MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,075: 1,805 580 20 20,605 21,805 22,430 22,405: 645 670 Old : 23,075: 1,805 580 20 20,605 21,805 22,430 22,405: 645 670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 540: 250 580 20 390 -60 660 540: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 2.5 0.1 89.3 94.5 97.2 97.1: 2.8 2.9 Old : 100.0: 7.8 2.5 0.1 89.3 94.5 97.2 97.1: 2.8 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 1 14 14 16 15: Old : 26: 1 1 1 14 14 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.9 53.9 90.6 81.5 65.1 53.9 82.8 78.7 Old : 72.9 53.9 90.6 81.5 65.1 53.9 82.8 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 19,899: 1,774 560 40 17,521 18,559 19,335 19,159: 564 740 Old : 19,899: 1,774 560 40 17,521 18,559 19,335 19,159: 564 740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 540: 110 560 40 390 -60 540 540: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 2.8 0.2 88.0 93.3 97.2 96.3: 2.8 3.7 Old : 100.0: 8.9 2.8 0.2 88.0 93.3 97.2 96.3: 2.8 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 1 11 15 13 16: Old : 23: 1 1 1 11 15 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.8 52.3 94.7 81.4 73.9 52.3 85.2 76.9 Old : 81.8 52.3 94.7 81.4 73.9 52.3 85.2 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 65,763: 290 0 0 63,386 63,314 63,676 63,314: 2,087 2,449 Old : 65,763: 290 0 0 63,386 63,314 63,676 63,314: 2,087 2,449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 675: 0 0 0 675 555 675 555: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 96.4 96.3 96.8 96.3: 3.2 3.7 Old : 100.0: 0.4 0.0 0.0 96.4 96.3 96.8 96.3: 3.2 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 18 22 19 22: Old : 29: 1 0 0 18 22 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.0 74.0 91.3 87.1 79.8 69.0 83.2 78.3 Old : 84.0 74.0 91.3 87.1 79.8 69.0 83.2 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 60,707: 0 0 0 58,667 57,528 58,667 57,528: 2,040 3,179 Old : 60,707: 0 0 0 58,667 57,528 58,667 57,528: 2,040 3,179 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 600: 0 0 0 600 480 600 480: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.6 94.8 96.6 94.8: 3.4 5.2 Old : 100.0: 0.0 0.0 0.0 96.6 94.8 96.6 94.8: 3.4 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 16 17 16 17: Old : 22: 0 0 0 16 17 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.0 75.6 91.5 88.7 81.2 69.2 85.0 80.3 Old : 85.0 75.6 91.5 88.7 81.2 69.2 85.0 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 13,936: 1,150 0 56 12,365 13,880 13,571 13,936: 365 0 Old : 13,936: 1,150 0 56 12,365 13,880 13,571 13,936: 365 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 0.0 0.4 88.7 99.6 97.4 100.0: 2.6 0.0 Old : 100.0: 8.3 0.0 0.4 88.7 99.6 97.4 100.0: 2.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 2 15 8 17 10: Old : 21: 2 0 2 15 8 17 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 93.3 80.5 99.6 53.9 86.1 72.8 87.6 Old : 57.1 93.3 80.5 99.6 53.9 86.1 72.8 87.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 9,310: 10 0 190 9,025 9,120 9,225 9,310: 85 0 Old : 9,310: 10 0 190 9,025 9,120 9,225 9,310: 85 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 2.0 96.9 98.0 99.1 100.0: 0.9 0.0 Old : 100.0: 0.1 0.0 2.0 96.9 98.0 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 12 10 13 11: Old : 20: 1 0 1 12 10 13 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 62.5 90.4 96.1 54.6 52.7 65.0 67.3 Old : 74.5 62.5 90.4 96.1 54.6 52.7 65.0 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 14,372: 150 1,795 327 13,615 12,075 14,092 14,197: 280 175 Old : 14,372: 150 1,795 327 13,615 12,075 14,092 14,197: 280 175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 20: 0 0 0 20 20 20 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 12.5 2.3 94.7 84.0 98.1 98.8: 1.9 1.2 Old : 100.0: 1.0 12.5 2.3 94.7 84.0 98.1 98.8: 1.9 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 1 16 13 18 15: Old : 23: 1 2 1 16 13 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 58.7 80.4 87.3 49.7 52.6 62.2 66.7 Old : 56.8 58.7 80.4 87.3 49.7 52.6 62.2 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 13,165: 200 3,570 0 12,105 9,470 12,305 13,040: 860 125 Old : 13,165: 200 3,570 0 12,105 9,470 12,305 13,040: 860 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 600: 0 300 0 600 300 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 27.1 0.0 91.9 71.9 93.5 99.1: 6.5 0.9 Old : 100.0: 1.5 27.1 0.0 91.9 71.9 93.5 99.1: 6.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 0 13 9 14 11: Old : 20: 1 2 0 13 9 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 61.5 83.2 93.9 49.1 55.4 68.2 78.5 Old : 57.5 61.5 83.2 93.9 49.1 55.4 68.2 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,651: 1,075 4,615 115 20,211 16,771 21,401 21,501: 250 150 Old : 21,651: 1,075 4,615 115 20,211 16,771 21,401 21,501: 250 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 125: -25 -25 25 190 145 190 145: -65 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 21.3 0.5 93.3 77.5 98.8 99.3: 1.2 0.7 Old : 100.0: 5.0 21.3 0.5 93.3 77.5 98.8 99.3: 1.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 1 15 11 17 13: Old : 23: 1 2 1 15 11 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 93.0 88.6 97.7 66.3 89.2 88.1 93.9 Old : 66.9 93.0 88.6 97.7 66.3 89.2 88.1 93.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 59,425: 5,554 1,175 929 49,873 54,262 56,356 56,366: 3,069 3,059 Old : 59,425: 5,554 1,175 929 49,873 54,262 56,356 56,366: 3,069 3,059 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 1,300: -25 -25 25 1,086 1,086 1,086 1,086: 214 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 2.0 1.6 83.9 91.3 94.8 94.9: 5.2 5.1 Old : 100.0: 9.3 2.0 1.6 83.9 91.3 94.8 94.9: 5.2 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 1 2 23 24 25 27: Old : 33: 2 1 2 23 24 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 51.5 78.2 71.7 52.7 51.5 70.1 67.0 Old : 54.3 51.5 78.2 71.7 52.7 51.5 70.1 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 51,442: 10,035 350 0 39,750 49,270 49,785 49,620: 1,657 1,822 Old : 51,442: 10,035 350 0 39,750 49,270 49,785 49,620: 1,657 1,822 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 1,665: 0 0 0 1,665 1,665 1,665 1,665: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 0.7 0.0 77.3 95.8 96.8 96.5: 3.2 3.5 Old : 100.0: 19.5 0.7 0.0 77.3 95.8 96.8 96.5: 3.2 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 1 0 20 23 22 24: Old : 33: 2 1 0 20 23 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 52.8 84.9 73.9 58.2 51.2 76.4 68.2 Old : 60.5 52.8 84.9 73.9 58.2 51.2 76.4 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,660: 3,700 4,825 0 24,130 23,385 27,830 28,210: 1,830 1,450 Old : 29,660: 3,700 4,825 0 24,130 23,385 27,830 28,210: 1,830 1,450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 16.3 0.0 81.4 78.8 93.8 95.1: 6.2 4.9 Old : 100.0: 12.5 16.3 0.0 81.4 78.8 93.8 95.1: 6.2 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 0 19 22 21 23: Old : 30: 2 1 0 19 22 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 55.4 80.2 74.9 46.9 45.6 56.6 57.7 Old : 51.8 55.4 80.2 74.9 46.9 45.6 56.6 57.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,825: 1,200 0 600 22,415 23,995 24,215 24,595: 610 230 Old : 24,825: 1,200 0 600 22,415 23,995 24,215 24,595: 610 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 0.0 2.4 90.3 96.7 97.5 99.1: 2.5 0.9 Old : 100.0: 4.8 0.0 2.4 90.3 96.7 97.5 99.1: 2.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 0 1 19 15 21 16: Old : 25: 2 0 1 19 15 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 56.1 77.6 78.8 53.1 47.5 63.5 61.4 Old : 61.5 56.1 77.6 78.8 53.1 47.5 63.5 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,828: 4,670 4,500 23 21,775 22,335 26,468 26,858: 1,360 970 Old : 27,828: 4,670 4,500 23 21,775 22,335 26,468 26,858: 1,360 970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 560: 0 600 0 560 10 560 610: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 16.2 0.1 78.2 80.3 95.1 96.5: 4.9 3.5 Old : 100.0: 16.8 16.2 0.1 78.2 80.3 95.1 96.5: 4.9 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 2 1 21 18 24 21: Old : 30: 3 2 1 21 18 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 50.8 75.1 71.5 47.1 39.1 62.2 55.5 Old : 57.1 50.8 75.1 71.5 47.1 39.1 62.2 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, February 3, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 20,230: 0 900 810 17,335 16,870 18,145 18,580: 2,085 1,650 Old : 20,230: 0 900 810 17,335 16,870 18,145 18,580: 2,085 1,650 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 27, 2015 : : 650: 0 600 0 650 50 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.4 4.0 85.7 83.4 89.7 91.8: 10.3 8.2 Old : 100.0: 0.0 4.4 4.0 85.7 83.4 89.7 91.8: 10.3 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 3 2 19 18 21 21: Old : 26: 0 3 2 19 18 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 43.4 73.3 63.5 36.8 29.1 47.3 42.0 Old : 53.3 43.4 73.3 63.5 36.8 29.1 47.3 42.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2015