PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, April 05, 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: 75 150 0 42,771 42,019 42,846 42,169: 2,911 3,588 Old : 45,757: 75 150 0 42,771 42,019 42,846 42,169: 2,911 3,588 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 0: 0 -50 0 -400 -778 -400 -828: 400 828 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.3 0.0 93.5 91.8 93.6 92.2: 6.4 7.8 Old : 100.0: 0.2 0.3 0.0 93.5 91.8 93.6 92.2: 6.4 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 : 30: 1 1 0 17 22 18 23: Old : 30: 1 1 0 17 22 18 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 : 83.2 55.2 89.6 77.4 76.1 54.6 78.9 69.7 Old : 83.2 55.2 89.6 77.4 76.1 54.6 78.9 69.7 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, April 05, 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: 75 150 0 36,327 35,455 36,402 35,605: 2,700 3,497 Old : 39,102: 75 150 0 36,327 35,455 36,402 35,605: 2,700 3,497 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 0: 0 50 0 -360 -763 -360 -713: 360 713 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.4 0.0 92.9 90.7 93.1 91.1: 6.9 8.9 Old : 100.0: 0.2 0.4 0.0 92.9 90.7 93.1 91.1: 6.9 8.9 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 : 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 : 82.6 53.8 88.8 79.1 75.8 52.6 78.7 70.8 Old : 82.6 53.8 88.8 79.1 75.8 52.6 78.7 70.8 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, April 05, 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 : 20,745: 400 9,315 1,050 17,500 9,590 18,950 19,955: 1,795 790 Old : 20,745: 400 9,315 1,050 17,500 9,590 18,950 19,955: 1,795 790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 1,800: 0 1,800 0 1,560 -15 1,560 1,785: 240 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 44.9 5.1 84.4 46.2 91.3 96.2: 8.7 3.8 Old : 100.0: 1.9 44.9 5.1 84.4 46.2 91.3 96.2: 8.7 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 : 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 : 50.4 80.4 75.8 91.1 29.1 48.6 42.7 52.9 Old : 50.4 80.4 75.8 91.1 29.1 48.6 42.7 52.9 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, April 05, 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 : 19,685: 0 8,535 1,425 16,925 9,085 18,350 19,045: 1,335 640 Old : 19,685: 0 8,535 1,425 16,925 9,085 18,350 19,045: 1,335 640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 1,800: 0 1,800 0 1,710 -25 1,710 1,775: 90 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 43.4 7.2 86.0 46.2 93.2 96.7: 6.8 3.3 Old : 100.0: 0.0 43.4 7.2 86.0 46.2 93.2 96.7: 6.8 3.3 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 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 : 52.7 81.5 80.5 92.1 29.9 46.0 43.7 50.5 Old : 52.7 81.5 80.5 92.1 29.9 46.0 43.7 50.5 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, April 05, 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 : 18,968: 3,515 0 380 13,763 16,748 17,658 17,128: 1,310 1,840 Old : 18,968: 3,515 0 380 13,763 16,748 17,658 17,128: 1,310 1,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 50: 0 -50 0 -25 -505 -25 -555: 75 605 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 0.0 2.0 72.6 88.3 93.1 90.3: 6.9 9.7 Old : 100.0: 18.5 0.0 2.0 72.6 88.3 93.1 90.3: 6.9 9.7 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 : 21: 4 0 1 13 9 17 10: Old : 21: 4 0 1 13 9 17 10: 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 : 56.5 72.7 81.3 89.9 48.6 65.1 68.1 70.4 Old : 56.5 72.7 81.3 89.9 48.6 65.1 68.1 70.4 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, April 05, 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 : 30,661: 0 10,231 0 29,345 19,655 29,345 29,886: 1,316 775 Old : 30,661: 0 10,231 0 29,345 19,655 29,345 29,886: 1,316 775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 1,050: 0 0 0 825 1,050 825 1,050: 225 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 33.4 0.0 95.7 64.1 95.7 97.5: 4.3 2.5 Old : 100.0: 0.0 33.4 0.0 95.7 64.1 95.7 97.5: 4.3 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 : 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 : 74.0 89.0 90.1 94.7 72.2 89.0 86.9 93.9 Old : 74.0 89.0 90.1 94.7 72.2 89.0 86.9 93.9 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, April 05, 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 : 29,870: 1,160 150 1,850 25,270 26,325 28,280 28,325: 1,590 1,545 Old : 29,870: 1,160 150 1,850 25,270 26,325 28,280 28,325: 1,590 1,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 50: -50 0 0 -425 -450 -475 -450: 525 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.5 6.2 84.6 88.1 94.7 94.8: 5.3 5.2 Old : 100.0: 3.9 0.5 6.2 84.6 88.1 94.7 94.8: 5.3 5.2 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 1 1 15 10 16 12: Old : 21: 1 1 1 15 10 16 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 : 61.0 81.7 82.7 93.9 56.6 79.1 75.2 84.2 Old : 61.0 81.7 82.7 93.9 56.6 79.1 75.2 84.2 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, April 05, 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 : 102,689: 20,602 275 384 72,896 93,558 93,882 94,217: 8,807 8,472 Old : 102,689: 20,602 275 384 72,896 93,558 93,882 94,217: 8,807 8,472 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 462: 1,450 175 200 -1,093 517 557 892: -95 -430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 0.3 0.4 71.0 91.1 91.4 91.7: 8.6 8.3 Old : 100.0: 20.1 0.3 0.4 71.0 91.1 91.4 91.7: 8.6 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 : 40: 4 2 3 23 27 28 31: Old : 40: 4 2 3 23 27 28 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 : 66.5 47.9 82.4 65.8 63.3 47.4 75.5 64.6 Old : 66.5 47.9 82.4 65.8 63.3 47.4 75.5 64.6 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, April 05, 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 : 98,757: 22,995 0 225 72,369 95,452 95,589 95,677: 3,168 3,080 Old : 98,757: 22,995 0 225 72,369 95,452 95,589 95,677: 3,168 3,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 1,080: 1,625 0 125 -1,275 438 475 563: 605 517 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 0.0 0.2 73.3 96.7 96.8 96.9: 3.2 3.1 Old : 100.0: 23.3 0.0 0.2 73.3 96.7 96.8 96.9: 3.2 3.1 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 : 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 : 73.5 52.0 87.0 70.9 71.1 50.8 82.9 68.2 Old : 73.5 52.0 87.0 70.9 71.1 50.8 82.9 68.2 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, April 05, 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 18,955 19,100 19,280 19,225: 785 840 Old : 20,065: 200 0 125 18,955 19,100 19,280 19,225: 785 840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 0: 0 0 0 -270 -515 -270 -515: 270 515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 0.6 94.5 95.2 96.1 95.8: 3.9 4.2 Old : 100.0: 1.0 0.0 0.6 94.5 95.2 96.1 95.8: 3.9 4.2 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 17 13 18 14: Old : 20: 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 : 62.7 70.3 81.9 86.5 58.2 66.6 71.7 74.9 Old : 62.7 70.3 81.9 86.5 58.2 66.6 71.7 74.9 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, April 05, 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 16,260 15,750 16,260 16,050: 335 545 Old : 16,595: 0 300 0 16,260 15,750 16,260 16,050: 335 545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 0: 0 0 0 -185 -315 -185 -315: 185 315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 98.0 94.9 98.0 96.7: 2.0 3.3 Old : 100.0: 0.0 1.8 0.0 98.0 94.9 98.0 96.7: 2.0 3.3 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 1 0 15 13 15 14: Old : 20: 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 : 57.6 62.3 84.9 85.6 54.5 55.1 70.8 70.7 Old : 57.6 62.3 84.9 85.6 54.5 55.1 70.8 70.7 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, April 05, 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 : 24,055: 50 2,450 125 23,010 20,580 23,185 23,155: 870 900 Old : 24,055: 50 2,450 125 23,010 20,580 23,185 23,155: 870 900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 605: 0 0 0 210 265 210 265: 395 340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 10.2 0.5 95.7 85.6 96.4 96.3: 3.6 3.7 Old : 100.0: 0.2 10.2 0.5 95.7 85.6 96.4 96.3: 3.6 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 : 28: 1 2 1 20 19 22 21: Old : 28: 1 2 1 20 19 22 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 : 51.5 42.8 73.3 69.2 44.7 39.0 60.7 59.9 Old : 51.5 42.8 73.3 69.2 44.7 39.0 60.7 59.9 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, April 05, 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 : 21,290: 0 700 125 20,520 19,690 20,645 20,515: 645 775 Old : 21,290: 0 700 125 20,520 19,690 20,645 20,515: 645 775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 200: 0 0 0 10 -95 10 -95: 190 295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.6 96.4 92.5 97.0 96.4: 3.0 3.6 Old : 100.0: 0.0 3.3 0.6 96.4 92.5 97.0 96.4: 3.0 3.6 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: 0 1 1 17 16 18 17: Old : 23: 0 1 1 17 16 18 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 : 52.7 52.8 72.9 77.2 40.8 42.8 56.6 58.9 Old : 52.7 52.8 72.9 77.2 40.8 42.8 56.6 58.9 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, April 05, 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 : 17,855: 250 75 0 16,730 17,030 16,980 17,105: 875 750 Old : 17,855: 250 75 0 16,730 17,030 16,980 17,105: 875 750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 29, 2016 : : 10: -100 0 0 -20 -65 -120 -65: 130 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.4 0.0 93.7 95.4 95.1 95.8: 4.9 4.2 Old : 100.0: 1.4 0.4 0.0 93.7 95.4 95.1 95.8: 4.9 4.2 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 1 0 15 10 17 11: Old : 21: 2 1 0 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 : 60.5 86.8 82.4 94.8 55.8 69.3 69.7 76.2 Old : 60.5 86.8 82.4 94.8 55.8 69.3 69.7 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2016