PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,705 COMMITMENTS 50 150 0 42,511 42,099 42,561 42,249 3,144 3,456 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,540) 0 0 0 2,325 2,335 2,325 2,335 215 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.3 0.0 93.0 92.1 93.1 92.4 6.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 16 21 17 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,702 COMMITMENTS 50 150 0 36,837 36,235 36,887 36,385 2,815 3,317 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,350) 0 0 0 2,285 2,205 2,285 2,205 65 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.4 0.0 92.8 91.3 92.9 91.6 7.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 14 20 15 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,125 COMMITMENTS 400 10,685 700 19,880 10,375 20,980 21,760 2,145 1,365 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,120) 0 1,020 0 2,635 1,615 2,635 2,635 485 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 46.2 3.0 86.0 44.9 90.7 94.1 9.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 1 15 14 17 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,165 COMMITMENTS 0 10,030 950 19,130 9,720 20,080 20,700 2,085 1,465 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,170) 0 1,020 0 2,335 1,315 2,335 2,335 835 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 45.3 4.3 86.3 43.9 90.6 93.4 9.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 14 12 15 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,443 COMMITMENTS 4,825 0 140 14,014 18,839 18,979 18,979 1,464 1,464 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 830) 525 0 -240 545 1,070 830 830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 0.0 0.7 68.6 92.2 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 14 8 18 9 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,394 COMMITMENTS 0 12,254 0 30,855 18,915 30,855 31,169 539 225 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,420) 0 2,100 0 2,045 -55 2,045 2,045 -625 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.0 0.0 98.3 60.3 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 14 13 14 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,090 COMMITMENTS 0 10,520 0 25,575 15,365 25,575 25,885 515 205 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -730) 0 1,200 0 10 -1,085 10 115 -740 -845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.3 0.0 98.0 58.9 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 14 10 14 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,930 COMMITMENTS 2,040 150 1,370 25,480 27,585 28,890 29,105 1,040 825 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 735) 0 0 0 650 650 650 650 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.5 4.6 85.1 92.2 96.5 97.2 3.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 9 16 11 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,250 COMMITMENTS 0 2,985 70 27,380 24,350 27,450 27,405 1,800 1,845 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 0.2 93.6 83.2 93.8 93.7 6.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 13 9 14 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,904 COMMITMENTS 23,080 375 334 74,831 97,536 98,245 98,245 6,659 6,659 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,011) 3,220 100 -50 648 3,608 3,818 3,658 -807 -647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 0.4 0.3 71.3 93.0 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 24 28 29 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,259 COMMITMENTS 25,795 0 150 69,122 94,977 95,067 95,127 3,192 3,132 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 990) 2,220 0 0 -1,342 878 878 878 112 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 0.0 0.2 70.3 96.7 96.8 96.8 3.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 0 1 19 29 24 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,060 COMMITMENTS 150 0 125 18,185 18,520 18,460 18,645 600 415 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 225) 0 0 0 125 125 125 125 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.7 95.4 97.2 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 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 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,045 COMMITMENTS 0 300 0 15,895 15,525 15,895 15,825 150 220 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 475) 0 0 0 475 475 475 475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 99.1 96.8 99.1 98.6 0.9 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 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,255 COMMITMENTS 50 2,300 125 22,325 20,090 22,500 22,515 1,755 1,740 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 230) 0 0 0 25 25 25 25 205 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 9.5 0.5 92.0 82.8 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 20 20 22 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,375 COMMITMENTS 0 600 125 20,550 19,935 20,675 20,660 1,700 1,715 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,145) 0 0 0 565 565 565 565 580 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.6 91.8 89.1 92.4 92.3 7.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 17 17 18 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,220 COMMITMENTS 250 50 0 16,250 16,605 16,500 16,655 720 565 CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 110) 0 0 0 270 260 270 260 -160 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.3 0.0 94.4 96.4 95.8 96.7 4.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 16 9 18 10
Updated April 22, 2016