PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 45,632: 75 200 0 43,171 42,797 43,246 42,997: 2,386 2,635 Old : 45,632: 75 200 0 43,171 42,797 43,246 42,997: 2,386 2,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.4 0.0 94.6 93.8 94.8 94.2: 5.2 5.8 Old : 100.0: 0.2 0.4 0.0 94.6 93.8 94.8 94.2: 5.2 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 1 0 16 22 17 23: Old : 29: 1 1 0 16 22 17 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.8 56.0 91.2 78.8 77.1 54.2 79.9 69.6 Old : 84.8 56.0 91.2 78.8 77.1 54.2 79.9 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 38,977: 75 100 0 36,687 36,218 36,762 36,318: 2,215 2,659 Old : 38,977: 75 100 0 36,687 36,218 36,762 36,318: 2,215 2,659 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.3 0.0 94.1 92.9 94.3 93.2: 5.7 6.8 Old : 100.0: 0.2 0.3 0.0 94.1 92.9 94.3 93.2: 5.7 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 0 14 21 15 22: Old : 25: 1 1 0 14 21 15 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.8 54.8 90.0 81.0 76.9 52.1 79.6 72.1 Old : 83.8 54.8 90.0 81.0 76.9 52.1 79.6 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,945: 400 7,815 1,050 15,940 9,305 17,390 18,170: 1,555 775 Old : 18,945: 400 7,815 1,050 15,940 9,305 17,390 18,170: 1,555 775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 41.3 5.5 84.1 49.1 91.8 95.9: 8.2 4.1 Old : 100.0: 2.1 41.3 5.5 84.1 49.1 91.8 95.9: 8.2 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 4 1 14 14 16 18: Old : 24: 1 4 1 14 14 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 78.5 73.5 90.2 31.9 46.9 47.1 54.6 Old : 45.7 78.5 73.5 90.2 31.9 46.9 47.1 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,885: 0 7,035 1,425 15,215 8,810 16,640 17,270: 1,245 615 Old : 17,885: 0 7,035 1,425 15,215 8,810 16,640 17,270: 1,245 615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.3 8.0 85.1 49.3 93.0 96.6: 7.0 3.4 Old : 100.0: 0.0 39.3 8.0 85.1 49.3 93.0 96.6: 7.0 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 4 1 13 12 14 16: Old : 22: 0 4 1 13 12 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 79.6 78.6 91.3 32.9 43.9 47.7 51.5 Old : 47.9 79.6 78.6 91.3 32.9 43.9 47.7 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,570: 3,515 50 380 13,390 16,855 17,285 17,285: 1,285 1,285 Old : 18,570: 3,515 50 380 13,390 16,855 17,285 17,285: 1,285 1,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 710: 600 0 0 160 760 760 760: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 0.3 2.0 72.1 90.8 93.1 93.1: 6.9 6.9 Old : 100.0: 18.9 0.3 2.0 72.1 90.8 93.1 93.1: 6.9 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 4 1 1 13 9 17 11: Old : 22: 4 1 1 13 9 17 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 74.2 80.1 92.4 48.9 64.9 64.6 69.6 Old : 51.7 74.2 80.1 92.4 48.9 64.9 64.6 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,561: 0 10,231 0 28,520 18,605 28,520 28,836: 1,041 725 Old : 29,561: 0 10,231 0 28,520 18,605 28,520 28,836: 1,041 725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 34.6 0.0 96.5 62.9 96.5 97.5: 3.5 2.5 Old : 100.0: 0.0 34.6 0.0 96.5 62.9 96.5 97.5: 3.5 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 3 0 12 12 12 15: Old : 22: 0 3 0 12 12 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 88.2 89.9 94.2 70.9 88.2 86.1 93.3 Old : 73.2 88.2 89.9 94.2 70.9 88.2 86.1 93.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,790: 1,240 150 1,820 25,665 26,775 28,725 28,745: 1,065 1,045 Old : 29,790: 1,240 150 1,820 25,665 26,775 28,725 28,745: 1,065 1,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,440: 0 0 0 1,440 1,440 1,440 1,440: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.5 6.1 86.2 89.9 96.4 96.5: 3.6 3.5 Old : 100.0: 4.2 0.5 6.1 86.2 89.9 96.4 96.5: 3.6 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 1 15 10 17 12: Old : 22: 2 1 1 15 10 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 83.2 83.6 95.6 57.4 80.6 76.0 85.7 Old : 61.9 83.2 83.6 95.6 57.4 80.6 76.0 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 101,923: 19,222 100 184 73,893 93,015 93,299 93,299: 8,624 8,624 Old : 101,923: 19,222 100 184 73,893 93,015 93,299 93,299: 8,624 8,624 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 1,965: 0 0 0 1,400 1,400 1,400 1,400: 565 565 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 0.1 0.2 72.5 91.3 91.5 91.5: 8.5 8.5 Old : 100.0: 18.9 0.1 0.2 72.5 91.3 91.5 91.5: 8.5 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 6 1 3 21 27 27 31: Old : 40: 6 1 3 21 27 27 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.7 48.3 81.9 66.3 62.5 47.8 75.5 65.2 Old : 65.7 48.3 81.9 66.3 62.5 47.8 75.5 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 97,769: 21,640 0 100 73,499 95,139 95,239 95,239: 2,530 2,530 Old : 97,769: 21,640 0 100 73,499 95,139 95,239 95,239: 2,530 2,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 964: 0 0 0 744 744 744 744: 220 220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 0.0 0.1 75.2 97.3 97.4 97.4: 2.6 2.6 Old : 100.0: 22.1 0.0 0.1 75.2 97.3 97.4 97.4: 2.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 6 0 1 19 27 25 28: Old : 38: 6 0 1 19 27 25 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.7 51.9 87.4 70.9 71.3 50.8 83.0 68.3 Old : 73.7 51.9 87.4 70.9 71.3 50.8 83.0 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 20,065: 200 0 125 19,225 19,615 19,550 19,740: 515 325 Old : 20,065: 200 0 125 19,225 19,615 19,550 19,740: 515 325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 0.6 95.8 97.8 97.4 98.4: 2.6 1.6 Old : 100.0: 1.0 0.0 0.6 95.8 97.8 97.4 98.4: 2.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 0 1 18 13 19 14: Old : 21: 1 0 1 18 13 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 72.9 82.2 89.1 58.2 69.2 72.0 77.4 Old : 63.0 72.9 82.2 89.1 58.2 69.2 72.0 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,595: 0 300 0 16,445 16,065 16,445 16,365: 150 230 Old : 16,595: 0 300 0 16,445 16,065 16,445 16,365: 150 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 99.1 96.8 99.1 98.6: 0.9 1.4 Old : 100.0: 0.0 1.8 0.0 99.1 96.8 99.1 98.6: 0.9 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 16 13 16 14: Old : 21: 0 1 0 16 13 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 64.2 85.1 87.5 54.7 57.0 71.3 72.6 Old : 57.7 64.2 85.1 87.5 54.7 57.0 71.3 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,140: 50 2,200 125 22,490 20,255 22,665 22,580: 475 560 Old : 23,140: 50 2,200 125 22,490 20,255 22,665 22,580: 475 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 520: 0 100 0 565 420 565 520: -45 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 9.5 0.5 97.2 87.5 97.9 97.6: 2.1 2.4 Old : 100.0: 0.2 9.5 0.5 97.2 87.5 97.9 97.6: 2.1 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 2 1 19 20 21 22: Old : 29: 1 2 1 19 20 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 42.0 73.9 69.4 43.0 37.2 59.7 57.1 Old : 51.3 42.0 73.9 69.4 43.0 37.2 59.7 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,090: 0 700 125 20,510 19,785 20,635 20,610: 455 480 Old : 21,090: 0 700 125 20,510 19,785 20,635 20,610: 455 480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 300: 0 0 0 340 300 340 300: -40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.6 97.2 93.8 97.8 97.7: 2.2 2.3 Old : 100.0: 0.0 3.3 0.6 97.2 93.8 97.8 97.7: 2.2 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 1 16 16 17 17: Old : 23: 0 1 1 16 16 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 54.9 74.9 79.5 44.0 44.9 60.0 60.9 Old : 54.4 54.9 74.9 79.5 44.0 44.9 60.0 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,845: 350 75 0 16,750 17,095 17,100 17,170: 745 675 Old : 17,845: 350 75 0 16,750 17,095 17,100 17,170: 745 675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 15, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.4 0.0 93.9 95.8 95.8 96.2: 4.2 3.8 Old : 100.0: 2.0 0.4 0.0 93.9 95.8 95.8 96.2: 4.2 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 0 14 8 16 9: Old : 20: 2 1 0 14 8 16 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 87.6 82.5 95.8 55.5 71.3 69.9 76.8 Old : 60.8 87.6 82.5 95.8 55.5 71.3 69.9 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016