PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,824 COMMITMENTS 100 100 0 45,266 45,000 45,366 45,100 2,458 2,724 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -140 -140 -140 -140 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.0 94.7 94.1 94.9 94.3 5.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 15 22 16 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,802 COMMITMENTS 100 0 0 38,417 38,050 38,517 38,050 2,285 2,752 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -150 -150 -150 -150 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 94.2 93.3 94.4 93.3 5.6 6.7 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 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,400 COMMITMENTS 200 7,440 1,050 16,420 9,985 17,670 18,475 1,730 925 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,030) 100 1,500 0 980 -420 1,080 1,080 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 38.4 5.4 84.6 51.5 91.1 95.2 8.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 1 16 15 18 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,075 COMMITMENTS 0 6,385 1,475 15,295 9,540 16,770 17,400 1,305 675 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,080) 0 1,500 0 1,080 -420 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 35.3 8.2 84.6 52.8 92.8 96.3 7.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 1 14 12 15 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,325 COMMITMENTS 2,595 50 380 11,720 14,265 14,695 14,695 1,630 1,630 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 385) 75 0 0 310 385 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.3 2.3 71.8 87.4 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 15 10 18 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,906 COMMITMENTS 0 10,185 6 28,895 19,030 28,901 29,221 1,005 685 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 805) 0 400 0 775 375 775 775 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 34.1 0.0 96.6 63.6 96.6 97.7 3.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 12 13 13 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,360 COMMITMENTS 360 0 2,000 24,730 25,140 27,090 27,140 1,270 1,220 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -155) 150 0 0 -380 -230 -230 -230 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 7.1 87.2 88.6 95.5 95.7 4.5 4.3 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 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,553 COMMITMENTS 19,979 175 134 71,008 90,312 91,121 90,621 7,432 7,932 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,275) 1,000 175 -50 -260 65 690 190 585 1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 0.2 0.1 72.1 91.6 92.5 92.0 7.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 3 23 27 29 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,886 COMMITMENTS 22,520 75 100 71,555 92,800 94,175 92,975 2,711 3,911 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,010) 950 75 0 -2,130 -2,455 -1,180 -2,380 170 1,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 0.1 0.1 73.9 95.8 97.2 96.0 2.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 1 1 19 27 25 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,650 COMMITMENTS 250 0 125 19,815 20,260 20,190 20,385 460 265 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -10) 0 0 0 65 65 65 65 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.6 96.0 98.1 97.8 98.7 2.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 14 18 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,395 COMMITMENTS 0 300 0 17,195 16,805 17,195 17,105 200 290 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 355) 0 0 0 205 205 205 205 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 98.9 96.6 98.9 98.3 1.1 1.7 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 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,240 COMMITMENTS 185 1,950 125 21,425 20,785 21,735 22,860 1,505 380 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 225) 0 100 0 -975 125 -975 225 1,200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 8.4 0.5 92.2 89.4 93.5 98.4 6.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 19 20 22 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,320 COMMITMENTS 140 800 125 19,825 19,865 20,090 20,790 1,230 530 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -675) 0 0 0 -1,065 -675 -1,065 -675 390 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.8 0.6 93.0 93.2 94.2 97.5 5.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 15 17 17 18 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,985 COMMITMENTS 300 100 0 17,935 18,200 18,235 18,300 750 685 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.5 0.0 94.5 95.9 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 14 7 16 8
Updated March 4, 2016