PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,088 COMMITMENTS 25 100 0 41,831 41,459 41,856 41,559 3,232 3,529 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -3,567) -25 -50 0 -3,355 -3,315 -3,380 -3,365 -187 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.2 0.0 92.8 92.0 92.8 92.2 7.2 7.8 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 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,882 COMMITMENTS 25 100 0 35,717 35,100 35,742 35,200 3,140 3,682 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -3,190) -25 -50 0 -2,980 -2,935 -3,005 -2,985 -185 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.3 0.0 91.9 90.3 91.9 90.5 8.1 9.5 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 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,320 COMMITMENTS 325 11,085 425 19,255 9,430 20,005 20,940 2,315 1,380 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,155) -75 400 -275 -795 -1,295 -1,145 -1,170 -10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 49.7 1.9 86.3 42.2 89.6 93.8 10.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 2 16 14 18 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,225 COMMITMENTS 0 10,430 475 18,505 8,865 18,980 19,770 2,245 1,455 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,290) 0 400 -475 -795 -1,205 -1,270 -1,280 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 49.1 2.2 87.2 41.8 89.4 93.1 10.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 1 15 12 16 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,033 COMMITMENTS 5,520 0 355 14,784 20,304 20,659 20,659 1,374 1,374 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -20) 235 0 100 -72 163 263 263 -283 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 0.0 1.6 67.1 92.2 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 15 7 19 8 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,967 COMMITMENTS 5,265 0 190 12,550 17,800 18,005 17,990 962 977 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 20) 45 0 -50 395 440 390 390 -370 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 0.0 1.0 66.2 93.8 94.9 94.8 5.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 15 8 18 10 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,012 COMMITMENTS 0 13,107 0 31,345 18,730 31,345 31,837 667 175 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -337) 0 73 0 -285 -360 -285 -287 -52 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.9 0.0 97.9 58.5 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 14 13 14 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,245 COMMITMENTS 0 11,015 0 25,600 15,075 25,600 26,090 645 155 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -575) 0 -285 0 -550 -265 -550 -550 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 42.0 0.0 97.5 57.4 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 10 14 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,870 COMMITMENTS 2,770 210 895 25,350 27,890 29,015 28,995 855 875 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -165) 480 60 -280 -115 70 85 -150 -250 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 0.7 3.0 84.9 93.4 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 11 17 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,300 COMMITMENTS 0 2,965 70 26,310 23,300 26,380 26,335 1,920 1,965 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -820) 0 -270 0 -800 -530 -800 -800 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.5 0.2 93.0 82.3 93.2 93.1 6.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 14 11 15 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,372 COMMITMENTS 23,170 1,365 202 81,736 103,541 105,108 105,108 6,264 6,264 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 893) -440 340 18 2,085 1,305 1,663 1,663 -770 -770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 1.2 0.2 73.4 93.0 94.4 94.4 5.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 23 29 28 33 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,586 COMMITMENTS 25,855 465 70 72,511 97,901 98,436 98,436 5,150 5,150 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 1,612) -920 -85 20 2,044 1,209 1,144 1,144 468 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 0.4 0.1 70.0 94.5 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 1 21 30 26 31 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,415 COMMITMENTS 0 300 0 15,265 14,905 15,265 15,205 150 210 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -630) 0 0 0 -630 -620 -630 -620 0 -10 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 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,025 COMMITMENTS 50 2,000 125 26,020 24,080 26,195 26,205 1,830 1,820 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: 1,565) 0 -150 0 1,635 1,780 1,635 1,630 -70 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 7.1 0.4 92.8 85.9 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 18 21 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,225 COMMITMENTS 0 500 125 20,565 20,055 20,690 20,680 1,535 1,545 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,080) 0 -100 0 -445 -340 -445 -440 -635 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.6 92.5 90.2 93.1 93.0 6.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 15 17 16 18 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,160 COMMITMENTS 150 25 0 15,630 15,915 15,780 15,940 380 220 CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST: -1,310) -100 -25 0 -1,205 -1,275 -1,305 -1,300 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.2 0.0 96.7 98.5 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 15 9 17 10
Updated May 13, 2016