PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, April 12, 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 : 43,165: 50 150 0 40,186 39,764 40,236 39,914: 2,929 3,251 Old : 43,165: 50 150 0 40,186 39,764 40,236 39,914: 2,929 3,251 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -2,592: -25 0 0 -2,585 -2,255 -2,610 -2,255: 18 -337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.3 0.0 93.1 92.1 93.2 92.5: 6.8 7.5 Old : 100.0: 0.1 0.3 0.0 93.1 92.1 93.2 92.5: 6.8 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 : 29: 1 1 0 17 22 18 23: Old : 29: 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 : 82.3 56.2 88.6 77.9 76.4 53.1 79.5 70.0 Old : 82.3 56.2 88.6 77.9 76.4 53.1 79.5 70.0 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 12, 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 : 37,352: 50 150 0 34,552 34,030 34,602 34,180: 2,750 3,172 Old : 37,352: 50 150 0 34,552 34,030 34,602 34,180: 2,750 3,172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -1,750: -25 0 0 -1,775 -1,425 -1,800 -1,425: 50 -325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.4 0.0 92.5 91.1 92.6 91.5: 7.4 8.5 Old : 100.0: 0.1 0.4 0.0 92.5 91.1 92.6 91.5: 7.4 8.5 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 : 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 : 81.0 53.5 88.5 78.6 75.5 48.6 79.0 70.9 Old : 81.0 53.5 88.5 78.6 75.5 48.6 79.0 70.9 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, April 12, 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 : 20,005: 400 9,665 700 17,245 8,760 18,345 19,125: 1,660 880 Old : 20,005: 400 9,665 700 17,245 8,760 18,345 19,125: 1,660 880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -740: 0 350 -350 -255 -830 -605 -830: -135 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 48.3 3.5 86.2 43.8 91.7 95.6: 8.3 4.4 Old : 100.0: 2.0 48.3 3.5 86.2 43.8 91.7 95.6: 8.3 4.4 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 : 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 : 53.4 75.5 76.8 90.2 33.9 54.8 49.6 59.2 Old : 53.4 75.5 76.8 90.2 33.9 54.8 49.6 59.2 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 12, 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 : 18,995: 0 9,010 950 16,795 8,405 17,745 18,365: 1,250 630 Old : 18,995: 0 9,010 950 16,795 8,405 17,745 18,365: 1,250 630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -690: 0 475 -475 -130 -680 -605 -680: -85 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 47.4 5.0 88.4 44.2 93.4 96.7: 6.6 3.3 Old : 100.0: 0.0 47.4 5.0 88.4 44.2 93.4 96.7: 6.6 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 : 56.3 77.0 80.5 91.8 35.5 54.3 51.4 58.2 Old : 56.3 77.0 80.5 91.8 35.5 54.3 51.4 58.2 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 12, 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 : 19,613: 4,300 0 380 13,469 17,769 18,149 18,149: 1,464 1,464 Old : 19,613: 4,300 0 380 13,469 17,769 18,149 18,149: 1,464 1,464 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : 645: 785 0 0 -294 1,021 491 1,021: 154 -376 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 0.0 1.9 68.7 90.6 92.5 92.5: 7.5 7.5 Old : 100.0: 21.9 0.0 1.9 68.7 90.6 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 : 20: 3 0 1 13 8 16 9: Old : 20: 3 0 1 13 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 : 50.3 73.2 77.6 92.0 50.3 63.9 71.8 76.1 Old : 50.3 73.2 77.6 92.0 50.3 63.9 71.8 76.1 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, April 12, 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 : 29,974: 0 10,154 0 28,810 18,970 28,810 29,124: 1,164 850 Old : 29,974: 0 10,154 0 28,810 18,970 28,810 29,124: 1,164 850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -687: 0 -77 0 -535 -685 -535 -762: -152 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 33.9 0.0 96.1 63.3 96.1 97.2: 3.9 2.8 Old : 100.0: 0.0 33.9 0.0 96.1 63.3 96.1 97.2: 3.9 2.8 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 : 23: 0 3 0 13 12 13 15: Old : 23: 0 3 0 13 12 13 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 : 73.6 89.7 89.5 94.6 72.0 89.7 86.9 94.3 Old : 73.6 89.7 89.5 94.6 72.0 89.7 86.9 94.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, April 12, 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 : 26,820: 0 9,320 0 25,565 16,450 25,565 25,770: 1,255 1,050 Old : 26,820: 0 9,320 0 25,565 16,450 25,565 25,770: 1,255 1,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 34.8 0.0 95.3 61.3 95.3 96.1: 4.7 3.9 Old : 100.0: 0.0 34.8 0.0 95.3 61.3 95.3 96.1: 4.7 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 0 13 8 13 10: Old : 20: 0 2 0 13 8 13 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 : 74.0 90.9 89.1 95.0 72.9 90.9 86.9 93.9 Old : 74.0 90.9 89.1 95.0 72.9 90.9 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 12, 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 : 29,195: 2,040 150 1,370 24,830 26,935 28,240 28,455: 955 740 Old : 29,195: 2,040 150 1,370 24,830 26,935 28,240 28,455: 955 740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -675: 880 0 -480 -440 610 -40 130: -635 -805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.5 4.7 85.0 92.3 96.7 97.5: 3.3 2.5 Old : 100.0: 7.0 0.5 4.7 85.0 92.3 96.7 97.5: 3.3 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 : 20: 1 1 1 14 9 15 11: Old : 20: 1 1 1 14 9 15 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 : 62.5 83.3 85.4 96.6 57.2 79.8 79.1 84.8 Old : 62.5 83.3 85.4 96.6 57.2 79.8 79.1 84.8 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 12, 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 : 101,893: 19,860 275 384 74,183 93,928 94,427 94,587: 7,466 7,306 Old : 101,893: 19,860 275 384 74,183 93,928 94,427 94,587: 7,466 7,306 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -796: -742 0 0 1,287 370 545 370: -1,341 -1,166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 0.3 0.4 72.8 92.2 92.7 92.8: 7.3 7.2 Old : 100.0: 19.5 0.3 0.4 72.8 92.2 92.7 92.8: 7.3 7.2 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 : 40: 4 2 3 23 26 28 30: Old : 40: 4 2 3 23 26 28 30: 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 : 67.6 49.6 83.9 67.7 64.9 49.1 78.5 66.9 Old : 67.6 49.6 83.9 67.7 64.9 49.1 78.5 66.9 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, April 12, 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 : 97,269: 23,575 0 150 70,464 94,099 94,189 94,249: 3,080 3,020 Old : 97,269: 23,575 0 150 70,464 94,099 94,189 94,249: 3,080 3,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -1,488: 580 0 -75 -1,905 -1,353 -1,400 -1,428: -88 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 0.0 0.2 72.4 96.7 96.8 96.9: 3.2 3.1 Old : 100.0: 24.2 0.0 0.2 72.4 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 : 37: 5 0 1 19 26 24 27: Old : 37: 5 0 1 19 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 : 73.8 52.7 87.4 71.2 71.9 51.3 84.2 68.9 Old : 73.8 52.7 87.4 71.2 71.9 51.3 84.2 68.9 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 12, 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 : 18,835: 150 0 125 18,060 18,395 18,335 18,520: 500 315 Old : 18,835: 150 0 125 18,060 18,395 18,335 18,520: 500 315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -1,230: -50 0 0 -895 -705 -945 -705: -285 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.7 95.9 97.7 97.3 98.3: 2.7 1.7 Old : 100.0: 0.8 0.0 0.7 95.9 97.7 97.3 98.3: 2.7 1.7 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 : 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 : 64.2 71.9 82.5 89.0 60.0 67.8 73.2 76.5 Old : 64.2 71.9 82.5 89.0 60.0 67.8 73.2 76.5 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 12, 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 : 15,570: 0 300 0 15,420 15,050 15,420 15,350: 150 220 Old : 15,570: 0 300 0 15,420 15,050 15,420 15,350: 150 220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -1,025: 0 0 0 -840 -700 -840 -700: -185 -325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 0.0 99.0 96.7 99.0 98.6: 1.0 1.4 Old : 100.0: 0.0 1.9 0.0 99.0 96.7 99.0 98.6: 1.0 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 : 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 : 58.1 64.1 85.3 87.9 55.4 56.4 70.9 71.8 Old : 58.1 64.1 85.3 87.9 55.4 56.4 70.9 71.8 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 12, 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 : 24,025: 50 2,300 125 22,300 20,065 22,475 22,490: 1,550 1,535 Old : 24,025: 50 2,300 125 22,300 20,065 22,475 22,490: 1,550 1,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -30: 0 -150 0 -710 -515 -710 -665: 680 635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 9.6 0.5 92.8 83.5 93.5 93.6: 6.5 6.4 Old : 100.0: 0.2 9.6 0.5 92.8 83.5 93.5 93.6: 6.5 6.4 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 : 30: 1 2 1 20 21 22 23: Old : 30: 1 2 1 20 21 22 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 : 49.2 39.6 71.8 63.2 45.5 36.1 59.9 54.0 Old : 49.2 39.6 71.8 63.2 45.5 36.1 59.9 54.0 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, April 12, 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 : 21,230: 0 600 125 19,985 19,370 20,110 20,095: 1,120 1,135 Old : 21,230: 0 600 125 19,985 19,370 20,110 20,095: 1,120 1,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -60: 0 -100 0 -535 -320 -535 -420: 475 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.8 0.6 94.1 91.2 94.7 94.7: 5.3 5.3 Old : 100.0: 0.0 2.8 0.6 94.1 91.2 94.7 94.7: 5.3 5.3 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 : 24: 0 1 1 16 18 17 19: Old : 24: 0 1 1 16 18 17 19: 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 : 52.6 48.8 72.5 73.9 40.8 35.2 55.2 53.6 Old : 52.6 48.8 72.5 73.9 40.8 35.2 55.2 53.6 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 12, 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 : 17,110: 250 50 0 15,980 16,345 16,230 16,395: 880 715 Old : 17,110: 250 50 0 15,980 16,345 16,230 16,395: 880 715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 5, 2016 : : -745: 0 -25 0 -750 -685 -750 -710: 5 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.3 0.0 93.4 95.5 94.9 95.8: 5.1 4.2 Old : 100.0: 1.5 0.3 0.0 93.4 95.5 94.9 95.8: 5.1 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 16 10 18 11: Old : 21: 2 1 0 16 10 18 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 : 57.8 84.7 80.8 94.8 51.3 62.4 63.6 70.1 Old : 57.8 84.7 80.8 94.8 51.3 62.4 63.6 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2016