MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, March 17, 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 : 21,114: 1,549 600 0 18,890 19,794 20,439 20,394: 675 720 Old : 21,114: 1,549 600 0 18,890 19,794 20,439 20,394: 675 720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 2.8 0.0 89.5 93.7 96.8 96.6: 3.2 3.4 Old : 100.0: 7.3 2.8 0.0 89.5 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 : 74.2 53.9 91.1 80.5 67.1 53.9 83.9 78.3 Old : 74.2 53.9 91.1 80.5 67.1 53.9 83.9 78.3 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 17, 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 : 18,150: 1,520 600 0 16,156 16,950 17,676 17,550: 474 600 Old : 18,150: 1,520 600 0 16,156 16,950 17,676 17,550: 474 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : 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 : 82.8 53.7 95.7 81.3 75.5 53.7 86.3 77.7 Old : 82.8 53.7 95.7 81.3 75.5 53.7 86.3 77.7 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 17, 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 : 61,061: 370 0 155 58,341 58,647 58,866 58,802: 2,195 2,259 Old : 61,061: 370 0 155 58,341 58,647 58,866 58,802: 2,195 2,259 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 1,330: 0 0 0 1,330 1,330 1,330 1,330: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.3 95.5 96.0 96.4 96.3: 3.6 3.7 Old : 100.0: 0.6 0.0 0.3 95.5 96.0 96.4 96.3: 3.6 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 : 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 : 80.5 70.3 89.0 84.8 77.0 64.6 82.8 76.8 Old : 80.5 70.3 89.0 84.8 77.0 64.6 82.8 76.8 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 17, 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 : 55,757: 370 0 155 53,262 52,791 53,787 52,946: 1,970 2,811 Old : 55,757: 370 0 155 53,262 52,791 53,787 52,946: 1,970 2,811 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 1,345: 0 0 0 1,345 1,345 1,345 1,345: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.3 95.5 94.7 96.5 95.0: 3.5 5.0 Old : 100.0: 0.7 0.0 0.3 95.5 94.7 96.5 95.0: 3.5 5.0 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 : 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 : 82.4 72.8 90.2 87.3 80.7 67.9 84.5 79.9 Old : 82.4 72.8 90.2 87.3 80.7 67.9 84.5 79.9 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 17, 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 10, 2015 : : 0: 0 0 0 0 0 0 0: 0 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 17, 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 : 11,958: 0 1,010 323 11,240 10,385 11,563 11,718: 395 240 Old : 11,958: 0 1,010 323 11,240 10,385 11,563 11,718: 395 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : -175: 0 0 0 -175 -175 -175 -175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.4 2.7 94.0 86.8 96.7 98.0: 3.3 2.0 Old : 100.0: 0.0 8.4 2.7 94.0 86.8 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 : 62.0 64.9 83.7 87.5 60.9 51.5 71.7 71.0 Old : 62.0 64.9 83.7 87.5 60.9 51.5 71.7 71.0 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 17, 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 : 11,715: 0 3,270 0 11,320 8,235 11,320 11,505: 395 210 Old : 11,715: 0 3,270 0 11,320 8,235 11,320 11,505: 395 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : -175: 0 0 0 -175 -175 -175 -175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.9 0.0 96.6 70.3 96.6 98.2: 3.4 1.8 Old : 100.0: 0.0 27.9 0.0 96.6 70.3 96.6 98.2: 3.4 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 : 61.7 63.0 83.9 94.0 56.2 56.0 73.9 79.0 Old : 61.7 63.0 83.9 94.0 56.2 56.0 73.9 79.0 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 17, 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 : 28,626: 350 5,500 190 27,911 22,811 28,451 28,501: 175 125 Old : 28,626: 350 5,500 190 27,911 22,811 28,451 28,501: 175 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 680: 0 0 0 680 680 680 680: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 19.2 0.7 97.5 79.7 99.4 99.6: 0.6 0.4 Old : 100.0: 1.2 19.2 0.7 97.5 79.7 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 : 23: 1 1 1 18 13 20 14: Old : 23: 1 1 1 18 13 20 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 : 71.6 89.2 88.3 97.6 71.0 87.6 87.2 91.8 Old : 71.6 89.2 88.3 97.6 71.0 87.6 87.2 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 17, 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 : 27,085: 50 5,100 0 26,870 21,860 26,920 26,960: 165 125 Old : 27,085: 50 5,100 0 26,870 21,860 26,920 26,960: 165 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 680: 0 0 0 680 680 680 680: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 18.8 0.0 99.2 80.7 99.4 99.5: 0.6 0.5 Old : 100.0: 0.2 18.8 0.0 99.2 80.7 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 : 22: 1 1 0 16 9 17 10: Old : 22: 1 1 0 16 9 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 : 74.3 91.2 90.1 99.2 74.3 88.8 89.5 93.8 Old : 74.3 91.2 90.1 99.2 74.3 88.8 89.5 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 17, 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 : 71,874: 11,222 580 999 56,578 67,210 68,799 68,789: 3,075 3,085 Old : 71,874: 11,222 580 999 56,578 67,210 68,799 68,789: 3,075 3,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 1,360: 240 0 0 1,120 1,360 1,360 1,360: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 0.8 1.4 78.7 93.5 95.7 95.7: 4.3 4.3 Old : 100.0: 15.6 0.8 1.4 78.7 93.5 95.7 95.7: 4.3 4.3 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 : 34: 2 1 3 25 24 28 27: Old : 34: 2 1 3 25 24 28 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 : 66.1 58.6 85.2 78.6 65.7 55.7 82.8 75.6 Old : 66.1 58.6 85.2 78.6 65.7 55.7 82.8 75.6 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 17, 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 : 66,063: 15,891 230 0 48,493 64,163 64,384 64,393: 1,679 1,670 Old : 66,063: 15,891 230 0 48,493 64,163 64,384 64,393: 1,679 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 1,240: 240 0 0 1,000 1,240 1,240 1,240: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 0.3 0.0 73.4 97.1 97.5 97.5: 2.5 2.5 Old : 100.0: 24.1 0.3 0.0 73.4 97.1 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 20 25 22 26: Old : 33: 2 1 0 20 25 22 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 89.6 81.6 67.1 59.5 88.1 78.0 Old : 68.0 61.9 89.6 81.6 67.1 59.5 88.1 78.0 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 17, 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 : 29,155: 3,250 4,625 0 24,100 23,350 27,350 27,975: 1,805 1,180 Old : 29,155: 3,250 4,625 0 24,100 23,350 27,350 27,975: 1,805 1,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 75: 0 0 0 75 75 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 15.9 0.0 82.7 80.1 93.8 96.0: 6.2 4.0 Old : 100.0: 11.1 15.9 0.0 82.7 80.1 93.8 96.0: 6.2 4.0 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 : 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 : 49.8 57.7 80.4 79.3 44.6 51.1 59.0 59.8 Old : 49.8 57.7 80.4 79.3 44.6 51.1 59.0 59.8 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 17, 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: 1,000 0 600 22,655 24,025 24,255 24,625: 570 200 Old : 24,825: 1,000 0 600 22,655 24,025 24,255 24,625: 570 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2015 : : 75: 0 0 0 75 75 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.0 2.4 91.3 96.8 97.7 99.2: 2.3 0.8 Old : 100.0: 4.0 0.0 2.4 91.3 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 : 56.8 58.4 75.3 81.0 46.2 44.3 57.5 57.6 Old : 56.8 58.4 75.3 81.0 46.2 44.3 57.5 57.6 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 17, 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 10, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 17, 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 10, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 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 20, 2015