PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,645 COMMITMENTS 0 50 0 44,434 44,029 44,434 44,079 3,211 3,566 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -238) -25 -50 0 -132 -165 -157 -215 -81 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 93.3 92.4 93.3 92.5 6.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 20 16 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,890 COMMITMENTS 0 50 0 38,748 38,483 38,748 38,533 3,142 3,357 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 213) -25 -50 0 236 588 211 538 2 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 92.5 91.9 92.5 92.0 7.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 20 14 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,040 COMMITMENTS 275 11,960 425 20,150 9,375 20,850 21,760 2,190 1,280 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -755) 250 550 -250 -705 -1,030 -705 -730 -50 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 51.9 1.8 87.5 40.7 90.5 94.4 9.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 2 14 12 16 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,910 COMMITMENTS 0 11,405 0 18,790 8,165 18,790 19,570 2,120 1,340 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,165) 0 675 -475 -615 -1,300 -1,090 -1,100 -75 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 54.5 0.0 89.9 39.0 89.9 93.6 10.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 5 0 13 8 13 13 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,523 COMMITMENTS 5,240 0 485 16,651 21,891 22,376 22,376 1,147 1,147 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -705) -40 0 -10 -590 -630 -640 -640 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 0.0 2.1 70.8 93.1 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 1 15 9 19 10 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,181 COMMITMENTS 5,370 0 280 14,096 19,644 19,746 19,924 1,435 1,257 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -330) 195 0 -50 -808 -435 -663 -485 333 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.0 1.3 66.6 92.7 93.2 94.1 6.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 1 17 8 21 9 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,535 COMMITMENTS 150 13,280 0 30,740 18,130 30,890 31,410 645 125 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -607) 0 173 0 -555 -730 -555 -557 -52 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 42.1 0.0 97.5 57.5 98.0 99.6 2.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 15 9 16 11 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,085 COMMITMENTS 3,225 2,235 615 24,330 25,275 28,170 28,125 915 960 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -725) 255 1,025 -180 -810 -1,605 -735 -760 10 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 7.7 2.1 83.7 86.9 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 15 11 18 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,555 COMMITMENTS 0 4,160 595 25,830 21,670 26,425 26,425 2,130 2,130 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -275) 0 845 175 -650 -1,450 -475 -430 200 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.6 2.1 90.5 75.9 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 3 15 12 18 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,811 COMMITMENTS 24,905 2,265 315 81,174 103,999 106,394 106,579 5,417 5,232 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -2,351) 1,035 75 -202 -2,577 -1,432 -1,744 -1,559 -607 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 2.0 0.3 72.6 93.0 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 2 18 25 24 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,772 COMMITMENTS 26,835 365 760 72,818 99,358 100,413 100,483 5,359 5,289 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,526) 770 365 310 -2,165 -1,690 -1,085 -1,015 -441 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 0.3 0.7 68.8 93.9 94.9 95.0 5.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 2 16 27 21 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,200 COMMITMENTS 50 0 125 17,555 17,780 17,730 17,905 470 295 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.7 96.5 97.7 97.4 98.4 2.6 1.6 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 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,785 COMMITMENTS 600 300 0 15,005 15,255 15,605 15,555 180 230 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 180 170 180 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.9 0.0 95.1 96.6 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 18 12 19 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,820 COMMITMENTS 50 1,850 125 25,505 23,710 25,680 25,685 2,140 2,135 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -205) 0 250 0 -535 -790 -535 -540 330 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.6 0.4 91.7 85.2 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 20 16 22 18 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 06/07/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,705 COMMITMENTS 0 300 125 19,665 19,365 19,790 19,790 915 915 CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST: -1,270) 0 -100 0 -1,230 -1,115 -1,230 -1,215 -40 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.6 95.0 93.5 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 15 15 16 16
Updated June 10, 2016