PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,961 COMMITMENTS 0 275 125 48,586 48,027 48,711 48,427 250 534 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.3 99.2 98.1 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 16 22 17 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,187 COMMITMENTS 125 0 0 40,822 40,457 40,947 40,457 240 730 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.1 98.2 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 14 20 15 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,220 COMMITMENTS 0 4,720 600 15,835 11,850 16,435 17,170 785 50 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.4 3.5 92.0 68.8 95.4 99.7 4.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 10 17 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,666 COMMITMENTS 0 6,545 6 24,315 18,040 24,321 24,591 345 75 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.5 0.0 98.6 73.1 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 11 11 12 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,085 COMMITMENTS 0 2,320 165 22,850 20,600 23,015 23,085 70 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 425) 0 -50 0 425 775 425 725 0 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.0 0.7 99.0 89.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 15 18 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,020 COMMITMENTS 0 3,720 0 21,970 18,300 21,970 22,020 50 0 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 345) 0 0 0 345 645 345 645 0 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.9 0.0 99.8 83.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 11 13 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,004 COMMITMENTS 17,321 0 4 67,393 84,714 84,718 84,718 5,286 5,286 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,225) -50 0 0 1,425 1,125 1,375 1,125 -150 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 0.0 0.0 74.9 94.1 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 1 22 27 25 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,505 COMMITMENTS 18,000 0 0 63,460 81,460 81,460 81,460 2,045 2,045 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,175) 0 0 0 1,425 1,125 1,425 1,125 -250 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 0.0 0.0 76.0 97.6 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 21 24 24 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,515 COMMITMENTS 300 0 125 20,490 20,990 20,915 21,115 600 400 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.6 95.2 97.6 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 14 14 15 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,220 COMMITMENTS 0 300 0 18,120 17,720 18,120 18,020 100 200 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 99.5 97.3 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 13 15 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,590 COMMITMENTS 180 1,500 125 23,010 21,615 23,315 23,240 275 350 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 25) 0 0 0 0 0 0 0 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 6.4 0.5 97.5 91.6 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 19 20 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,930 COMMITMENTS 180 900 125 21,710 21,320 22,015 22,345 915 585 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.9 0.5 94.7 93.0 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 14 17 16 18
Updated January 29, 2016