MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,250 COMMITMENTS 4,570 0 0 15,845 20,465 20,415 20,465 835 785 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,979) 425 0 0 1,554 1,979 1,979 1,979 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 0.0 0.0 74.6 96.3 96.1 96.3 3.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 12 17 14 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,584 COMMITMENTS 3,935 0 0 14,770 18,749 18,705 18,749 879 835 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,629) 75 0 0 1,554 1,629 1,629 1,629 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 0.0 0.0 75.4 95.7 95.5 95.7 4.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 10 18 12 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,577 COMMITMENTS 798 900 0 58,921 58,799 59,719 59,699 858 878 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,175) 350 -50 0 825 1,645 1,175 1,595 0 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.5 0.0 97.3 97.1 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 0 17 18 19 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,142 COMMITMENTS 175 950 0 55,487 54,205 55,662 55,155 480 987 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,040) 25 0 0 1,075 1,280 1,100 1,280 -60 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.7 0.0 98.8 96.5 99.1 98.2 0.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 18 18 20 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,335 COMMITMENTS 1,275 400 250 14,665 15,660 16,190 16,310 145 25 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 2.4 1.5 89.8 95.9 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 11 19 13 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,013 COMMITMENTS 525 50 308 13,000 13,655 13,833 14,013 180 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.4 2.2 92.8 97.4 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 9 16 11 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,570 COMMITMENTS 0 1,200 0 11,130 10,035 11,130 11,235 440 335 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.4 0.0 96.2 86.7 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 12 14 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,205 COMMITMENTS 0 4,795 50 18,860 14,360 18,910 19,205 295 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.0 0.3 98.2 74.8 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 19 14 20 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,683 COMMITMENTS 0 3,345 18 16,000 13,320 16,018 16,683 665 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.1 0.1 95.9 79.8 96.0 100.0 4.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 15 9 16 11 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,351 COMMITMENTS 0 1,450 0 24,011 22,801 24,011 24,251 340 100 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -15) 0 -100 0 -10 85 -10 -15 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 98.6 93.6 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 20 14 20 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,182 COMMITMENTS 0 1,150 0 22,887 21,857 22,887 23,007 295 175 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 126) 0 0 0 126 126 126 126 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.0 98.7 94.3 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 16 9 16 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,280 COMMITMENTS 9,095 0 903 50,948 60,093 60,946 60,996 5,334 5,284 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 75) -100 0 0 175 125 75 125 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 0.0 1.4 76.9 90.7 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 2 23 25 26 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,423 COMMITMENTS 7,115 300 454 48,981 55,766 56,550 56,520 4,873 4,903 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 415) 0 0 0 315 315 315 315 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.5 0.7 79.7 90.8 92.1 92.0 7.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 22 24 25 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,400 COMMITMENTS 3,875 3,925 1,395 34,995 35,046 40,265 40,366 2,135 2,034 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 9.3 3.3 82.5 82.7 95.0 95.2 5.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 21 21 25 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,941 COMMITMENTS 2,200 400 1,546 33,760 35,415 37,506 37,361 435 580 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 365) -800 300 0 1,165 65 365 365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.1 4.1 89.0 93.3 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 21 17 24 19 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,470 COMMITMENTS 13,100 3,905 515 14,280 23,740 27,895 28,160 575 310 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 155) 300 0 0 -145 155 155 155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 13.7 1.8 50.2 83.4 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 17 15 20 17 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,765 COMMITMENTS 150 625 300 22,580 22,120 23,030 23,045 735 720 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 65) 0 100 0 65 -35 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.6 1.3 95.0 93.1 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 15 14 16 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,954 COMMITMENTS 4,765 4,775 1,444 25,670 26,130 31,879 32,349 2,075 1,605 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 335) -100 600 -175 765 65 490 490 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 14.1 4.3 75.6 77.0 93.9 95.3 6.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 2 23 22 26 26 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,590 COMMITMENTS 150 225 2,435 26,750 26,675 29,335 29,335 1,255 1,255 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 495) 150 -1,050 255 90 1,290 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 8.0 87.4 87.2 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 24 22 26 24 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,963 COMMITMENTS 300 150 0 29,767 30,765 30,067 30,915 896 48 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 700) -50 0 0 750 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.5 0.0 96.1 99.4 97.1 99.8 2.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 15 10 17 11 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 06/03/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,905 COMMITMENTS 350 150 0 28,825 29,755 29,175 29,905 730 0 CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.5 0.0 96.4 99.5 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 16 11 18 12
Updated June 6, 2014