MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,919 COMMITMENTS 3,785 0 0 15,324 19,204 19,109 19,204 810 715 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,178) -443 0 0 -650 -1,093 -1,093 -1,093 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 0.0 0.0 76.9 96.4 95.9 96.4 4.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 12 16 14 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,625 COMMITMENTS 3,351 0 0 14,575 17,980 17,926 17,980 699 645 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -867) -292 0 0 -495 -782 -787 -782 -80 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 0.0 0.0 78.3 96.5 96.2 96.5 3.8 3.5 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 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,365 COMMITMENTS 525 1,050 0 57,661 57,321 58,186 58,371 1,179 994 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,977) -50 0 0 -3,005 -2,904 -3,055 -2,904 78 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.8 0.0 97.1 96.6 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 16 16 17 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,247 COMMITMENTS 25 950 0 54,607 53,197 54,632 54,147 615 1,100 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,530) 0 -50 0 -2,615 -2,508 -2,615 -2,558 85 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 98.8 96.3 98.9 98.0 1.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 16 16 17 17 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,166 COMMITMENTS 1,150 350 156 12,450 13,660 13,756 14,166 410 0 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,440) -200 -50 0 -1,385 -1,365 -1,585 -1,415 145 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 2.5 1.1 87.9 96.4 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 14 7 16 9 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,190 COMMITMENTS 0 750 0 10,855 10,190 10,855 10,940 335 250 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -430) 0 -50 0 -360 -320 -360 -370 -70 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 0.0 97.0 91.1 97.0 97.8 3.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 12 12 12 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,950 COMMITMENTS 0 4,745 0 17,475 13,095 17,475 17,840 475 110 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,015) 0 -100 0 -1,000 -905 -1,000 -1,005 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.4 0.0 97.4 73.0 97.4 99.4 2.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 14 11 14 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,665 COMMITMENTS 0 1,300 0 22,005 21,260 22,005 22,560 660 105 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,313) 0 -50 0 -1,438 -1,368 -1,438 -1,418 125 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 0.0 97.1 93.8 97.1 99.5 2.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 13 11 13 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,143 COMMITMENTS 8,557 0 736 46,702 55,259 55,995 55,995 4,148 4,148 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -4,189) -339 0 -114 -3,088 -3,427 -3,541 -3,541 -648 -648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 0.0 1.2 77.7 91.9 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 22 24 25 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,400 COMMITMENTS 5,915 250 454 44,085 49,735 50,454 50,439 3,946 3,961 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -4,158) -460 -50 0 -3,144 -3,549 -3,604 -3,599 -554 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.5 0.8 81.0 91.4 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 2 20 22 23 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,035 COMMITMENTS 4,125 6,150 645 32,115 30,281 36,885 37,076 2,150 1,959 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,055) 275 -450 0 -2,195 -1,455 -1,920 -1,905 -135 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 15.8 1.7 82.3 77.6 94.5 95.0 5.5 5.0 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 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,860 COMMITMENTS 1,300 300 1,380 31,860 32,815 34,540 34,495 320 365 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,000) 0 -50 -100 -1,825 -1,755 -1,925 -1,905 -75 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.9 4.0 91.4 94.1 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 21 16 24 18 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,395 COMMITMENTS 13,700 4,185 335 12,805 22,605 26,840 27,125 555 270 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,390) 0 -110 -90 -1,290 -1,175 -1,380 -1,375 -10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 15.3 1.2 46.7 82.5 98.0 99.0 2.0 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 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,935 COMMITMENTS 0 200 300 19,525 19,805 19,825 20,305 1,110 630 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,560) -50 -100 0 -1,460 -1,395 -1,510 -1,495 -50 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 1.4 93.3 94.6 94.7 97.0 5.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 14 12 15 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,620 COMMITMENTS 6,430 5,125 830 23,295 25,050 30,555 31,005 2,065 1,615 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -1,815) -515 300 0 -1,240 -2,065 -1,755 -1,765 -60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 15.7 2.5 71.4 76.8 93.7 95.0 6.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 21 20 24 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,315 COMMITMENTS 335 0 1,665 22,025 22,470 24,025 24,135 1,290 1,180 CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -2,430) -95 0 -25 -2,430 -2,415 -2,550 -2,440 120 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 6.6 87.0 88.8 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 21 20 23 22
Updated July 11, 2014