MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| 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 09/09/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/16/14 | --------------------------------------------------------------| 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 09/09/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/16/14 | --------------------------------------------------------------| 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 09/09/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/16/14 | --------------------------------------------------------------| 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 09/09/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,920 COMMITMENTS 0 3,645 100 15,615 12,085 15,715 15,830 205 90 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.9 0.6 98.1 75.9 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,488 COMMITMENTS 200 3,470 0 22,628 19,913 22,828 23,383 660 105 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,350) 200 1,550 0 2,150 800 2,350 2,350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 14.8 0.0 96.3 84.8 97.2 99.6 2.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 14 10 15 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,562 COMMITMENTS 8,049 200 858 46,415 54,309 55,322 55,367 3,240 3,195 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,245) 1,600 200 0 1,245 2,645 2,845 2,845 400 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.3 1.5 79.3 92.7 94.5 94.5 5.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 2 21 22 24 25 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,821 COMMITMENTS 7,765 150 368 39,222 46,832 47,355 47,350 2,466 2,471 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,875) 1,450 0 0 425 1,875 1,875 1,875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.3 0.7 78.7 94.0 95.1 95.0 4.9 5.0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,165 COMMITMENTS 3,625 6,550 130 29,695 27,770 33,450 34,450 2,715 1,715 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 600) 0 0 0 300 600 300 600 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 18.1 0.4 82.1 76.8 92.5 95.3 7.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 18 21 21 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,180 COMMITMENTS 800 400 1,350 29,995 31,195 32,145 32,945 1,035 235 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,300) -200 400 200 1,000 700 1,000 1,300 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.2 4.1 90.4 94.0 96.9 99.3 3.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 3 20 18 23 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,435 COMMITMENTS 13,500 3,065 1,035 10,585 21,315 25,120 25,415 315 20 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 850) 600 0 0 250 850 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.1 12.1 4.1 41.6 83.8 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 13 15 16 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,483 COMMITMENTS 6,360 4,925 473 24,185 25,740 31,018 31,138 1,465 1,345 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 600) 0 600 0 600 0 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 15.2 1.5 74.5 79.2 95.5 95.9 4.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 2 22 21 25 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,325 COMMITMENTS 0 624 1,261 22,060 21,660 23,321 23,545 2,004 1,780 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 565) 0 600 0 565 -35 565 565 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 5.0 87.1 85.5 92.1 93.0 7.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 21 19 23 22
Updated September 19, 2014