95.4 56.0 78.9 75.9 83.9 Old : 59.8 81.9 81.7 95.4 56.0 78.9 75.9 83.9 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, March 08, 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 : 95,063: 19,722 150 134 67,763 87,335 87,619 87,619: 7,444 7,444 Old : 95,063: 19,722 150 134 67,763 87,335 87,619 87,619: 7,444 7,444 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -3,490: -257 -25 0 -3,245 -2,977 -3,502 -3,002: 12 -488 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 0.2 0.1 71.3 91.9 92.2 92.2: 7.8 7.8 Old : 100.0: 20.7 0.2 0.1 71.3 91.9 92.2 92.2: 7.8 7.8 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 : 37: 5 1 3 20 26 26 29: Old : 37: 5 1 3 20 26 26 29: 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 : 67.4 47.5 83.0 66.8 63.8 47.0 75.4 65.2 Old : 67.4 47.5 83.0 66.8 63.8 47.0 75.4 65.2 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, March 08, 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 : 93,220: 21,940 50 100 68,945 90,835 90,985 90,985: 2,235 2,235 Old : 93,220: 21,940 50 100 68,945 90,835 90,985 90,985: 2,235 2,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -3,666: -580 -25 0 -2,610 -1,965 -3,190 -1,990: -476 -1,676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 0.1 0.1 74.0 97.4 97.6 97.6: 2.4 2.4 Old : 100.0: 23.5 0.1 0.1 74.0 97.4 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 : 37: 5 1 1 18 26 24 27: Old : 37: 5 1 1 18 26 24 27: 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 : 74.8 52.7 87.8 72.0 72.4 51.9 82.7 69.6 Old : 74.8 52.7 87.8 72.0 72.4 51.9 82.7 69.6 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, March 08, 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 : 19,465: 200 0 125 18,745 19,135 19,070 19,260: 395 205 Old : 19,465: 200 0 125 18,745 19,135 19,070 19,260: 395 205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -1,185: -50 0 0 -1,070 -1,125 -1,120 -1,125: -65 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 0.6 96.3 98.3 98.0 98.9: 2.0 1.1 Old : 100.0: 1.0 0.0 0.6 96.3 98.3 98.0 98.9: 2.0 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: 1 0 1 17 13 18 14: Old : 21: 1 0 1 17 13 18 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 : 64.9 72.1 84.7 88.7 60.0 68.3 74.2 79.4 Old : 64.9 72.1 84.7 88.7 60.0 68.3 74.2 79.4 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, March 08, 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 : 16,595: 0 300 0 16,445 16,065 16,445 16,365: 150 230 Old : 16,595: 0 300 0 16,445 16,065 16,445 16,365: 150 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -800: 0 0 0 -750 -740 -750 -740: -50 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 99.1 96.8 99.1 98.6: 0.9 1.4 Old : 100.0: 0.0 1.8 0.0 99.1 96.8 99.1 98.6: 0.9 1.4 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 : 21: 0 1 0 16 13 16 14: Old : 21: 0 1 0 16 13 16 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 : 57.7 64.2 85.1 87.5 54.7 57.0 71.3 72.6 Old : 57.7 64.2 85.1 87.5 54.7 57.0 71.3 72.6 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, March 08, 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 : 22,320: 50 2,100 125 21,900 19,810 22,075 22,035: 245 285 Old : 22,320: 50 2,100 125 21,900 19,810 22,075 22,035: 245 285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -920: -135 150 0 475 -975 340 -825: -1,260 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 9.4 0.6 98.1 88.8 98.9 98.7: 1.1 1.3 Old : 100.0: 0.2 9.4 0.6 98.1 88.8 98.9 98.7: 1.1 1.3 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 : 28: 1 2 1 18 20 20 22: Old : 28: 1 2 1 18 20 20 22: 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 : 53.1 41.7 74.4 68.6 42.8 34.0 59.5 55.3 Old : 53.1 41.7 74.4 68.6 42.8 34.0 59.5 55.3 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, March 08, 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 : 20,190: 0 700 125 19,570 18,885 19,695 19,710: 495 480 Old : 20,190: 0 700 125 19,570 18,885 19,695 19,710: 495 480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -1,130: -140 -100 0 -255 -980 -395 -1,080: -735 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 0.6 96.9 93.5 97.5 97.6: 2.5 2.4 Old : 100.0: 0.0 3.5 0.6 96.9 93.5 97.5 97.6: 2.5 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 : 22: 0 1 1 15 16 16 17: Old : 22: 0 1 1 15 16 16 17: 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 54.4 75.3 80.1 46.0 43.9 62.7 60.2 Old : 53.9 54.4 75.3 80.1 46.0 43.9 62.7 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders - Futures Only, March 08, 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 : 17,845: 250 75 0 16,850 17,095 17,100 17,170: 745 675 Old : 17,845: 250 75 0 16,850 17,095 17,100 17,170: 745 675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 1, 2016 : : -1,140: -50 -25 0 -1,085 -1,105 -1,135 -1,130: -5 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.4 0.0 94.4 95.8 95.8 96.2: 4.2 3.8 Old : 100.0: 1.4 0.4 0.0 94.4 95.8 95.8 96.2: 4.2 3.8 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 : 20: 2 1 0 14 8 16 9: Old : 20: 2 1 0 14 8 16 9: 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 : 61.4 87.6 83.0 95.8 56.1 71.3 70.5 76.8 Old : 61.4 87.6 83.0 95.8 56.1 71.3 70.5 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2016