MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,323 COMMITMENTS 4,228 0 0 15,200 19,523 19,428 19,523 895 800 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -927) -342 0 0 -645 -942 -987 -942 60 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 0.0 0.0 74.8 96.1 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 11 16 13 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,742 COMMITMENTS 3,643 0 0 14,320 18,012 17,963 18,012 779 730 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -842) -292 0 0 -450 -737 -742 -737 -100 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 0.0 0.0 76.4 96.1 95.8 96.1 4.2 3.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,432 COMMITMENTS 575 850 0 59,756 59,595 60,331 60,445 1,101 987 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 855) -223 -50 0 835 796 612 746 243 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.4 0.0 97.3 97.0 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 16 16 17 17 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,372 COMMITMENTS 25 900 0 56,817 55,460 56,842 56,360 530 1,012 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 1,230) -150 -50 0 1,330 1,255 1,180 1,205 50 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 99.0 96.7 99.1 98.2 0.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 17 16 18 17 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,590 COMMITMENTS 1,250 400 250 13,945 14,915 15,445 15,565 145 25 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -745) -25 0 0 -720 -745 -745 -745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 2.6 1.6 89.4 95.7 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 16 8 18 10 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,940 COMMITMENTS 0 900 0 10,535 9,730 10,535 10,630 405 310 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -630) 0 -300 0 -595 -305 -595 -605 -35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.0 96.3 88.9 96.3 97.2 3.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 13 11 13 13 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,465 COMMITMENTS 0 4,845 0 17,975 13,500 17,975 18,345 490 120 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -740) 0 50 -50 -885 -860 -935 -860 195 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.2 0.0 97.3 73.1 97.3 99.4 2.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 14 13 14 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,281 COMMITMENTS 0 1,050 0 22,746 22,231 22,746 23,281 535 0 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,070) 0 -400 0 -1,265 -570 -1,265 -970 195 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 0.0 97.7 95.5 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 11 16 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,775 COMMITMENTS 8,696 0 850 47,483 56,179 57,029 57,029 4,746 4,746 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -4,505) -399 0 -53 -3,465 -3,914 -3,917 -3,967 -588 -538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.0 1.4 76.9 90.9 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 21 23 24 25 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,593 COMMITMENTS 6,375 600 154 45,864 51,619 52,393 52,373 4,200 4,220 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -4,830) -740 300 -300 -3,117 -4,147 -4,157 -4,147 -673 -683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 1.1 0.3 81.0 91.2 92.6 92.5 7.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 19 23 21 25 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,020 COMMITMENTS 3,850 3,700 1,395 31,775 32,041 37,020 37,136 2,000 1,884 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -3,380) -25 -225 0 -3,220 -3,005 -3,245 -3,230 -135 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 9.5 3.6 81.4 82.1 94.9 95.2 5.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 21 20 25 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,225 COMMITMENTS 1,750 350 1,480 32,635 33,910 35,865 35,740 360 485 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,716) -450 -50 -66 -1,125 -1,505 -1,641 -1,621 -75 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.0 4.1 90.1 93.6 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 20 16 23 18 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,470 COMMITMENTS 13,100 3,995 425 13,380 22,765 26,905 27,185 565 285 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,000) 0 90 -90 -900 -975 -990 -975 -10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.7 14.5 1.5 48.7 82.9 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 1 17 13 20 15 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,515 COMMITMENTS 50 300 300 21,005 21,220 21,355 21,820 1,160 695 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,250) -100 -325 0 -1,575 -900 -1,675 -1,225 425 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.3 1.3 93.3 94.2 94.8 96.9 5.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 12 15 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,574 COMMITMENTS 4,670 4,850 1,489 24,420 24,700 30,579 31,039 1,995 1,535 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,380) -95 75 45 -1,250 -1,430 -1,300 -1,310 -80 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 14.9 4.6 75.0 75.8 93.9 95.3 6.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 21 20 24 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,125 COMMITMENTS 225 130 1,925 24,820 24,915 26,970 26,970 1,155 1,155 CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -2,465) 75 -95 -510 -1,930 -1,760 -2,365 -2,365 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.5 6.8 88.2 88.6 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 23 21 25 23
Updated June 13, 2014