PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,592 COMMITMENTS 75 100 0 42,181 41,907 42,256 42,007 2,336 2,585 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,232) -25 0 0 -3,085 -3,093 -3,110 -3,093 -122 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.0 94.6 94.0 94.8 94.2 5.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 16 22 17 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,937 COMMITMENTS 75 0 0 35,697 35,328 35,772 35,328 2,165 2,609 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,865) -25 0 0 -2,720 -2,722 -2,745 -2,722 -120 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 94.1 93.1 94.3 93.1 5.7 6.9 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 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,945 COMMITMENTS 400 7,815 1,050 15,940 9,305 17,390 18,170 1,555 775 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -455) 200 375 0 -480 -680 -280 -305 -175 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 41.3 5.5 84.1 49.1 91.8 95.9 8.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 1 14 14 16 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,885 COMMITMENTS 0 7,035 1,425 15,215 8,810 16,640 17,270 1,245 615 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -190) 0 650 -50 -80 -730 -130 -130 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.3 8.0 85.1 49.3 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 1 13 12 14 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,495 COMMITMENTS 2,315 50 380 11,515 13,780 14,210 14,210 1,285 1,285 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -830) -280 0 0 -205 -485 -485 -485 -345 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 0.3 2.5 74.3 88.9 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 1 13 9 16 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,961 COMMITMENTS 0 10,231 0 27,920 18,005 27,920 28,236 1,041 725 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -945) 0 46 -6 -975 -1,025 -981 -985 36 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 35.3 0.0 96.4 62.2 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 12 11 12 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,160 COMMITMENTS 540 0 1,820 23,690 24,230 26,050 26,050 1,110 1,110 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,200) 180 0 -180 -1,040 -910 -1,040 -1,090 -160 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 6.7 87.2 89.2 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 15 10 17 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,063 COMMITMENTS 19,722 150 134 67,763 87,335 87,619 87,619 7,444 7,444 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,490) -257 -25 0 -3,245 -2,977 -3,502 -3,002 12 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 0.2 0.1 71.3 91.9 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 3 20 26 26 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,220 COMMITMENTS 21,940 50 100 68,945 90,835 90,985 90,985 2,235 2,235 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,666) -580 -25 0 -2,610 -1,965 -3,190 -1,990 -476 -1,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 0.1 0.1 74.0 97.4 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 1 18 26 24 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,465 COMMITMENTS 200 0 125 18,745 19,135 19,070 19,260 395 205 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,185) -50 0 0 -1,070 -1,125 -1,120 -1,125 -65 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.6 96.3 98.3 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 13 18 14 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,595 COMMITMENTS 0 300 0 16,445 16,065 16,445 16,365 150 230 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -800) 0 0 0 -750 -740 -750 -740 -50 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 99.1 96.8 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 13 16 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,320 COMMITMENTS 50 2,100 125 21,900 19,810 22,075 22,035 245 285 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -920) -135 150 0 475 -975 340 -825 -1,260 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 9.4 0.6 98.1 88.8 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 18 20 20 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,190 COMMITMENTS 0 700 125 19,570 18,885 19,695 19,710 495 480 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,130) -140 -100 0 -255 -980 -395 -1,080 -735 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.6 96.9 93.5 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 15 16 16 17 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,845 COMMITMENTS 250 75 0 16,850 17,095 17,100 17,170 745 675 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,140) -50 -25 0 -1,085 -1,105 -1,135 -1,130 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.4 0.0 94.4 95.8 95.8 96.2 4.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 14 8 16 9
Updated March 11, 2016