MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,597 COMMITMENTS 3,444 0 0 17,503 20,922 20,947 20,922 650 675 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -778) -368 0 0 -325 -693 -693 -693 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.0 0.0 81.0 96.9 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 0 13 18 16 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,201 COMMITMENTS 2,987 0 0 15,795 18,726 18,782 18,726 419 475 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -582) -292 0 0 -210 -497 -502 -497 -80 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.0 0.0 82.3 97.5 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 0 10 18 13 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,326 COMMITMENTS 425 1,600 0 61,966 60,851 62,391 62,451 935 875 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,087) -50 -200 0 -995 -832 -1,045 -1,032 -42 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.5 0.0 97.9 96.1 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 15 19 16 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,097 COMMITMENTS 25 1,550 0 59,632 57,648 59,657 59,198 440 899 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -330) 0 -150 0 -300 -121 -300 -271 -30 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 99.2 95.9 99.3 98.5 0.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 15 18 16 19 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,620 COMMITMENTS 0 3,645 100 15,315 11,785 15,415 15,530 205 90 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,660) 0 -700 0 -1,635 -950 -1,635 -1,650 -25 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.3 0.6 98.0 75.4 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 15 11 16 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,138 COMMITMENTS 0 1,920 0 20,478 19,113 20,478 21,033 660 105 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -655) 0 770 0 -595 -1,425 -595 -655 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.1 0.0 96.9 90.4 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 9 14 10 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,317 COMMITMENTS 6,449 0 858 45,170 51,664 52,477 52,522 2,840 2,795 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,296) -94 0 -64 -1,288 -1,382 -1,446 -1,446 -850 -850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 0.0 1.6 81.7 93.4 94.9 94.9 5.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 2 21 22 24 24 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,946 COMMITMENTS 6,315 150 368 38,797 44,957 45,480 45,475 2,466 2,471 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,928) 60 -50 -43 -2,269 -2,154 -2,252 -2,247 -676 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.3 0.8 80.9 93.8 94.9 94.8 5.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 19 22 22 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,565 COMMITMENTS 3,625 6,550 130 29,395 27,170 33,150 33,850 2,415 1,715 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,535) -250 -375 0 -2,210 -2,083 -2,460 -2,458 -75 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 18.4 0.4 82.7 76.4 93.2 95.2 6.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 17 21 20 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,880 COMMITMENTS 1,000 0 1,150 28,995 30,495 31,145 31,645 735 235 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,535) 85 -50 -100 -1,495 -1,325 -1,510 -1,475 -25 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 3.6 91.0 95.7 97.7 99.3 2.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 19 18 22 20 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,585 COMMITMENTS 12,900 3,065 1,035 10,335 20,465 24,270 24,565 315 20 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,290) -250 -210 0 -940 -975 -1,190 -1,185 -100 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.5 12.5 4.2 42.0 83.2 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 1 13 14 16 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,883 COMMITMENTS 6,360 4,325 473 23,585 25,740 30,418 30,538 1,465 1,345 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -115) -275 -250 0 350 325 75 75 -190 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 13.6 1.5 74.0 80.7 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 21 19 24 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,760 COMMITMENTS 0 24 1,261 21,495 21,695 22,756 22,980 2,004 1,780 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,282) -205 24 -56 -1,080 -1,205 -1,341 -1,237 59 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 5.1 86.8 87.6 91.9 92.8 8.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 2 20 18 22 20
Updated September 12, 2014