PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, March 15, 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 : 45,632: 75 200 0 43,171 42,797 43,246 42,997: 2,386 2,635 Old : 45,632: 75 200 0 43,171 42,797 43,246 42,997: 2,386 2,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 1,040: 0 100 0 990 890 990 990: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.4 0.0 94.6 93.8 94.8 94.2: 5.2 5.8 Old : 100.0: 0.2 0.4 0.0 94.6 93.8 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 : 84.8 56.0 91.2 78.8 77.1 54.2 79.9 69.6 Old : 84.8 56.0 91.2 78.8 77.1 54.2 79.9 69.6 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 15, 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 : 38,977: 75 100 0 36,687 36,218 36,762 36,318: 2,215 2,659 Old : 38,977: 75 100 0 36,687 36,218 36,762 36,318: 2,215 2,659 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 1,040: 0 100 0 990 890 990 990: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.3 0.0 94.1 92.9 94.3 93.2: 5.7 6.8 Old : 100.0: 0.2 0.3 0.0 94.1 92.9 94.3 93.2: 5.7 6.8 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 : 25: 1 1 0 14 21 15 22: Old : 25: 1 1 0 14 21 15 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 : 83.8 54.8 90.0 81.0 76.9 52.1 79.6 72.1 Old : 83.8 54.8 90.0 81.0 76.9 52.1 79.6 72.1 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 15, 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 8, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 15, 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 8, 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 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 15, 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 : 17,860: 2,915 50 380 13,230 16,095 16,525 16,525: 1,335 1,335 Old : 17,860: 2,915 50 380 13,230 16,095 16,525 16,525: 1,335 1,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 2,365: 600 0 0 1,715 2,315 2,315 2,315: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 0.3 2.1 74.1 90.1 92.5 92.5: 7.5 7.5 Old : 100.0: 16.3 0.3 2.1 74.1 90.1 92.5 92.5: 7.5 7.5 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 : 22: 4 1 1 13 9 17 11: Old : 22: 4 1 1 13 9 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 : 48.6 78.1 78.6 91.8 47.5 67.8 67.9 73.1 Old : 48.6 78.1 78.6 91.8 47.5 67.8 67.9 73.1 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 15, 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 : 29,561: 0 10,231 0 28,520 18,605 28,520 28,836: 1,041 725 Old : 29,561: 0 10,231 0 28,520 18,605 28,520 28,836: 1,041 725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 34.6 0.0 96.5 62.9 96.5 97.5: 3.5 2.5 Old : 100.0: 0.0 34.6 0.0 96.5 62.9 96.5 97.5: 3.5 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 : 22: 0 3 0 12 12 12 15: Old : 22: 0 3 0 12 12 12 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 : 73.2 88.2 89.9 94.2 70.9 88.2 86.1 93.3 Old : 73.2 88.2 89.9 94.2 70.9 88.2 86.1 93.3 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 15, 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 : 28,350: 1,240 150 1,820 24,225 25,335 27,285 27,305: 1,065 1,045 Old : 28,350: 1,240 150 1,820 24,225 25,335 27,285 27,305: 1,065 1,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 1,190: 700 150 0 535 1,105 1,235 1,255: -45 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.5 6.4 85.4 89.4 96.2 96.3: 3.8 3.7 Old : 100.0: 4.4 0.5 6.4 85.4 89.4 96.2 96.3: 3.8 3.7 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: 2 1 1 15 10 17 12: Old : 22: 2 1 1 15 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 : 61.9 82.3 82.8 95.4 55.7 79.6 74.7 85.0 Old : 61.9 82.3 82.8 95.4 55.7 79.6 74.7 85.0 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 15, 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 : 99,958: 19,222 100 184 72,493 91,615 91,899 91,899: 8,059 8,059 Old : 99,958: 19,222 100 184 72,493 91,615 91,899 91,899: 8,059 8,059 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 4,895: -500 -50 50 4,730 4,280 4,280 4,280: 615 615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 0.1 0.2 72.5 91.7 91.9 91.9: 8.1 8.1 Old : 100.0: 19.2 0.1 0.2 72.5 91.7 91.9 91.9: 8.1 8.1 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 : 40: 6 1 3 21 27 27 31: Old : 40: 6 1 3 21 27 27 31: 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 : 66.6 47.8 82.3 66.1 63.3 47.3 75.5 65.0 Old : 66.6 47.8 82.3 66.1 63.3 47.3 75.5 65.0 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 15, 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 : 96,805: 21,640 0 100 72,755 94,395 94,495 94,495: 2,310 2,310 Old : 96,805: 21,640 0 100 72,755 94,395 94,495 94,495: 2,310 2,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 3,585: -300 -50 0 3,810 3,560 3,510 3,510: 75 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 0.0 0.1 75.2 97.5 97.6 97.6: 2.4 2.4 Old : 100.0: 22.4 0.0 0.1 75.2 97.5 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 : 38: 6 0 1 19 27 25 28: Old : 38: 6 0 1 19 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 : 74.4 52.2 87.9 70.8 72.0 51.4 83.5 68.5 Old : 74.4 52.2 87.9 70.8 72.0 51.4 83.5 68.5 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 15, 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 : 20,065: 200 0 125 19,225 19,615 19,550 19,740: 515 325 Old : 20,065: 200 0 125 19,225 19,615 19,550 19,740: 515 325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 600: 0 0 0 480 480 480 480: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 0.6 95.8 97.8 97.4 98.4: 2.6 1.6 Old : 100.0: 1.0 0.0 0.6 95.8 97.8 97.4 98.4: 2.6 1.6 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 : 21: 1 0 1 18 13 19 14: Old : 21: 1 0 1 18 13 19 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 : 63.0 72.9 82.2 89.1 58.2 69.2 72.0 77.4 Old : 63.0 72.9 82.2 89.1 58.2 69.2 72.0 77.4 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 15, 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 8, 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 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 15, 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 : 22,620: 50 2,100 125 21,925 19,835 22,100 22,060: 520 560 Old : 22,620: 50 2,100 125 21,925 19,835 22,100 22,060: 520 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 300: 0 0 0 25 25 25 25: 275 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 9.3 0.6 96.9 87.7 97.7 97.5: 2.3 2.5 Old : 100.0: 0.2 9.3 0.6 96.9 87.7 97.7 97.5: 2.3 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 : 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 : 52.4 42.5 74.6 69.8 43.3 37.5 60.1 57.9 Old : 52.4 42.5 74.6 69.8 43.3 37.5 60.1 57.9 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 15, 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 : 20,790: 0 700 125 20,170 19,485 20,295 20,310: 495 480 Old : 20,790: 0 700 125 20,170 19,485 20,295 20,310: 495 480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 0.6 97.0 93.7 97.6 97.7: 2.4 2.3 Old : 100.0: 0.0 3.4 0.6 97.0 93.7 97.6 97.7: 2.4 2.3 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 : 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 : 55.2 55.7 76.0 80.6 44.7 45.6 60.9 61.3 Old : 55.2 55.7 76.0 80.6 44.7 45.6 60.9 61.3 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 15, 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: 350 75 0 16,750 17,095 17,100 17,170: 745 675 Old : 17,845: 350 75 0 16,750 17,095 17,100 17,170: 745 675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 8, 2016 : : 0: 100 0 0 -100 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.4 0.0 93.9 95.8 95.8 96.2: 4.2 3.8 Old : 100.0: 2.0 0.4 0.0 93.9 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 : 60.8 87.6 82.5 95.8 55.5 71.3 69.9 76.8 Old : 60.8 87.6 82.5 95.8 55.5 71.3 69.9 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016