PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,906 COMMITMENTS 0 275 125 47,531 46,492 47,656 46,892 250 1,014 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,370) 0 45 -45 -3,135 -3,670 -3,180 -3,670 -190 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.3 99.2 97.0 99.5 97.9 0.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 16 21 17 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,977 COMMITMENTS 125 0 0 40,612 40,007 40,737 40,007 240 970 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,190) -45 0 0 -2,980 -3,224 -3,025 -3,224 -165 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.1 97.6 99.4 97.6 0.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 14 19 15 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,220 COMMITMENTS 0 4,720 600 15,835 11,850 16,435 17,170 785 50 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -505) 0 100 0 -470 -595 -470 -495 -35 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.4 3.5 92.0 68.8 95.4 99.7 4.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 10 17 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,066 COMMITMENTS 0 6,545 6 23,715 17,440 23,721 23,991 345 75 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,550) 0 1,365 -75 1,645 260 1,570 1,550 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.2 0.0 98.5 72.5 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 11 11 12 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,810 COMMITMENTS 0 2,370 165 21,575 19,275 21,740 21,810 70 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -910) 0 -155 0 -900 -750 -900 -905 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.9 0.8 98.9 88.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 15 18 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,775 COMMITMENTS 0 3,720 0 20,725 17,055 20,725 20,775 50 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,160) 0 -180 0 -1,150 -970 -1,150 -1,150 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.9 0.0 99.8 82.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 11 13 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,699 COMMITMENTS 17,371 0 4 64,138 81,509 81,513 81,513 5,186 5,186 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,026) 883 0 -73 1,461 2,344 2,271 2,271 -245 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 0.0 0.0 74.0 94.0 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 1 22 27 25 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 80,165 COMMITMENTS 18,000 0 0 60,170 78,170 78,170 78,170 1,995 1,995 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,485) 635 0 0 1,566 2,201 2,201 2,201 284 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 0.0 0.0 75.1 97.5 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 21 24 24 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,265 COMMITMENTS 300 0 125 20,240 20,740 20,665 20,865 600 400 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,787) 25 0 -125 -1,615 -1,680 -1,715 -1,805 -72 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.6 95.2 97.5 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 14 14 15 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,970 COMMITMENTS 0 300 0 17,870 17,470 17,870 17,770 100 200 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,830) -50 -300 0 -1,765 -1,615 -1,815 -1,915 -15 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 99.4 97.2 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 13 15 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,565 COMMITMENTS 180 1,500 125 23,010 21,615 23,315 23,240 250 325 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,755) -70 25 -170 -1,470 -1,545 -1,710 -1,690 -45 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.4 0.5 97.6 91.7 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 19 19 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,930 COMMITMENTS 180 900 125 21,710 21,320 22,015 22,345 915 585 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -900) -150 300 -125 -505 -975 -780 -800 -120 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.9 0.5 94.7 93.0 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 14 17 16 18
Updated January 15, 2016