PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 49,210: 0 250 0 45,709 45,104 45,709 45,354: 3,501 3,856 Old : 49,210: 0 250 0 45,709 45,104 45,709 45,354: 3,501 3,856 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -290: 0 0 0 -600 -600 -600 -600: 310 310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 0.0 92.9 91.7 92.9 92.2: 7.1 7.8 Old : 100.0: 0.0 0.5 0.0 92.9 91.7 92.9 92.2: 7.1 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 16 21 16 22: Old : 26: 0 1 0 16 21 16 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.4 52.1 89.0 78.1 77.0 47.6 80.8 69.9 Old : 77.4 52.1 89.0 78.1 77.0 47.6 80.8 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 43,325: 0 50 0 39,868 39,603 39,868 39,653: 3,457 3,672 Old : 43,325: 0 50 0 39,868 39,603 39,868 39,653: 3,457 3,672 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -400: 0 0 0 -700 -700 -700 -700: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.1 0.0 92.0 91.4 92.0 91.5: 8.0 8.5 Old : 100.0: 0.0 0.1 0.0 92.0 91.4 92.0 91.5: 8.0 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 14 21 14 22: Old : 24: 0 1 0 14 21 14 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 47.5 87.8 77.9 75.2 40.1 79.4 69.5 Old : 75.7 47.5 87.8 77.9 75.2 40.1 79.4 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,095: 0 13,760 450 22,805 9,975 23,255 24,185: 1,840 910 Old : 25,095: 0 13,760 450 22,805 9,975 23,255 24,185: 1,840 910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 175: 0 225 0 -35 -260 -35 -35: 210 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 54.8 1.8 90.9 39.7 92.7 96.4: 7.3 3.6 Old : 100.0: 0.0 54.8 1.8 90.9 39.7 92.7 96.4: 7.3 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 6 3 15 13 18 19: Old : 26: 0 6 3 15 13 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 70.0 80.3 84.7 44.1 57.3 60.9 66.9 Old : 63.4 70.0 80.3 84.7 44.1 57.3 60.9 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,970: 0 13,080 25 21,155 8,855 21,180 21,960: 1,790 1,010 Old : 22,970: 0 13,080 25 21,155 8,855 21,180 21,960: 1,790 1,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 225: 0 225 0 15 -210 15 15: 210 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 56.9 0.1 92.1 38.6 92.2 95.6: 7.8 4.4 Old : 100.0: 0.0 56.9 0.1 92.1 38.6 92.2 95.6: 7.8 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 5 1 14 9 15 14: Old : 22: 0 5 1 14 9 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 75.1 82.0 88.9 45.9 61.3 61.1 71.1 Old : 64.0 75.1 82.0 88.9 45.9 61.3 61.1 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,588: 5,240 150 485 18,351 23,441 24,076 24,076: 1,512 1,512 Old : 25,588: 5,240 150 485 18,351 23,441 24,076 24,076: 1,512 1,512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -75: 0 0 0 -90 -90 -90 -90: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 0.6 1.9 71.7 91.6 94.1 94.1: 5.9 5.9 Old : 100.0: 20.5 0.6 1.9 71.7 91.6 94.1 94.1: 5.9 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 1 1 16 10 20 12: Old : 25: 4 1 1 16 10 20 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 84.6 79.8 92.0 44.5 75.8 68.8 77.8 Old : 52.7 84.6 79.8 92.0 44.5 75.8 68.8 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,501: 5,520 0 280 15,186 20,884 20,986 21,164: 1,515 1,337 Old : 22,501: 5,520 0 280 15,186 20,884 20,986 21,164: 1,515 1,337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 0.0 1.2 67.5 92.8 93.3 94.1: 6.7 5.9 Old : 100.0: 24.5 0.0 1.2 67.5 92.8 93.3 94.1: 6.7 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 0 1 17 10 21 11: Old : 23: 4 0 1 17 10 21 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 85.8 74.4 92.6 41.7 64.9 60.1 67.0 Old : 49.0 85.8 74.4 92.6 41.7 64.9 60.1 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,650: 150 13,080 0 30,830 18,420 30,980 31,500: 670 150 Old : 31,650: 150 13,080 0 30,830 18,420 30,980 31,500: 670 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -200: 0 0 0 -200 -200 -200 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 41.3 0.0 97.4 58.2 97.9 99.5: 2.1 0.5 Old : 100.0: 0.5 41.3 0.0 97.4 58.2 97.9 99.5: 2.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 3 0 16 8 17 11: Old : 25: 1 3 0 16 8 17 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 94.3 89.8 98.7 63.4 87.3 80.0 89.7 Old : 73.2 94.3 89.8 98.7 63.4 87.3 80.0 89.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,815: 0 10,780 0 25,150 14,880 25,150 25,660: 665 155 Old : 25,815: 0 10,780 0 25,150 14,880 25,150 25,660: 665 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -100: 0 0 0 -100 -100 -100 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 41.8 0.0 97.4 57.6 97.4 99.4: 2.6 0.6 Old : 100.0: 0.0 41.8 0.0 97.4 57.6 97.4 99.4: 2.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 0 14 7 14 9: Old : 20: 0 2 0 14 7 14 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 95.8 89.5 99.2 64.1 89.9 81.3 91.2 Old : 72.4 95.8 89.5 99.2 64.1 89.9 81.3 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,610: 1,450 2,720 175 25,375 24,155 27,000 27,050: 1,610 1,560 Old : 28,610: 1,450 2,720 175 25,375 24,155 27,000 27,050: 1,610 1,560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 9.5 0.6 88.7 84.4 94.4 94.5: 5.6 5.5 Old : 100.0: 5.1 9.5 0.6 88.7 84.4 94.4 94.5: 5.6 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 2 2 14 11 17 14: Old : 22: 2 2 2 14 11 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 74.0 84.7 93.0 54.5 60.4 62.3 65.1 Old : 64.6 74.0 84.7 93.0 54.5 60.4 62.3 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,700: 1,475 2,465 450 22,695 21,755 24,620 24,670: 1,080 1,030 Old : 25,700: 1,475 2,465 450 22,695 21,755 24,620 24,670: 1,080 1,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 9.6 1.8 88.3 84.6 95.8 96.0: 4.2 4.0 Old : 100.0: 5.7 9.6 1.8 88.3 84.6 95.8 96.0: 4.2 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 1 3 14 10 18 13: Old : 22: 3 1 3 14 10 18 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 83.2 84.2 94.5 49.6 65.4 62.4 67.3 Old : 58.4 83.2 84.2 94.5 49.6 65.4 62.4 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 32,749: 4,250 2,310 415 26,859 28,779 31,524 31,504: 1,225 1,245 Old : 32,749: 4,250 2,310 415 26,859 28,779 31,524 31,504: 1,225 1,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 860: 300 -50 0 410 760 710 710: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 7.1 1.3 82.0 87.9 96.3 96.2: 3.7 3.8 Old : 100.0: 13.0 7.1 1.3 82.0 87.9 96.3 96.2: 3.7 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 3 2 17 12 20 16: Old : 26: 2 3 2 17 12 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 78.5 79.4 92.4 57.7 73.4 75.3 86.2 Old : 58.7 78.5 79.4 92.4 57.7 73.4 75.3 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,770: 0 3,760 820 25,795 22,035 26,615 26,615: 2,155 2,155 Old : 28,770: 0 3,760 820 25,795 22,035 26,615 26,615: 2,155 2,155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 -50 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 13.1 2.9 89.7 76.6 92.5 92.5: 7.5 7.5 Old : 100.0: 0.0 13.1 2.9 89.7 76.6 92.5 92.5: 7.5 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 5 3 17 12 20 17: Old : 27: 0 5 3 17 12 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 71.6 72.8 88.2 45.2 69.8 66.5 81.1 Old : 51.4 71.6 72.8 88.2 45.2 69.8 66.5 81.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 119,731: 25,040 1,265 715 87,419 111,314 113,174 113,294: 6,557 6,437 Old : 119,731: 25,040 1,265 715 87,419 111,314 113,174 113,294: 6,557 6,437 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 320: -125 0 0 290 165 165 165: 155 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 1.1 0.6 73.0 93.0 94.5 94.6: 5.5 5.4 Old : 100.0: 20.9 1.1 0.6 73.0 93.0 94.5 94.6: 5.5 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 4 2 2 21 26 27 28: Old : 39: 4 2 2 21 26 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 51.4 85.3 68.2 51.9 51.1 73.6 66.3 Old : 61.2 51.4 85.3 68.2 51.9 51.1 73.6 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 107,698: 27,705 0 525 74,272 101,977 102,502 102,502: 5,196 5,196 Old : 107,698: 27,705 0 525 74,272 101,977 102,502 102,502: 5,196 5,196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : -25: 175 0 0 -175 0 0 0: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 0.0 0.5 69.0 94.7 95.2 95.2: 4.8 4.8 Old : 100.0: 25.7 0.0 0.5 69.0 94.7 95.2 95.2: 4.8 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 5 0 2 20 28 25 30: Old : 38: 5 0 2 20 28 25 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 44.9 85.9 64.2 56.8 43.8 70.2 58.6 Old : 65.0 44.9 85.9 64.2 56.8 43.8 70.2 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,800: 50 0 125 20,415 20,640 20,590 20,765: 1,210 1,035 Old : 21,800: 50 0 125 20,415 20,640 20,590 20,765: 1,210 1,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.0 0.6 93.6 94.7 94.4 95.3: 5.6 4.7 Old : 100.0: 0.2 0.0 0.6 93.6 94.7 94.4 95.3: 5.6 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 18 13 19 14: Old : 20: 1 0 1 18 13 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.2 75.4 80.0 88.4 55.1 64.9 65.0 69.6 Old : 58.2 75.4 80.0 88.4 55.1 64.9 65.0 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,585: 600 300 0 16,625 16,875 17,225 17,175: 360 410 Old : 17,585: 600 300 0 16,625 16,875 17,225 17,175: 360 410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 25 0 25: 0 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 1.7 0.0 94.5 96.0 98.0 97.7: 2.0 2.3 Old : 100.0: 3.4 1.7 0.0 94.5 96.0 98.0 97.7: 2.0 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 0 18 12 19 13: Old : 22: 1 1 0 18 12 19 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 72.3 76.8 90.1 47.3 60.7 62.2 68.6 Old : 54.5 72.3 76.8 90.1 47.3 60.7 62.2 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,185: 50 1,975 350 27,155 25,235 27,555 27,560: 3,630 3,625 Old : 31,185: 50 1,975 350 27,155 25,235 27,555 27,560: 3,630 3,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 6.3 1.1 87.1 80.9 88.4 88.4: 11.6 11.6 Old : 100.0: 0.2 6.3 1.1 87.1 80.9 88.4 88.4: 11.6 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 2 21 16 24 19: Old : 30: 1 2 2 21 16 24 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 39.2 65.1 63.5 37.6 32.7 51.7 47.8 Old : 43.6 39.2 65.1 63.5 37.6 32.7 51.7 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, July 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,965: 0 300 125 20,540 20,240 20,665 20,665: 3,300 3,300 Old : 23,965: 0 300 125 20,540 20,240 20,665 20,665: 3,300 3,300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 28, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.5 85.7 84.5 86.2 86.2: 13.8 13.8 Old : 100.0: 0.0 1.3 0.5 85.7 84.5 86.2 86.2: 13.8 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 1 16 16 17 17: Old : 24: 0 1 1 16 16 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 44.9 67.2 67.2 36.9 32.0 51.2 48.0 Old : 45.0 44.9 67.2 67.2 36.9 32.0 51.2 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016