PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,632 COMMITMENTS 75 200 0 43,171 42,797 43,246 42,997 2,386 2,635 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,040) 0 100 0 990 890 990 990 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.4 0.0 94.6 93.8 94.8 94.2 5.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 16 22 17 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,977 COMMITMENTS 75 100 0 36,687 36,218 36,762 36,318 2,215 2,659 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,040) 0 100 0 990 890 990 990 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.3 0.0 94.1 92.9 94.3 93.2 5.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 14 21 15 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,945 COMMITMENTS 400 7,815 1,050 15,940 9,305 17,390 18,170 1,555 775 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 41.3 5.5 84.1 49.1 91.8 95.9 8.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 1 14 14 16 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,885 COMMITMENTS 0 7,035 1,425 15,215 8,810 16,640 17,270 1,245 615 CHANGES FROM 03/08/16 (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 39.3 8.0 85.1 49.3 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 1 13 12 14 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,860 COMMITMENTS 2,915 50 380 13,230 16,095 16,525 16,525 1,335 1,335 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,365) 600 0 0 1,715 2,315 2,315 2,315 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 0.3 2.1 74.1 90.1 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 1 13 9 17 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,561 COMMITMENTS 0 10,231 0 28,520 18,605 28,520 28,836 1,041 725 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 34.6 0.0 96.5 62.9 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 12 12 12 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,350 COMMITMENTS 1,240 150 1,820 24,225 25,335 27,285 27,305 1,065 1,045 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,190) 700 150 0 535 1,105 1,235 1,255 -45 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.5 6.4 85.4 89.4 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 10 17 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,958 COMMITMENTS 19,222 100 184 72,493 91,615 91,899 91,899 8,059 8,059 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 4,895) -500 -50 50 4,730 4,280 4,280 4,280 615 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 0.1 0.2 72.5 91.7 91.9 91.9 8.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 1 3 21 27 27 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,805 COMMITMENTS 21,640 0 100 72,755 94,395 94,495 94,495 2,310 2,310 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,585) -300 -50 0 3,810 3,560 3,510 3,510 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 0.0 0.1 75.2 97.5 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 1 19 27 25 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,065 COMMITMENTS 200 0 125 19,225 19,615 19,550 19,740 515 325 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 480 480 480 480 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.6 95.8 97.8 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 18 13 19 14 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,595 COMMITMENTS 0 300 0 16,445 16,065 16,445 16,365 150 230 CHANGES FROM 03/08/16 (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 1.8 0.0 99.1 96.8 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 13 16 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,620 COMMITMENTS 50 2,100 125 21,925 19,835 22,100 22,060 520 560 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 300) 0 0 0 25 25 25 25 275 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 9.3 0.6 96.9 87.7 97.7 97.5 2.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 18 20 20 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,790 COMMITMENTS 0 700 125 20,170 19,485 20,295 20,310 495 480 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.6 97.0 93.7 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 15 16 16 17 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,845 COMMITMENTS 350 75 0 16,750 17,095 17,100 17,170 745 675 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 0) 100 0 0 -100 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.4 0.0 93.9 95.8 95.8 96.2 4.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 14 8 16 9
Updated March 18, 2016