PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, March 29, 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 : 45,757: 75 200 0 43,171 42,797 43,246 42,997: 2,511 2,760 Old : 45,757: 75 200 0 43,171 42,797 43,246 42,997: 2,511 2,760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 125: 0 0 0 0 0 0 0: 125 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.4 0.0 94.3 93.5 94.5 94.0: 5.5 6.0 Old : 100.0: 0.2 0.4 0.0 94.3 93.5 94.5 94.0: 5.5 6.0 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 : 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 : 84.6 56.5 91.0 78.6 77.5 54.7 80.3 70.1 Old : 84.6 56.5 91.0 78.6 77.5 54.7 80.3 70.1 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 29, 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 : 39,102: 75 100 0 36,687 36,218 36,762 36,318: 2,340 2,784 Old : 39,102: 75 100 0 36,687 36,218 36,762 36,318: 2,340 2,784 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 125: 0 0 0 0 0 0 0: 125 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.3 0.0 93.8 92.6 94.0 92.9: 6.0 7.1 Old : 100.0: 0.2 0.3 0.0 93.8 92.6 94.0 92.9: 6.0 7.1 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 : 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 : 83.6 55.4 89.7 80.7 76.7 52.7 79.6 72.6 Old : 83.6 55.4 89.7 80.7 76.7 52.7 79.6 72.6 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 29, 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 7,515 1,050 15,940 9,605 17,390 18,170: 1,555 775 Old : 18,945: 400 7,515 1,050 15,940 9,605 17,390 18,170: 1,555 775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 0: 0 -300 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 39.7 5.5 84.1 50.7 91.8 95.9: 8.2 4.1 Old : 100.0: 2.1 39.7 5.5 84.1 50.7 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 3 1 14 15 16 18: Old : 24: 1 3 1 14 15 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 29, 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 6,735 1,425 15,215 9,110 16,640 17,270: 1,245 615 Old : 17,885: 0 6,735 1,425 15,215 9,110 16,640 17,270: 1,245 615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 0: 0 -300 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 37.7 8.0 85.1 50.9 93.0 96.6: 7.0 3.4 Old : 100.0: 0.0 37.7 8.0 85.1 50.9 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 3 1 13 13 14 16: Old : 22: 0 3 1 13 13 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 29, 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 : 18,918: 3,515 50 380 13,788 17,253 17,683 17,683: 1,235 1,235 Old : 18,918: 3,515 50 380 13,788 17,253 17,683 17,683: 1,235 1,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 348: 0 0 0 398 398 398 398: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 0.3 2.0 72.9 91.2 93.5 93.5: 6.5 6.5 Old : 100.0: 18.6 0.3 2.0 72.9 91.2 93.5 93.5: 6.5 6.5 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 : 53.2 75.5 81.1 92.8 48.0 64.9 65.7 70.7 Old : 53.2 75.5 81.1 92.8 48.0 64.9 65.7 70.7 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 29, 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 : 29,611: 0 10,231 0 28,520 18,605 28,520 28,836: 1,091 775 Old : 29,611: 0 10,231 0 28,520 18,605 28,520 28,836: 1,091 775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 50: 0 0 0 0 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 34.6 0.0 96.3 62.8 96.3 97.4: 3.7 2.6 Old : 100.0: 0.0 34.6 0.0 96.3 62.8 96.3 97.4: 3.7 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 : 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 : 73.0 88.1 89.8 94.0 70.8 88.1 86.0 93.2 Old : 73.0 88.1 89.8 94.0 70.8 88.1 86.0 93.2 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 29, 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 : 29,820: 1,210 150 1,850 25,695 26,775 28,755 28,775: 1,065 1,045 Old : 29,820: 1,210 150 1,850 25,695 26,775 28,755 28,775: 1,065 1,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 30: -30 0 30 30 0 30 30: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.5 6.2 86.2 89.8 96.4 96.5: 3.6 3.5 Old : 100.0: 4.1 0.5 6.2 86.2 89.8 96.4 96.5: 3.6 3.5 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: 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 : 61.8 83.1 83.6 95.6 57.4 80.5 75.9 85.6 Old : 61.8 83.1 83.6 95.6 57.4 80.5 75.9 85.6 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 29, 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 : 102,227: 19,152 100 184 73,989 93,041 93,325 93,325: 8,902 8,902 Old : 102,227: 19,152 100 184 73,989 93,041 93,325 93,325: 8,902 8,902 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 304: -70 0 0 96 26 26 26: 278 278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 0.1 0.2 72.4 91.0 91.3 91.3: 8.7 8.7 Old : 100.0: 18.7 0.1 0.2 72.4 91.0 91.3 91.3: 8.7 8.7 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 : 40: 5 1 3 22 27 27 31: Old : 40: 5 1 3 22 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 : 65.6 48.1 81.8 66.0 62.5 47.6 75.3 64.9 Old : 65.6 48.1 81.8 66.0 62.5 47.6 75.3 64.9 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, March 29, 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 : 97,677: 21,370 0 100 73,644 95,014 95,114 95,114: 2,563 2,563 Old : 97,677: 21,370 0 100 73,644 95,014 95,114 95,114: 2,563 2,563 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : -92: -270 0 0 145 -125 -125 -125: 33 33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 0.0 0.1 75.4 97.3 97.4 97.4: 2.6 2.6 Old : 100.0: 21.9 0.0 0.1 75.4 97.3 97.4 97.4: 2.6 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 : 38: 5 0 1 20 28 25 29: Old : 38: 5 0 1 20 28 25 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 : 73.4 51.8 87.4 70.9 71.0 50.7 83.0 68.3 Old : 73.4 51.8 87.4 70.9 71.0 50.7 83.0 68.3 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 29, 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 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 29, 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 22, 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 29, 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 : 23,450: 50 2,450 125 22,800 20,315 22,975 22,890: 475 560 Old : 23,450: 50 2,450 125 22,800 20,315 22,975 22,890: 475 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 2016 : : 310: 0 250 0 310 60 310 310: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 10.4 0.5 97.2 86.6 98.0 97.6: 2.0 2.4 Old : 100.0: 0.2 10.4 0.5 97.2 86.6 98.0 97.6: 2.0 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 : 29: 1 2 1 19 20 21 22: Old : 29: 1 2 1 19 20 21 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 : 51.6 41.8 73.9 69.1 43.3 37.3 59.7 57.0 Old : 51.6 41.8 73.9 69.1 43.3 37.3 59.7 57.0 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 29, 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 : 21,090: 0 700 125 20,510 19,785 20,635 20,610: 455 480 Old : 21,090: 0 700 125 20,510 19,785 20,635 20,610: 455 480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 22, 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 3.3 0.6 97.2 93.8 97.8 97.7: 2.2 2.3 Old : 100.0: 0.0 3.3 0.6 97.2 93.8 97.8 97.7: 2.2 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 : 23: 0 1 1 16 16 17 17: Old : 23: 0 1 1 16 16 17 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 : 54.4 54.9 74.9 79.5 44.0 44.9 60.0 60.9 Old : 54.4 54.9 74.9 79.5 44.0 44.9 60.0 60.9 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 29, 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 22, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 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 April 1, 2016