PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,461 COMMITMENTS 0 275 125 48,086 47,527 48,211 47,927 250 534 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 555) 0 0 0 555 1,035 555 1,035 0 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.3 99.2 98.1 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 16 22 17 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,687 COMMITMENTS 125 0 0 40,322 39,957 40,447 39,957 240 730 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -290) 0 0 0 -290 -50 -290 -50 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.1 98.2 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 14 20 15 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| 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 01/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,641 COMMITMENTS 0 6,545 6 24,290 18,015 24,296 24,566 345 75 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 575) 0 0 0 575 575 575 575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 26.6 0.0 98.6 73.1 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,660 COMMITMENTS 0 2,370 165 22,425 19,825 22,590 22,360 70 300 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 850) 0 0 0 850 550 850 550 0 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.5 0.7 99.0 87.5 99.7 98.7 0.3 1.3 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,675 COMMITMENTS 0 3,720 0 21,625 17,655 21,625 21,375 50 300 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 600 900 600 0 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.2 0.0 99.8 81.5 99.8 98.6 0.2 1.4 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,779 COMMITMENTS 17,371 0 4 65,968 83,589 83,343 83,593 5,436 5,186 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,080) 0 0 0 1,830 2,080 1,830 2,080 250 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 0.0 0.0 74.3 94.2 93.9 94.2 6.1 5.8 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 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,330 COMMITMENTS 18,000 0 0 62,035 80,335 80,035 80,335 2,295 1,995 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,165) 0 0 0 1,865 2,165 1,865 2,165 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 0.0 0.0 75.3 97.6 97.2 97.6 2.8 2.4 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 01/19/16 | --------------------------------------------------------------| 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 01/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/19/16 | --------------------------------------------------------------| 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 01/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/19/16 | --------------------------------------------------------------| 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 01/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/19/16 | --------------------------------------------------------------| 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 01/12/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 22, 2016