PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,939 COMMITMENTS 0 300 100 45,611 45,045 45,711 45,445 228 494 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -3,322) 0 25 -25 -3,275 -3,282 -3,300 -3,282 -22 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.2 99.3 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 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,957 COMMITMENTS 100 0 0 38,637 38,270 38,737 38,270 220 687 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -2,530) -25 0 0 -2,485 -2,487 -2,510 -2,487 -20 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.2 98.2 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 14 21 15 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,005 COMMITMENTS 0 4,020 1,050 15,205 11,895 16,255 16,965 750 40 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,115) 0 -225 0 -1,080 -880 -1,080 -1,105 -35 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.6 6.2 89.4 70.0 95.6 99.8 4.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 16 15 17 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,070 COMMITMENTS 0 3,085 1,475 13,855 11,400 15,330 15,960 740 110 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -765) 0 50 -50 -680 -730 -730 -730 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.2 9.2 86.2 70.9 95.4 99.3 4.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 13 12 14 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,366 COMMITMENTS 0 6,685 6 24,025 17,600 24,031 24,291 335 75 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -620) 0 -160 0 -610 -460 -610 -620 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.4 0.0 98.6 72.2 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 12 13 13 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,495 COMMITMENTS 110 0 1,900 25,435 25,595 27,445 27,495 50 0 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 4,655) 110 -870 1,140 3,425 4,385 4,675 4,655 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 6.9 92.5 93.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 16 14 18 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,848 COMMITMENTS 14,449 50 39 72,348 86,647 86,836 86,736 5,012 5,112 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,189) -1,427 0 35 2,855 1,328 1,463 1,363 -274 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 0.1 0.0 78.8 94.3 94.5 94.4 5.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 22 25 25 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,946 COMMITMENTS 17,110 50 0 69,300 86,360 86,410 86,410 1,536 1,536 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 3,051) -920 0 0 4,480 3,560 3,560 3,560 -509 -509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 0.1 0.0 78.8 98.2 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 0 19 25 22 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,530 COMMITMENTS 250 0 125 19,620 20,065 19,995 20,190 535 340 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -985) -50 0 0 -870 -925 -920 -925 -65 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.6 95.6 97.7 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 15 14 16 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,920 COMMITMENTS 0 300 0 16,870 16,480 16,870 16,780 50 140 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,300) 0 0 0 -1,250 -1,240 -1,250 -1,240 -50 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 99.7 97.4 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 13 14 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,420 COMMITMENTS 135 1,850 125 21,905 20,115 22,165 22,090 255 330 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,270) -45 250 0 -1,205 -1,500 -1,250 -1,250 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 8.3 0.6 97.7 89.7 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 18 19 20 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 02/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,145 COMMITMENTS 140 800 125 21,065 20,715 21,330 21,640 815 505 CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -785) -40 -100 0 -645 -605 -685 -705 -100 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.6 0.6 95.1 93.5 96.3 97.7 3.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 14 17 16 18
Updated February 12, 2016