PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,723 COMMITMENTS 25 100 0 42,466 42,094 42,491 42,194 3,232 3,529 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 635) 0 0 0 635 635 635 635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 0.0 92.9 92.1 92.9 92.3 7.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 17 21 18 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,517 COMMITMENTS 25 100 0 36,352 35,735 36,377 35,835 3,140 3,682 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 635) 0 0 0 635 635 635 635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.0 92.0 90.4 92.1 90.7 7.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 20 16 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,345 COMMITMENTS 25 11,235 675 20,405 10,130 21,105 22,040 2,240 1,305 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,025) -300 150 250 1,150 700 1,100 1,100 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 48.1 2.9 87.4 43.4 90.4 94.4 9.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 2 16 14 18 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,875 COMMITMENTS 0 10,730 475 19,230 9,290 19,705 20,495 2,170 1,380 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 650) 0 300 0 725 425 725 725 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 49.1 2.2 87.9 42.5 90.1 93.7 9.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 1 15 12 16 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,993 COMMITMENTS 5,280 0 495 15,034 20,314 20,809 20,809 1,184 1,184 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -40) -240 0 140 250 10 150 150 -190 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 0.0 2.3 68.4 92.4 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 15 8 19 9 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,126 COMMITMENTS 5,025 0 330 12,899 17,909 18,254 18,239 872 887 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 159) -240 0 140 349 109 249 249 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 0.0 1.7 67.4 93.6 95.4 95.4 4.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 16 9 19 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,122 COMMITMENTS 150 13,107 0 31,295 18,840 31,445 31,947 677 175 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 110) 150 0 0 -50 110 100 110 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 40.8 0.0 97.4 58.7 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 15 13 16 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,245 COMMITMENTS 0 11,015 0 25,600 15,075 25,600 26,090 645 155 CHANGES FROM 05/10/16 (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 42.0 0.0 97.5 57.4 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 10 14 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,435 COMMITMENTS 2,920 735 795 24,840 27,005 28,555 28,535 880 900 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -435) 150 525 -100 -510 -885 -460 -460 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.5 2.7 84.4 91.7 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 16 12 17 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,505 COMMITMENTS 0 2,940 420 26,155 23,170 26,575 26,530 1,930 1,975 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 205) 0 -25 350 -155 -130 195 195 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.3 1.5 91.8 81.3 93.2 93.1 6.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 14 12 15 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,457 COMMITMENTS 23,545 1,065 252 83,391 105,871 107,188 107,188 6,269 6,269 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,085) 375 -300 50 1,655 2,330 2,080 2,080 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.9 0.2 73.5 93.3 94.5 94.5 5.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 2 23 29 28 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,191 COMMITMENTS 25,830 165 150 73,941 99,606 99,921 99,921 5,270 5,270 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,605) -25 -300 80 1,430 1,705 1,485 1,485 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 0.2 0.1 70.3 94.7 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 1 20 30 25 31 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,415 COMMITMENTS 0 300 0 15,265 14,905 15,265 15,205 150 210 CHANGES FROM 05/10/16 (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 99.0 96.7 99.0 98.6 1.0 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 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,625 COMMITMENTS 50 1,600 125 25,640 24,100 25,815 25,825 1,810 1,800 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -400) 0 -400 0 -380 20 -380 -380 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.8 0.5 92.8 87.2 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 19 19 21 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,875 COMMITMENTS 0 400 125 20,520 20,105 20,645 20,630 1,230 1,245 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -350) 0 -100 0 -45 50 -45 -50 -305 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.6 93.8 91.9 94.4 94.3 5.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 16 18 17 19 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 05/17/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,160 COMMITMENTS 150 25 0 15,310 15,595 15,460 15,620 700 540 CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -320 -320 -320 -320 320 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.2 0.0 94.7 96.5 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 16 10 18 11
Updated May 20, 2016