MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,084 COMMITMENTS 3,651 0 0 18,339 22,027 21,990 22,027 1,094 1,057 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 2,425) -134 0 0 2,425 2,255 2,291 2,255 134 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 0.0 0.0 79.4 95.4 95.3 95.4 4.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 13 17 15 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,560 COMMITMENTS 3,217 0 0 16,510 19,745 19,727 19,745 833 815 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,525) -134 0 0 1,525 1,355 1,391 1,355 134 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.0 0.0 80.3 96.0 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 9 17 11 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,340 COMMITMENTS 525 1,650 0 64,801 61,466 65,326 63,116 1,014 3,224 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 5,945) 0 600 0 5,945 3,100 5,945 3,700 0 2,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.5 0.0 97.7 92.7 98.5 95.1 1.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 17 18 18 19 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,167 COMMITMENTS 25 1,550 0 61,642 57,967 61,667 59,517 500 2,650 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 5,985) 0 600 0 5,985 3,750 5,985 4,350 0 1,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 99.2 93.2 99.2 95.7 0.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 17 18 18 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,690 COMMITMENTS 0 800 0 10,280 9,510 10,280 10,310 410 380 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -50) 0 50 0 -125 -230 -125 -180 75 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.5 0.0 96.2 89.0 96.2 96.4 3.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 11 11 11 13 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,145 COMMITMENTS 0 4,995 50 17,790 12,965 17,840 18,010 305 135 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 100) 0 50 50 0 -25 50 75 50 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.5 0.3 98.0 71.5 98.3 99.3 1.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 14 12 15 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,696 COMMITMENTS 0 1,050 0 22,006 21,541 22,006 22,591 690 105 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -76) 0 0 0 -106 -76 -106 -76 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.0 97.0 94.9 97.0 99.5 3.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 10 14 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,573 COMMITMENTS 8,615 0 753 45,297 54,199 54,665 54,952 4,908 4,621 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -35) 208 0 17 -630 -180 -405 -163 370 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 0.0 1.3 76.0 91.0 91.8 92.2 8.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 22 24 25 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,070 COMMITMENTS 5,944 250 425 43,540 49,150 49,909 49,825 4,161 4,245 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 160) 29 0 -29 -125 -165 -125 -194 285 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.5 0.8 80.5 90.9 92.3 92.1 7.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 20 22 23 24 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,387 COMMITMENTS 1,095 0 0 8,972 9,757 10,067 9,757 320 630 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -25 0 -25 0 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 0.0 0.0 86.4 93.9 96.9 93.9 3.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 15 16 15 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,295 COMMITMENTS 4,125 7,475 130 32,000 30,656 36,255 38,261 4,040 2,034 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 75) 0 -25 0 -1,400 80 -1,400 55 1,475 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 18.6 0.3 79.4 76.1 90.0 95.0 10.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 21 21 24 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,680 COMMITMENTS 1,300 200 1,380 31,345 33,775 34,025 35,355 1,655 325 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -100) 100 0 -100 -1,115 0 -1,115 -100 1,015 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.6 3.9 87.9 94.7 95.4 99.1 4.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 21 17 24 19 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,255 COMMITMENTS 13,400 3,485 1,035 12,305 22,375 26,740 26,895 515 360 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 0) -300 -300 300 0 -130 0 -130 0 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.2 12.8 3.8 45.1 82.1 98.1 98.7 1.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 16 14 19 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,803 COMMITMENTS 7,074 4,825 523 23,390 25,640 30,987 30,988 1,816 1,815 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -545) -336 -300 0 -240 -725 -576 -1,025 31 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 14.7 1.6 71.3 78.2 94.5 94.5 5.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 20 19 23 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,502 COMMITMENTS 150 147 1,685 24,465 24,315 26,300 26,147 2,202 2,355 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -98) 0 137 -135 -275 -675 -410 -673 312 575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.5 5.9 85.8 85.3 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 21 18 23 20
Updated August 8, 2014