PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,883 COMMITMENTS 25 100 0 44,566 44,194 44,591 44,294 3,292 3,589 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,920) 0 0 0 1,920 1,920 1,920 1,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.2 0.0 93.1 92.3 93.1 92.5 6.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 17 21 18 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,677 COMMITMENTS 25 100 0 38,512 37,895 38,537 37,995 3,140 3,682 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,920) 0 0 0 1,920 1,920 1,920 1,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.2 0.0 92.4 90.9 92.5 91.2 7.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 20 16 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,795 COMMITMENTS 25 11,410 675 20,855 10,405 21,555 22,490 2,240 1,305 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 400) 0 25 0 400 375 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 48.0 2.8 87.6 43.7 90.6 94.5 9.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 5 2 16 14 18 20 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,075 COMMITMENTS 0 10,730 475 19,405 9,465 19,880 20,670 2,195 1,405 CHANGES FROM 05/24/16 (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 48.6 2.2 87.9 42.9 90.1 93.6 9.9 6.4 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 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,228 COMMITMENTS 5,280 0 495 17,241 22,521 23,016 23,016 1,212 1,212 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 955) 0 0 0 927 927 927 927 28 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 0.0 2.0 71.2 93.0 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 1 16 9 20 10 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,511 COMMITMENTS 5,175 0 330 14,904 20,079 20,409 20,409 1,102 1,102 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,135) 150 0 0 830 995 980 995 155 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 0.0 1.5 69.3 93.3 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 2 18 10 22 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,142 COMMITMENTS 150 13,107 0 31,295 18,860 31,445 31,967 697 175 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 40.8 0.0 97.4 58.7 97.8 99.5 2.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 15 13 16 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,265 COMMITMENTS 0 11,015 0 25,600 15,095 25,600 26,110 665 155 CHANGES FROM 05/24/16 (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 41.9 0.0 97.5 57.5 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 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,810 COMMITMENTS 2,970 1,210 795 25,140 26,880 28,905 28,885 905 925 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 0) 0 75 0 0 -75 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 4.1 2.7 84.3 90.2 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 16 12 18 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,830 COMMITMENTS 0 3,315 420 26,480 23,120 26,900 26,855 1,930 1,975 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 75) 0 75 0 75 0 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.5 1.5 91.8 80.2 93.3 93.1 6.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 14 12 15 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 114,162 COMMITMENTS 23,870 2,190 517 83,751 105,431 108,138 108,138 6,024 6,024 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -880) 75 225 25 -840 -990 -740 -740 -140 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 1.9 0.5 73.4 92.4 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 4 23 29 29 33 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 107,298 COMMITMENTS 26,065 0 450 74,983 101,048 101,498 101,498 5,800 5,800 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,287) -65 -165 300 647 747 882 882 405 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 0.0 0.4 69.9 94.2 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 0 2 20 30 25 32 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,615 COMMITMENTS 600 300 0 14,835 15,075 15,435 15,375 180 240 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 1.9 0.0 95.0 96.5 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 16 13 17 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,025 COMMITMENTS 50 1,600 125 26,040 24,500 26,215 26,225 1,810 1,800 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.7 0.4 92.9 87.4 93.5 93.6 6.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 20 19 22 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,975 COMMITMENTS 0 400 125 20,895 20,480 21,020 21,005 955 970 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 75 75 75 75 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.6 95.1 93.2 95.7 95.6 4.3 4.4 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 05/31/16 | --------------------------------------------------------------| 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 15,310 15,595 15,460 15,620 700 540 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.2 0.0 94.7 96.5 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 16 10 18 11
Updated June 3, 2016