MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, February 10, 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 : 22,092: 1,677 590 10 19,670 20,722 21,357 21,322: 735 770 Old : 22,092: 1,677 590 10 19,670 20,722 21,357 21,322: 735 770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -983: -128 10 -10 -935 -1,083 -1,073 -1,083: 90 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 2.7 0.0 89.0 93.8 96.7 96.5: 3.3 3.5 Old : 100.0: 7.6 2.7 0.0 89.0 93.8 96.7 96.5: 3.3 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 : 25: 1 1 1 13 14 15 15: Old : 25: 1 1 1 13 14 15 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 : 73.4 53.9 90.7 81.1 65.9 53.9 83.2 78.6 Old : 73.4 53.9 90.7 81.1 65.9 53.9 83.2 78.6 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 10, 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 : 18,957: 1,647 570 30 16,761 17,677 18,438 18,277: 519 680 Old : 18,957: 1,647 570 30 16,761 17,677 18,438 18,277: 519 680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -942: -127 10 -10 -760 -882 -897 -882: -45 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 3.0 0.2 88.4 93.2 97.3 96.4: 2.7 3.6 Old : 100.0: 8.7 3.0 0.2 88.4 93.2 97.3 96.4: 2.7 3.6 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: 1 1 1 10 15 12 16: Old : 22: 1 1 1 10 15 12 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 : 82.3 53.2 95.3 81.7 74.7 53.2 85.8 77.5 Old : 82.3 53.2 95.3 81.7 74.7 53.2 85.8 77.5 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 10, 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 : 62,502: 245 0 0 60,216 60,053 60,461 60,053: 2,041 2,449 Old : 62,502: 245 0 0 60,216 60,053 60,461 60,053: 2,041 2,449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -3,261: -45 0 0 -3,170 -3,261 -3,215 -3,261: -46 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 96.3 96.1 96.7 96.1: 3.3 3.9 Old : 100.0: 0.4 0.0 0.0 96.3 96.1 96.7 96.1: 3.3 3.9 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 : 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 : 83.4 72.9 90.8 86.0 79.5 67.5 83.6 77.7 Old : 83.4 72.9 90.8 86.0 79.5 67.5 83.6 77.7 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 10, 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 : 57,122: 0 0 0 55,117 53,942 55,117 53,942: 2,005 3,180 Old : 57,122: 0 0 0 55,117 53,942 55,117 53,942: 2,005 3,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -3,585: 0 0 0 -3,550 -3,586 -3,550 -3,586: -35 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.5 94.4 96.5 94.4: 3.5 5.6 Old : 100.0: 0.0 0.0 0.0 96.5 94.4 96.5 94.4: 3.5 5.6 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 : 85.2 75.2 91.9 88.3 82.0 69.4 85.1 80.4 Old : 85.2 75.2 91.9 88.3 82.0 69.4 85.1 80.4 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 10, 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 : 13,208: 1,175 0 28 11,675 13,060 12,878 13,088: 330 120 Old : 13,208: 1,175 0 28 11,675 13,060 12,878 13,088: 330 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -728: 25 0 -28 -690 -820 -693 -848: -35 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.0 0.2 88.4 98.9 97.5 99.1: 2.5 0.9 Old : 100.0: 8.9 0.0 0.2 88.4 98.9 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 : 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 : 56.8 92.3 81.8 98.9 53.4 85.6 72.9 85.6 Old : 56.8 92.3 81.8 98.9 53.4 85.6 72.9 85.6 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 10, 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 : 9,240: 0 90 100 9,060 9,050 9,160 9,240: 80 0 Old : 9,240: 0 90 100 9,060 9,050 9,160 9,240: 80 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -70: -10 90 -90 35 -70 -65 -70: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.0 1.1 98.1 97.9 99.1 100.0: 0.9 0.0 Old : 100.0: 0.0 1.0 1.1 98.1 97.9 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: 0 1 1 12 11 13 12: Old : 20: 0 1 1 12 11 13 12: 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 : 73.5 69.7 91.2 94.2 58.9 58.5 67.6 69.2 Old : 73.5 69.7 91.2 94.2 58.9 58.5 67.6 69.2 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 10, 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 : 12,715: 75 1,390 325 12,050 10,835 12,450 12,550: 265 165 Old : 12,715: 75 1,390 325 12,050 10,835 12,450 12,550: 265 165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -1,657: -75 -405 -2 -1,565 -1,240 -1,642 -1,647: -15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 10.9 2.6 94.8 85.2 97.9 98.7: 2.1 1.3 Old : 100.0: 0.6 10.9 2.6 94.8 85.2 97.9 98.7: 2.1 1.3 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 : 57.3 59.1 79.9 87.3 51.4 51.2 63.9 66.3 Old : 57.3 59.1 79.9 87.3 51.4 51.2 63.9 66.3 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 10, 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 : 12,200: 100 3,420 0 11,270 8,655 11,370 12,075: 830 125 Old : 12,200: 100 3,420 0 11,270 8,655 11,370 12,075: 830 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -965: -100 -150 0 -835 -815 -935 -965: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 28.0 0.0 92.4 70.9 93.2 99.0: 6.8 1.0 Old : 100.0: 0.8 28.0 0.0 92.4 70.9 93.2 99.0: 6.8 1.0 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 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 : 59.2 63.4 83.7 94.1 49.5 55.9 69.4 79.1 Old : 59.2 63.4 83.7 94.1 49.5 55.9 69.4 79.1 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 10, 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 : 25,496: 700 3,945 165 24,406 21,256 25,271 25,366: 225 130 Old : 25,496: 700 3,945 165 24,406 21,256 25,271 25,366: 225 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : 3,845: -375 -670 50 4,195 4,485 3,870 3,865: -25 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 15.5 0.6 95.7 83.4 99.1 99.5: 0.9 0.5 Old : 100.0: 2.7 15.5 0.6 95.7 83.4 99.1 99.5: 0.9 0.5 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 : 25: 1 2 1 17 12 19 14: Old : 25: 1 2 1 17 12 19 14: 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 : 72.3 88.1 89.6 97.2 71.4 86.0 88.2 93.1 Old : 72.3 88.1 89.6 97.2 71.4 86.0 88.2 93.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, February 10, 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 : 23,875: 100 3,185 0 23,595 20,615 23,695 23,800: 180 75 Old : 23,875: 100 3,185 0 23,595 20,615 23,695 23,800: 180 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 13.3 0.0 98.8 86.3 99.2 99.7: 0.8 0.3 Old : 100.0: 0.4 13.3 0.0 98.8 86.3 99.2 99.7: 0.8 0.3 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 1 0 15 9 16 10: Old : 20: 1 1 0 15 9 16 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 : 77.8 90.1 93.8 99.4 77.8 87.4 91.7 95.2 Old : 77.8 90.1 93.8 99.4 77.8 87.4 91.7 95.2 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 10, 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 : 62,597: 4,743 750 979 53,549 57,552 59,271 59,281: 3,326 3,316 Old : 62,597: 4,743 750 979 53,549 57,552 59,271 59,281: 3,326 3,316 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : 3,172: -811 -425 50 3,676 3,290 2,915 2,915: 257 257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 1.2 1.6 85.5 91.9 94.7 94.7: 5.3 5.3 Old : 100.0: 7.6 1.2 1.6 85.5 91.9 94.7 94.7: 5.3 5.3 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 22 25 24 28: Old : 33: 2 1 2 22 25 24 28: 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 : 60.1 52.6 81.8 75.7 59.3 50.2 79.2 71.1 Old : 60.1 52.6 81.8 75.7 59.3 50.2 79.2 71.1 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 10, 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 : 55,839: 9,543 200 0 44,688 53,863 54,231 54,063: 1,608 1,776 Old : 55,839: 9,543 200 0 44,688 53,863 54,231 54,063: 1,608 1,776 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : 4,397: -492 -150 0 4,938 4,593 4,446 4,443: -49 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 0.4 0.0 80.0 96.5 97.1 96.8: 2.9 3.2 Old : 100.0: 17.1 0.4 0.0 80.0 96.5 97.1 96.8: 2.9 3.2 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 : 33: 2 1 0 19 23 21 24: Old : 33: 2 1 0 19 23 21 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 : 63.5 57.8 88.9 79.2 62.8 54.2 86.4 75.6 Old : 63.5 57.8 88.9 79.2 62.8 54.2 86.4 75.6 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 10, 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 : 28,795: 3,475 4,725 0 23,660 22,785 27,135 27,510: 1,660 1,285 Old : 28,795: 3,475 4,725 0 23,660 22,785 27,135 27,510: 1,660 1,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -865: -225 -100 0 -470 -600 -695 -700: -170 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 16.4 0.0 82.2 79.1 94.2 95.5: 5.8 4.5 Old : 100.0: 12.1 16.4 0.0 82.2 79.1 94.2 95.5: 5.8 4.5 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: 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 : 52.1 57.5 80.9 76.4 46.4 44.9 57.7 56.0 Old : 52.1 57.5 80.9 76.4 46.4 44.9 57.7 56.0 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 10, 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 : 23,980: 1,100 0 600 21,690 23,165 23,390 23,765: 590 215 Old : 23,980: 1,100 0 600 21,690 23,165 23,390 23,765: 590 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -845: -100 0 0 -725 -830 -825 -830: -20 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.0 2.5 90.5 96.6 97.5 99.1: 2.5 0.9 Old : 100.0: 4.6 0.0 2.5 90.5 96.6 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 : 61.0 56.9 78.1 79.5 50.2 46.7 60.2 59.7 Old : 61.0 56.9 78.1 79.5 50.2 46.7 60.2 59.7 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 10, 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 : 27,006: 4,520 4,825 16 21,225 21,295 25,761 26,136: 1,245 870 Old : 27,006: 4,520 4,825 16 21,225 21,295 25,761 26,136: 1,245 870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -822: -150 325 -7 -550 -1,040 -707 -722: -115 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 17.9 0.1 78.6 78.9 95.4 96.8: 4.6 3.2 Old : 100.0: 16.7 17.9 0.1 78.6 78.9 95.4 96.8: 4.6 3.2 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 : 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 : 58.6 50.8 76.5 74.1 50.7 40.7 64.7 58.6 Old : 58.6 50.8 76.5 74.1 50.7 40.7 64.7 58.6 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 10, 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 : 20,130: 25 1,450 785 17,440 16,420 18,250 18,655: 1,880 1,475 Old : 20,130: 25 1,450 785 17,440 16,420 18,250 18,655: 1,880 1,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 3, 2015 : : -100: 25 550 -25 105 -450 105 75: -205 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 7.2 3.9 86.6 81.6 90.7 92.7: 9.3 7.3 Old : 100.0: 0.1 7.2 3.9 86.6 81.6 90.7 92.7: 9.3 7.3 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 2 2 19 18 21 21: Old : 26: 1 2 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 : 56.3 41.5 74.7 66.4 41.3 28.0 50.8 45.7 Old : 56.3 41.5 74.7 66.4 41.3 28.0 50.8 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2015