PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,655 COMMITMENTS 50 150 0 45,186 44,774 45,236 44,924 3,419 3,731 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 945) 0 0 0 705 705 705 705 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.0 92.9 92.0 93.0 92.3 7.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 16 21 17 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,072 COMMITMENTS 50 150 0 38,697 38,035 38,747 38,185 3,325 3,887 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 945) 0 0 0 595 535 595 535 350 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.4 0.0 92.0 90.4 92.1 90.8 7.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 14 20 15 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,475 COMMITMENTS 400 10,685 700 20,050 10,725 21,150 22,110 2,325 1,365 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 45.5 3.0 85.4 45.7 90.1 94.2 9.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 1 15 14 17 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,515 COMMITMENTS 0 10,030 950 19,300 10,070 20,250 21,050 2,265 1,465 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 44.5 4.2 85.7 44.7 89.9 93.5 10.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 14 12 15 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,053 COMMITMENTS 5,285 0 255 14,856 20,141 20,396 20,396 1,657 1,657 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 890) -240 0 140 837 597 737 737 153 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 0.0 1.2 67.4 91.3 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 14 8 18 9 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,947 COMMITMENTS 5,220 0 240 12,155 17,360 17,615 17,600 1,332 1,347 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 940) -240 0 140 800 560 700 700 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 0.0 1.3 64.2 91.6 93.0 92.9 7.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 14 9 17 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,349 COMMITMENTS 0 13,034 0 31,630 19,090 31,630 32,124 719 225 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 880) 0 780 0 880 100 880 880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.3 0.0 97.8 59.0 97.8 99.3 2.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 14 14 14 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,820 COMMITMENTS 0 11,300 0 26,150 15,340 26,150 26,640 670 180 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 780) 0 780 0 780 0 780 780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.1 0.0 97.5 57.2 97.5 99.3 2.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 14 11 14 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,035 COMMITMENTS 2,290 150 1,175 25,465 27,820 28,930 29,145 1,105 890 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.5 3.9 84.8 92.6 96.3 97.0 3.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 9 16 11 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,120 COMMITMENTS 0 3,235 70 27,110 23,830 27,180 27,135 1,940 1,985 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 100) 0 250 0 -125 -375 -125 -125 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 0.2 93.1 81.8 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 13 9 14 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,479 COMMITMENTS 23,610 1,025 184 79,651 102,236 103,445 103,445 7,034 7,034 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,155) 730 600 -150 1,750 1,880 2,330 2,330 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 0.9 0.2 72.1 92.5 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 24 28 29 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,974 COMMITMENTS 26,775 550 50 70,467 96,692 97,292 97,292 4,682 4,682 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 2,585) 980 550 -100 1,400 1,830 2,280 2,280 305 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 0.5 0.0 69.1 94.8 95.4 95.4 4.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 1 20 30 25 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,060 COMMITMENTS 150 0 125 18,185 18,520 18,460 18,645 600 415 CHANGES FROM 04/26/16 (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 0.0 0.7 95.4 97.2 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 18 13 19 14 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,045 COMMITMENTS 0 300 0 15,895 15,525 15,895 15,825 150 220 CHANGES FROM 04/26/16 (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 1.9 0.0 99.1 96.8 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 13 15 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,460 COMMITMENTS 50 2,150 125 24,385 22,300 24,560 24,575 1,900 1,885 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: -100) 0 -100 0 -100 0 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.1 0.5 92.2 84.3 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 20 20 22 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,305 COMMITMENTS 0 600 125 21,010 20,395 21,135 21,120 2,170 2,185 CHANGES FROM 04/26/16 (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 2.6 0.5 90.2 87.5 90.7 90.6 9.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 17 17 18 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 05/03/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,470 COMMITMENTS 250 50 0 16,835 17,190 17,085 17,240 385 230 CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST: 250) 0 0 0 585 585 585 585 -335 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.3 0.0 96.4 98.4 97.8 98.7 2.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 15 9 17 10
Updated May 6, 2016