ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,917 COMMITMENTS 270 150 0 14,537 14,282 14,807 14,432 110 485 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.0 0.0 97.5 95.7 99.3 96.7 0.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 9 13 10 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,411 COMMITMENTS 2,652 0 0 17,574 20,201 20,226 20,201 1,185 1,210 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -726) -292 0 0 -429 -721 -721 -721 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 0.0 82.1 94.3 94.5 94.3 5.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 12 16 14 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,304 COMMITMENTS 2,620 0 0 15,775 18,314 18,395 18,314 909 990 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -437) -292 0 0 -95 -412 -387 -412 -50 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 0.0 0.0 81.7 94.9 95.3 94.9 4.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 10 17 12 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,654 COMMITMENTS 100 1,500 0 59,571 58,232 59,671 59,732 983 922 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -3,392) 100 -100 0 -3,420 -3,219 -3,320 -3,319 -72 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.5 0.0 98.2 96.0 98.4 98.5 1.6 1.5 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 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,492 COMMITMENTS 0 1,500 0 56,982 55,050 56,982 56,550 510 942 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,725) 0 -50 0 -2,675 -2,598 -2,675 -2,648 -50 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 99.1 95.8 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 16 18 16 19 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,290 COMMITMENTS 100 3,805 0 14,990 11,405 15,090 15,210 200 80 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,140) 0 -150 -100 -1,025 -880 -1,125 -1,130 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 24.9 0.0 98.0 74.6 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 16 10 17 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,495 COMMITMENTS 400 3,570 100 21,380 18,740 21,880 22,410 615 85 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,018) 0 100 0 -973 -1,098 -973 -998 -45 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 15.9 0.4 95.0 83.3 97.3 99.6 2.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 11 16 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,527 COMMITMENTS 7,670 1,100 944 43,668 50,268 52,282 52,312 3,245 3,215 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -4,287) -589 -100 -64 -3,229 -3,733 -3,882 -3,897 -405 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 2.0 1.7 78.6 90.5 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 20 22 23 25 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,128 COMMITMENTS 8,080 950 300 36,468 43,598 44,848 44,848 2,280 2,280 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -3,743) -385 -100 -68 -2,859 -3,139 -3,312 -3,307 -431 -436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 2.0 0.6 77.4 92.5 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 18 21 22 22 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,225 COMMITMENTS 3,600 6,105 0 28,195 26,515 31,795 32,620 2,430 1,605 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,040) -25 -445 -130 -1,900 -1,355 -2,055 -1,930 15 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 17.8 0.0 82.4 77.5 92.9 95.3 7.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 19 21 21 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,140 COMMITMENTS 800 600 1,050 28,655 29,355 30,505 31,005 635 135 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,040) 0 200 -300 -1,640 -1,840 -1,940 -1,940 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.9 3.4 92.0 94.3 98.0 99.6 2.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 21 18 23 20 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,825 COMMITMENTS 13,500 3,630 870 10,140 20,310 24,510 24,810 315 15 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,055) 0 -35 -165 -890 -850 -1,055 -1,050 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.4 14.6 3.5 40.8 81.8 98.7 99.9 1.3 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 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,098 COMMITMENTS 5,810 4,925 473 22,775 24,080 29,058 29,478 2,040 1,620 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,665) -550 0 0 -1,315 -1,565 -1,865 -1,565 200 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 15.8 1.5 73.2 77.4 93.4 94.8 6.6 5.2 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 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,715 COMMITMENTS 175 724 986 20,440 20,140 21,601 21,850 2,114 1,865 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,670) 175 100 -275 -1,680 -1,580 -1,780 -1,755 110 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.1 4.2 86.2 84.9 91.1 92.1 8.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 20 19 22 22 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,885 COMMITMENTS 600 100 0 24,395 25,785 24,995 25,885 890 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.4 0.0 94.2 99.6 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 8 14 9
Updated October 10, 2014