MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, March 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 : 21,014: 1,549 600 0 18,790 19,694 20,339 20,294: 675 720 Old : 21,014: 1,549 600 0 18,790 19,694 20,339 20,294: 675 720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -1,078: -128 10 -10 -880 -1,028 -1,018 -1,028: -60 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 2.9 0.0 89.4 93.7 96.8 96.6: 3.2 3.4 Old : 100.0: 7.4 2.9 0.0 89.4 93.7 96.8 96.6: 3.2 3.4 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 : 24: 1 1 0 12 14 13 15: Old : 24: 1 1 0 12 14 13 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 : 74.1 53.7 91.0 80.4 66.9 53.7 83.9 78.2 Old : 74.1 53.7 91.0 80.4 66.9 53.7 83.9 78.2 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, March 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 : 18,050: 1,520 600 0 16,056 16,850 17,576 17,450: 474 600 Old : 18,050: 1,520 600 0 16,056 16,850 17,576 17,450: 474 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -907: -127 30 -30 -705 -827 -862 -827: -45 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 3.3 0.0 89.0 93.4 97.4 96.7: 2.6 3.3 Old : 100.0: 8.4 3.3 0.0 89.0 93.4 97.4 96.7: 2.6 3.3 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 : 22: 1 1 0 10 15 11 16: Old : 22: 1 1 0 10 15 11 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 : 82.7 53.4 95.6 81.2 75.4 53.4 86.2 77.6 Old : 82.7 53.4 95.6 81.2 75.4 53.4 86.2 77.6 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, March 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 : 59,731: 370 0 155 57,011 57,317 57,536 57,472: 2,195 2,259 Old : 59,731: 370 0 155 57,011 57,317 57,536 57,472: 2,195 2,259 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -2,831: -240 0 -5 -2,740 -2,871 -2,985 -2,876: 154 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.3 95.4 96.0 96.3 96.2: 3.7 3.8 Old : 100.0: 0.6 0.0 0.3 95.4 96.0 96.3 96.2: 3.7 3.8 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 : 28: 1 0 1 16 22 17 23: Old : 28: 1 0 1 16 22 17 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 : 81.7 71.9 89.2 85.2 77.8 66.0 82.1 77.7 Old : 81.7 71.9 89.2 85.2 77.8 66.0 82.1 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, March 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 : 54,412: 370 0 155 51,917 51,446 52,442 51,601: 1,970 2,811 Old : 54,412: 370 0 155 51,917 51,446 52,442 51,601: 1,970 2,811 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -2,770: 5 0 -5 -2,735 -2,531 -2,735 -2,536: -35 -234 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.3 95.4 94.5 96.4 94.8: 3.6 5.2 Old : 100.0: 0.7 0.0 0.3 95.4 94.5 96.4 94.8: 3.6 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 : 24: 1 0 1 16 18 17 19: Old : 24: 1 0 1 16 18 17 19: 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 : 83.7 74.6 90.5 87.7 80.5 69.6 83.8 80.4 Old : 83.7 74.6 90.5 87.7 80.5 69.6 83.8 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, March 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 : 12,465: 1,200 0 0 10,790 12,345 11,990 12,345: 475 120 Old : 12,465: 1,200 0 0 10,790 12,345 11,990 12,345: 475 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -743: 25 0 -28 -885 -715 -888 -743: 145 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 0.0 0.0 86.6 99.0 96.2 99.0: 3.8 1.0 Old : 100.0: 9.6 0.0 0.0 86.6 99.0 96.2 99.0: 3.8 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 : 21: 2 0 0 14 8 16 8: Old : 21: 2 0 0 14 8 16 8: 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 90.6 82.4 99.0 53.0 86.7 73.2 87.1 Old : 56.6 90.6 82.4 99.0 53.0 86.7 73.2 87.1 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, March 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 : 12,133: 0 1,010 323 11,415 10,560 11,738 11,893: 395 240 Old : 12,133: 0 1,010 323 11,415 10,560 11,738 11,893: 395 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -682: -75 -405 -2 -735 -350 -812 -757: 130 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.3 2.7 94.1 87.0 96.7 98.0: 3.3 2.0 Old : 100.0: 0.0 8.3 2.7 94.1 87.0 96.7 98.0: 3.3 2.0 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 2 1 14 11 15 13: Old : 20: 0 2 1 14 11 15 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 : 61.1 65.4 82.5 87.7 60.0 52.2 70.7 71.4 Old : 61.1 65.4 82.5 87.7 60.0 52.2 70.7 71.4 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, March 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 : 11,890: 0 3,270 0 11,495 8,410 11,495 11,680: 395 210 Old : 11,890: 0 3,270 0 11,495 8,410 11,495 11,680: 395 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -360: -100 -150 0 175 -295 75 -445: -435 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.5 0.0 96.7 70.7 96.7 98.2: 3.3 1.8 Old : 100.0: 0.0 27.5 0.0 96.7 70.7 96.7 98.2: 3.3 1.8 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 2 0 14 9 14 11: Old : 20: 0 2 0 14 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 : 62.2 63.6 84.1 94.1 56.9 56.6 74.3 79.4 Old : 62.2 63.6 84.1 94.1 56.9 56.6 74.3 79.4 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, March 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 : 27,946: 350 5,500 190 27,231 22,131 27,771 27,821: 175 125 Old : 27,946: 350 5,500 190 27,231 22,131 27,771 27,821: 175 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -810: -350 -620 0 -290 -125 -640 -745: -170 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 19.7 0.7 97.4 79.2 99.4 99.6: 0.6 0.4 Old : 100.0: 1.3 19.7 0.7 97.4 79.2 99.4 99.6: 0.6 0.4 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 : 22: 1 1 1 18 12 20 13: Old : 22: 1 1 1 18 12 20 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 : 73.0 89.3 88.2 97.9 72.4 87.6 87.0 91.8 Old : 73.0 89.3 88.2 97.9 72.4 87.6 87.0 91.8 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, March 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 : 26,405: 50 5,100 0 26,190 21,180 26,240 26,280: 165 125 Old : 26,405: 50 5,100 0 26,190 21,180 26,240 26,280: 165 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -310: -50 -185 0 -125 -115 -175 -300: -135 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 19.3 0.0 99.2 80.2 99.4 99.5: 0.6 0.5 Old : 100.0: 0.2 19.3 0.0 99.2 80.2 99.4 99.5: 0.6 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 : 21: 1 1 0 16 8 17 9: Old : 21: 1 1 0 16 8 17 9: 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 : 75.8 91.3 89.9 99.4 75.8 88.9 89.3 93.8 Old : 75.8 91.3 89.9 99.4 75.8 88.9 89.3 93.8 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, March 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 : 70,514: 10,982 580 999 55,458 65,850 67,439 67,429: 3,075 3,085 Old : 70,514: 10,982 580 999 55,458 65,850 67,439 67,429: 3,075 3,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -3,523: -561 -270 20 -2,752 -3,063 -3,293 -3,313: -230 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 0.8 1.4 78.6 93.4 95.6 95.6: 4.4 4.4 Old : 100.0: 15.6 0.8 1.4 78.6 93.4 95.6 95.6: 4.4 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 : 33: 2 1 3 24 24 27 27: Old : 33: 2 1 3 24 24 27 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 : 65.9 60.1 85.3 79.8 65.5 57.2 83.6 76.7 Old : 65.9 60.1 85.3 79.8 65.5 57.2 83.6 76.7 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, March 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 : 64,823: 15,651 230 0 47,493 62,923 63,144 63,153: 1,679 1,670 Old : 64,823: 15,651 230 0 47,493 62,923 63,144 63,153: 1,679 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -2,614: -492 30 0 -2,193 -2,718 -2,685 -2,688: 71 74 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 0.4 0.0 73.3 97.1 97.4 97.4: 2.6 2.6 Old : 100.0: 24.1 0.4 0.0 73.3 97.1 97.4 97.4: 2.6 2.6 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 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 : 67.6 63.4 89.6 82.5 66.6 60.9 88.1 78.8 Old : 67.6 63.4 89.6 82.5 66.6 60.9 88.1 78.8 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, March 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 : 29,080: 3,250 4,625 0 24,025 23,275 27,275 27,900: 1,805 1,180 Old : 29,080: 3,250 4,625 0 24,025 23,275 27,275 27,900: 1,805 1,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -1,615: -225 -100 0 -1,535 -1,410 -1,760 -1,510: 145 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 15.9 0.0 82.6 80.0 93.8 95.9: 6.2 4.1 Old : 100.0: 11.2 15.9 0.0 82.6 80.0 93.8 95.9: 6.2 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 : 25: 2 1 0 16 18 18 19: Old : 25: 2 1 0 16 18 18 19: 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 : 49.9 57.6 80.6 79.2 44.7 50.9 59.1 59.7 Old : 49.9 57.6 80.6 79.2 44.7 50.9 59.1 59.7 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, March 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 : 24,750: 1,000 0 600 22,580 23,950 24,180 24,550: 570 200 Old : 24,750: 1,000 0 600 22,580 23,950 24,180 24,550: 570 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -1,195: -100 0 0 -1,075 -1,180 -1,175 -1,180: -20 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.0 2.4 91.2 96.8 97.7 99.2: 2.3 0.8 Old : 100.0: 4.0 0.0 2.4 91.2 96.8 97.7 99.2: 2.3 0.8 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: 2 0 1 19 15 21 16: Old : 24: 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 : 56.9 58.3 75.6 80.9 46.4 44.4 57.7 57.8 Old : 56.9 58.3 75.6 80.9 46.4 44.4 57.7 57.8 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, March 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 : 26,919: 4,310 4,550 9 21,220 21,340 25,539 25,899: 1,380 1,020 Old : 26,919: 4,310 4,550 9 21,220 21,340 25,539 25,899: 1,380 1,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -1,522: -150 -275 -7 -1,250 -1,140 -1,407 -1,422: -115 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 16.9 0.0 78.8 79.3 94.9 96.2: 5.1 3.8 Old : 100.0: 16.0 16.9 0.0 78.8 79.3 94.9 96.2: 5.1 3.8 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 : 28: 3 2 1 19 18 22 21: Old : 28: 3 2 1 19 18 22 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 : 54.6 47.5 76.9 70.8 51.0 35.8 64.5 55.3 Old : 54.6 47.5 76.9 70.8 51.0 35.8 64.5 55.3 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, March 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 : 21,015: 100 1,450 710 18,880 17,905 19,690 20,065: 1,325 950 Old : 21,015: 100 1,450 710 18,880 17,905 19,690 20,065: 1,325 950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : -640: 75 0 -75 -435 -390 -435 -465: -205 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 6.9 3.4 89.8 85.2 93.7 95.5: 6.3 4.5 Old : 100.0: 0.5 6.9 3.4 89.8 85.2 93.7 95.5: 6.3 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 : 25: 1 2 2 18 17 20 20: Old : 25: 1 2 2 18 17 20 20: 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 42.3 76.4 67.6 45.8 30.8 55.3 50.9 Old : 59.1 42.3 76.4 67.6 45.8 30.8 55.3 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015