PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,757 COMMITMENTS 75 200 0 43,171 42,797 43,246 42,997 2,511 2,760 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 125) 0 0 0 0 0 0 0 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.4 0.0 94.3 93.5 94.5 94.0 5.5 6.0 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 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,102 COMMITMENTS 75 100 0 36,687 36,218 36,762 36,318 2,340 2,784 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 125) 0 0 0 0 0 0 0 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.3 0.0 93.8 92.6 94.0 92.9 6.0 7.1 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 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,945 COMMITMENTS 400 7,515 1,050 15,940 9,605 17,390 18,170 1,555 775 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0) 0 -300 0 0 300 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 39.7 5.5 84.1 50.7 91.8 95.9 8.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 1 14 15 16 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,885 COMMITMENTS 0 6,735 1,425 15,215 9,110 16,640 17,270 1,245 615 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 0) 0 -300 0 0 300 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 37.7 8.0 85.1 50.9 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 13 13 14 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,918 COMMITMENTS 3,515 50 380 13,788 17,253 17,683 17,683 1,235 1,235 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 348) 0 0 0 398 398 398 398 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 0.3 2.0 72.9 91.2 93.5 93.5 6.5 6.5 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 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,611 COMMITMENTS 0 10,231 0 28,520 18,605 28,520 28,836 1,091 775 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 50) 0 0 0 0 0 0 0 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 34.6 0.0 96.3 62.8 96.3 97.4 3.7 2.6 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 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,820 COMMITMENTS 1,210 150 1,850 25,695 26,775 28,755 28,775 1,065 1,045 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 30) -30 0 30 30 0 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.5 6.2 86.2 89.8 96.4 96.5 3.6 3.5 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 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,227 COMMITMENTS 19,152 100 184 73,989 93,041 93,325 93,325 8,902 8,902 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 304) -70 0 0 96 26 26 26 278 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 0.1 0.2 72.4 91.0 91.3 91.3 8.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 3 22 27 27 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,677 COMMITMENTS 21,370 0 100 73,644 95,014 95,114 95,114 2,563 2,563 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -92) -270 0 0 145 -125 -125 -125 33 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 0.0 0.1 75.4 97.3 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 0 1 20 28 25 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| 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 03/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 03/29/16 | --------------------------------------------------------------| 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 03/22/16 (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 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,450 COMMITMENTS 50 2,450 125 22,800 20,315 22,975 22,890 475 560 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 310) 0 250 0 310 60 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 10.4 0.5 97.2 86.6 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 20 21 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,090 COMMITMENTS 0 700 125 20,510 19,785 20,635 20,610 455 480 CHANGES FROM 03/22/16 (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 3.3 0.6 97.2 93.8 97.8 97.7 2.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 16 17 17 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| 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 03/22/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 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 April 1, 2016