PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,710 COMMITMENTS 50 150 0 44,481 44,069 44,531 44,219 3,179 3,491 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,005) 0 0 0 1,970 1,970 1,970 1,970 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.3 0.0 93.2 92.4 93.3 92.7 6.7 7.3 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 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,127 COMMITMENTS 50 150 0 38,102 37,500 38,152 37,650 2,975 3,477 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,425) 0 0 0 1,265 1,265 1,265 1,265 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.4 0.0 92.6 91.2 92.8 91.5 7.2 8.5 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 04/26/16 | --------------------------------------------------------------| 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 19,700 10,375 20,800 21,760 2,325 1,365 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -180 0 -180 0 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 46.2 3.0 85.2 44.9 89.9 94.1 10.1 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 04/26/16 | --------------------------------------------------------------| 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 18,950 9,720 19,900 20,700 2,265 1,465 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -180 0 -180 0 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 45.3 4.3 85.5 43.9 89.8 93.4 10.2 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 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,163 COMMITMENTS 5,525 0 115 14,019 19,544 19,659 19,659 1,504 1,504 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 720) 700 0 -25 5 705 680 680 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 0.0 0.5 66.2 92.3 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 14 8 18 9 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,007 COMMITMENTS 5,460 0 100 11,355 16,800 16,915 16,900 1,092 1,107 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 0.0 0.6 63.1 93.3 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 14 9 17 10 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,469 COMMITMENTS 0 12,254 0 30,750 18,990 30,750 31,244 719 225 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 75) 0 0 0 -105 75 -105 75 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 38.9 0.0 97.7 60.3 97.7 99.3 2.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 14 14 14 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,040 COMMITMENTS 0 10,520 0 25,370 15,340 25,370 25,860 670 180 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -205 -25 -205 -25 155 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.4 0.0 97.4 58.9 97.4 99.3 2.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 14 11 14 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,985 COMMITMENTS 2,240 150 1,175 25,465 27,770 28,880 29,095 1,105 890 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 55) 200 0 -195 -15 185 -10 -10 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 0.5 3.9 84.9 92.6 96.3 97.0 3.7 3.0 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 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,020 COMMITMENTS 0 2,985 70 27,235 24,205 27,305 27,260 1,715 1,760 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: -230) 0 0 0 -145 -145 -145 -145 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.3 0.2 93.8 83.4 94.1 93.9 5.9 6.1 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 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 108,324 COMMITMENTS 22,880 425 334 77,901 100,356 101,115 101,115 7,209 7,209 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 3,420) -200 50 0 3,070 2,820 2,870 2,870 550 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 0.4 0.3 71.9 92.6 93.3 93.3 6.7 6.7 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 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,389 COMMITMENTS 25,795 0 150 69,067 94,862 95,012 95,012 4,377 4,377 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 1,130) 0 0 0 -55 -115 -55 -115 1,185 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 0.0 0.2 69.5 95.4 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 0 1 20 30 25 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16 | --------------------------------------------------------------| 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 04/19/16 (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 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 04/26/16 | --------------------------------------------------------------| 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 04/19/16 (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 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 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,560 COMMITMENTS 50 2,250 125 24,485 22,300 24,660 24,675 1,900 1,885 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 2,305) 0 -50 0 2,160 2,210 2,160 2,160 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 8.5 0.5 92.2 84.0 92.8 92.9 7.2 7.1 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 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,305 COMMITMENTS 0 600 125 21,010 20,395 21,135 21,120 2,170 2,185 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 930) 0 0 0 460 460 460 460 470 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.5 90.2 87.5 90.7 90.6 9.3 9.4 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 04/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,220 COMMITMENTS 250 50 0 16,250 16,605 16,500 16,655 720 565 CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 29, 2016