PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,165 COMMITMENTS 50 150 0 40,186 39,764 40,236 39,914 2,929 3,251 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -2,592) -25 0 0 -2,585 -2,255 -2,610 -2,255 18 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.3 0.0 93.1 92.1 93.2 92.5 6.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 22 18 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,352 COMMITMENTS 50 150 0 34,552 34,030 34,602 34,180 2,750 3,172 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -1,750) -25 0 0 -1,775 -1,425 -1,800 -1,425 50 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.4 0.0 92.5 91.1 92.6 91.5 7.4 8.5 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 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,005 COMMITMENTS 400 9,665 700 17,245 8,760 18,345 19,125 1,660 880 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -740) 0 350 -350 -255 -830 -605 -830 -135 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 48.3 3.5 86.2 43.8 91.7 95.6 8.3 4.4 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 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,995 COMMITMENTS 0 9,010 950 16,795 8,405 17,745 18,365 1,250 630 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -690) 0 475 -475 -130 -680 -605 -680 -85 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 47.4 5.0 88.4 44.2 93.4 96.7 6.6 3.3 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 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,613 COMMITMENTS 4,300 0 380 13,469 17,769 18,149 18,149 1,464 1,464 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 645) 785 0 0 -294 1,021 491 1,021 154 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 0.0 1.9 68.7 90.6 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 13 8 16 9 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,974 COMMITMENTS 0 10,154 0 28,810 18,970 28,810 29,124 1,164 850 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -687) 0 -77 0 -535 -685 -535 -762 -152 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 33.9 0.0 96.1 63.3 96.1 97.2 3.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 13 12 13 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,820 COMMITMENTS 0 9,320 0 25,565 16,450 25,565 25,770 1,255 1,050 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 34.8 0.0 95.3 61.3 95.3 96.1 4.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 13 8 13 10 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,195 COMMITMENTS 2,040 150 1,370 24,830 26,935 28,240 28,455 955 740 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -675) 880 0 -480 -440 610 -40 130 -635 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.5 4.7 85.0 92.3 96.7 97.5 3.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 9 15 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,893 COMMITMENTS 19,860 275 384 74,183 93,928 94,427 94,587 7,466 7,306 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -796) -742 0 0 1,287 370 545 370 -1,341 -1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 0.3 0.4 72.8 92.2 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 3 23 26 28 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,269 COMMITMENTS 23,575 0 150 70,464 94,099 94,189 94,249 3,080 3,020 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -1,488) 580 0 -75 -1,905 -1,353 -1,400 -1,428 -88 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 0.0 0.2 72.4 96.7 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 1 19 26 24 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,835 COMMITMENTS 150 0 125 18,060 18,395 18,335 18,520 500 315 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -1,230) -50 0 0 -895 -705 -945 -705 -285 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.7 95.9 97.7 97.3 98.3 2.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 17 13 18 14 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,570 COMMITMENTS 0 300 0 15,420 15,050 15,420 15,350 150 220 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -1,025) 0 0 0 -840 -700 -840 -700 -185 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 99.0 96.7 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 13 15 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,025 COMMITMENTS 50 2,300 125 22,300 20,065 22,475 22,490 1,550 1,535 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -30) 0 -150 0 -710 -515 -710 -665 680 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 9.6 0.5 92.8 83.5 93.5 93.6 6.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 20 21 22 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,230 COMMITMENTS 0 600 125 19,985 19,370 20,110 20,095 1,120 1,135 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -60) 0 -100 0 -535 -320 -535 -420 475 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.8 0.6 94.1 91.2 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 16 18 17 19 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,110 COMMITMENTS 250 50 0 15,980 16,345 16,230 16,395 880 715 CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -745) 0 -25 0 -750 -685 -750 -710 5 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.3 0.0 93.4 95.5 94.9 95.8 5.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 16 10 18 11
Updated April 15, 2016