MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, February 24, 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 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 24, 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 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 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 24, 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 : 62,602: 245 0 0 60,316 60,153 60,561 60,153: 2,041 2,449 Old : 62,602: 245 0 0 60,316 60,153 60,561 60,153: 2,041 2,449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 100: 0 0 0 100 100 100 100: 0 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 23 19 23: Old : 29: 1 0 0 18 23 19 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 : 83.4 72.8 90.9 85.9 79.6 67.3 83.6 77.5 Old : 83.4 72.8 90.9 85.9 79.6 67.3 83.6 77.5 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 24, 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 : 57,222: 0 0 0 55,217 53,942 55,217 53,942: 2,005 3,280 Old : 57,222: 0 0 0 55,217 53,942 55,217 53,942: 2,005 3,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 100: 0 0 0 100 0 100 0: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.5 94.3 96.5 94.3: 3.5 5.7 Old : 100.0: 0.0 0.0 0.0 96.5 94.3 96.5 94.3: 3.5 5.7 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 : 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 75.0 91.9 88.2 82.0 69.3 85.1 80.2 Old : 85.2 75.0 91.9 88.2 82.0 69.3 85.1 80.2 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 24, 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 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 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.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders - Futures Only, February 24, 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 : 12,075: 75 1,645 225 10,835 9,950 11,135 11,820: 940 255 Old : 12,075: 75 1,645 225 10,835 9,950 11,135 11,820: 940 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 13.6 1.9 89.7 82.4 92.2 97.9: 7.8 2.1 Old : 100.0: 0.6 13.6 1.9 89.7 82.4 92.2 97.9: 7.8 2.1 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 : 20: 1 2 2 14 8 16 11: Old : 20: 1 2 2 14 8 16 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 : 60.0 86.7 82.2 96.6 58.7 77.6 74.3 82.7 Old : 60.0 86.7 82.2 96.6 58.7 77.6 74.3 82.7 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 24, 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 : 12,765: 75 1,415 325 12,100 10,860 12,500 12,600: 265 165 Old : 12,765: 75 1,415 325 12,100 10,860 12,500 12,600: 265 165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 0: 0 25 0 0 -25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 11.1 2.5 94.8 85.1 97.9 98.7: 2.1 1.3 Old : 100.0: 0.6 11.1 2.5 94.8 85.1 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 : 57.7 58.9 80.2 87.3 52.1 51.0 64.7 66.4 Old : 57.7 58.9 80.2 87.3 52.1 51.0 64.7 66.4 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 24, 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 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 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 24, 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 : 27,206: 700 5,845 165 25,996 21,006 26,861 27,016: 345 190 Old : 27,206: 700 5,845 165 25,996 21,006 26,861 27,016: 345 190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 785: 0 1,025 -25 810 -275 785 725: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 21.5 0.6 95.6 77.2 98.7 99.3: 1.3 0.7 Old : 100.0: 2.6 21.5 0.6 95.6 77.2 98.7 99.3: 1.3 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 : 24: 1 2 1 17 14 19 16: Old : 24: 1 2 1 17 14 19 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 : 72.4 90.3 89.2 97.0 71.6 88.4 87.8 92.9 Old : 72.4 90.3 89.2 97.0 71.6 88.4 87.8 92.9 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 24, 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 : 25,435: 100 4,985 0 25,035 20,315 25,135 25,300: 300 135 Old : 25,435: 100 4,985 0 25,035 20,315 25,135 25,300: 300 135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 1,560: 0 1,800 0 1,440 -300 1,440 1,500: 120 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 19.6 0.0 98.4 79.9 98.8 99.5: 1.2 0.5 Old : 100.0: 0.4 19.6 0.0 98.4 79.9 98.8 99.5: 1.2 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 : 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 : 77.9 92.8 93.0 99.2 77.9 90.2 91.5 95.2 Old : 77.9 92.8 93.0 99.2 77.9 90.2 91.5 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 24, 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 : 71,402: 10,968 850 954 56,190 66,318 68,112 68,122: 3,290 3,280 Old : 71,402: 10,968 850 954 56,190 66,318 68,112 68,122: 3,290 3,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 2,240: 1,650 0 -50 640 2,290 2,240 2,240: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 1.2 1.3 78.7 92.9 95.4 95.4: 4.6 4.6 Old : 100.0: 15.4 1.2 1.3 78.7 92.9 95.4 95.4: 4.6 4.6 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 : 33: 2 1 2 23 25 25 28: Old : 33: 2 1 2 23 25 25 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 : 65.0 56.7 84.4 77.8 64.4 52.8 82.3 73.9 Old : 65.0 56.7 84.4 77.8 64.4 52.8 82.3 73.9 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 24, 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 : 64,807: 15,543 200 0 47,656 63,011 63,199 63,211: 1,608 1,596 Old : 64,807: 15,543 200 0 47,656 63,011 63,199 63,211: 1,608 1,596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 2,490: 1,500 0 0 990 2,670 2,490 2,670: 0 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 0.3 0.0 73.5 97.2 97.5 97.5: 2.5 2.5 Old : 100.0: 24.0 0.3 0.0 73.5 97.2 97.5 97.5: 2.5 2.5 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 19 25 21 26: Old : 33: 2 1 0 19 25 21 26: 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 : 68.0 61.9 90.0 81.6 66.8 58.6 87.6 78.2 Old : 68.0 61.9 90.0 81.6 66.8 58.6 87.6 78.2 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 24, 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 : 29,495: 3,475 4,725 0 24,360 23,485 27,835 28,210: 1,660 1,285 Old : 29,495: 3,475 4,725 0 24,360 23,485 27,835 28,210: 1,660 1,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 700: 0 0 0 700 700 700 700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 16.0 0.0 82.6 79.6 94.4 95.6: 5.6 4.4 Old : 100.0: 11.8 16.0 0.0 82.6 79.6 94.4 95.6: 5.6 4.4 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 : 50.8 56.4 81.3 76.9 45.3 47.5 56.4 57.1 Old : 50.8 56.4 81.3 76.9 45.3 47.5 56.4 57.1 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 24, 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 : 24,745: 1,100 0 600 22,455 23,930 24,155 24,530: 590 215 Old : 24,745: 1,100 0 600 22,455 23,930 24,155 24,530: 590 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 765: 0 0 0 765 765 765 765: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.0 2.4 90.7 96.7 97.6 99.1: 2.4 0.9 Old : 100.0: 4.4 0.0 2.4 90.7 96.7 97.6 99.1: 2.4 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 20 15 22 16: Old : 25: 2 0 1 20 15 22 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 : 59.1 56.0 76.7 79.7 46.2 42.1 55.9 55.4 Old : 59.1 56.0 76.7 79.7 46.2 42.1 55.9 55.4 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 24, 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 : 27,241: 4,460 4,825 16 21,270 21,280 25,746 26,121: 1,495 1,120 Old : 27,241: 4,460 4,825 16 21,270 21,280 25,746 26,121: 1,495 1,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 295: 0 0 0 45 45 45 45: 250 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 17.7 0.1 78.1 78.1 94.5 95.9: 5.5 4.1 Old : 100.0: 16.4 17.7 0.1 78.1 78.1 94.5 95.9: 5.5 4.1 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 : 30: 3 2 1 21 19 24 22: Old : 30: 3 2 1 21 19 24 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 : 55.1 48.9 74.9 71.9 47.4 37.9 61.7 55.7 Old : 55.1 48.9 74.9 71.9 47.4 37.9 61.7 55.7 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 24, 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 : 20,305: 25 1,450 785 17,965 16,945 18,775 19,180: 1,530 1,125 Old : 20,305: 25 1,450 785 17,965 16,945 18,775 19,180: 1,530 1,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2015 : : 175: 0 0 0 525 525 525 525: -350 -350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 7.1 3.9 88.5 83.5 92.5 94.5: 7.5 5.5 Old : 100.0: 0.1 7.1 3.9 88.5 83.5 92.5 94.5: 7.5 5.5 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 : 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 : 56.6 41.1 76.4 66.9 40.9 27.7 50.4 45.3 Old : 56.6 41.1 76.4 66.9 40.9 27.7 50.4 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2015