MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, May 12, 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 : 20,825: 1,975 540 130 18,265 19,635 20,370 20,305: 455 520 Old : 20,825: 1,975 540 130 18,265 19,635 20,370 20,305: 455 520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : 978: -101 -30 0 1,240 1,258 1,139 1,228: -161 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 2.6 0.6 87.7 94.3 97.8 97.5: 2.2 2.5 Old : 100.0: 9.5 2.6 0.6 87.7 94.3 97.8 97.5: 2.2 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 : 24: 2 1 1 11 14 13 16: Old : 24: 2 1 1 11 14 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.5 66.7 93.4 87.0 73.9 66.7 89.1 85.9 Old : 77.5 66.7 93.4 87.0 73.9 66.7 89.1 85.9 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, May 12, 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 : 18,761: 1,116 610 175 17,086 17,496 18,377 18,281: 384 480 Old : 18,761: 1,116 610 175 17,086 17,496 18,377 18,281: 384 480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : 1,303: -101 -30 0 1,500 1,443 1,399 1,413: -96 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 3.3 0.9 91.1 93.3 98.0 97.4: 2.0 2.6 Old : 100.0: 5.9 3.3 0.9 91.1 93.3 98.0 97.4: 2.0 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 : 21: 1 2 1 9 14 11 16: Old : 21: 1 2 1 9 14 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 : 82.9 67.6 96.6 86.0 78.0 67.6 88.8 83.9 Old : 82.9 67.6 96.6 86.0 78.0 67.6 88.8 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, May 12, 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 : 59,230: 840 50 145 56,516 57,076 57,501 57,271: 1,729 1,959 Old : 59,230: 840 50 145 56,516 57,076 57,501 57,271: 1,729 1,959 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -2,059: -15 0 -5 -1,855 -1,854 -1,875 -1,859: -184 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.1 0.2 95.4 96.4 97.1 96.7: 2.9 3.3 Old : 100.0: 1.4 0.1 0.2 95.4 96.4 97.1 96.7: 2.9 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 : 28: 2 1 1 16 20 18 22: Old : 28: 2 1 1 16 20 18 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 : 81.1 72.2 89.7 86.5 79.3 68.8 84.8 81.3 Old : 81.1 72.2 89.7 86.5 79.3 68.8 84.8 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, May 12, 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 : 54,987: 840 0 145 52,562 52,455 53,547 52,600: 1,440 2,387 Old : 54,987: 840 0 145 52,562 52,455 53,547 52,600: 1,440 2,387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -1,790: -15 0 -5 -1,605 -1,564 -1,625 -1,569: -165 -221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.3 95.6 95.4 97.4 95.7: 2.6 4.3 Old : 100.0: 1.5 0.0 0.3 95.6 95.4 97.4 95.7: 2.6 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 : 24: 2 0 1 16 17 18 18: Old : 24: 2 0 1 16 17 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.9 75.3 91.0 89.3 82.9 72.7 86.6 84.7 Old : 84.9 75.3 91.0 89.3 82.9 72.7 86.6 84.7 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, May 12, 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 : 11,075: 750 0 0 9,995 10,955 10,745 10,955: 330 120 Old : 11,075: 750 0 0 9,995 10,955 10,745 10,955: 330 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -1,125: -397 0 0 -440 -1,125 -837 -1,125: -288 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 0.0 0.0 90.2 98.9 97.0 98.9: 3.0 1.1 Old : 100.0: 6.8 0.0 0.0 90.2 98.9 97.0 98.9: 3.0 1.1 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 : 22: 2 0 0 14 9 16 9: Old : 22: 2 0 0 14 9 16 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 : 61.9 90.8 90.0 98.5 60.0 89.3 82.3 91.2 Old : 61.9 90.8 90.0 98.5 60.0 89.3 82.3 91.2 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, May 12, 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 : 9,210: 0 340 0 9,090 8,870 9,090 9,210: 120 0 Old : 9,210: 0 340 0 9,090 8,870 9,090 9,210: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -370: 0 50 0 -315 -245 -315 -195: -55 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.7 0.0 98.7 96.3 98.7 100.0: 1.3 0.0 Old : 100.0: 0.0 3.7 0.0 98.7 96.3 98.7 100.0: 1.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 12 14 12 15: Old : 21: 0 1 0 12 14 12 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 : 76.5 65.6 96.2 91.6 66.7 60.4 79.2 78.5 Old : 76.5 65.6 96.2 91.6 66.7 60.4 79.2 78.5 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, May 12, 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 : 13,545: 50 2,110 50 13,100 11,130 13,200 13,290: 345 255 Old : 13,545: 50 2,110 50 13,100 11,130 13,200 13,290: 345 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 15.6 0.4 96.7 82.2 97.5 98.1: 2.5 1.9 Old : 100.0: 0.4 15.6 0.4 96.7 82.2 97.5 98.1: 2.5 1.9 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: 1 2 1 15 8 16 11: Old : 21: 1 2 1 15 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 : 60.8 81.1 84.5 96.8 60.8 71.4 80.4 81.8 Old : 60.8 81.1 84.5 96.8 60.8 71.4 80.4 81.8 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, May 12, 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 : 11,260: 0 1,235 305 10,645 9,500 10,950 11,040: 310 220 Old : 11,260: 0 1,235 305 10,645 9,500 10,950 11,040: 310 220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -809: 0 -41 -9 -790 -640 -799 -690: -10 -119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.0 2.7 94.5 84.4 97.2 98.0: 2.8 2.0 Old : 100.0: 0.0 11.0 2.7 94.5 84.4 97.2 98.0: 2.8 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 : 21: 0 2 1 14 12 15 14: Old : 21: 0 2 1 14 12 15 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 : 68.3 63.2 85.9 91.9 64.7 60.8 76.9 77.8 Old : 68.3 63.2 85.9 91.9 64.7 60.8 76.9 77.8 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, May 12, 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 : 25,938: 100 5,555 0 25,653 20,243 25,753 25,798: 185 140 Old : 25,938: 100 5,555 0 25,653 20,243 25,753 25,798: 185 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -1,003: 0 -110 0 -918 -868 -918 -978: -85 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 21.4 0.0 98.9 78.0 99.3 99.5: 0.7 0.5 Old : 100.0: 0.4 21.4 0.0 98.9 78.0 99.3 99.5: 0.7 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 14 13 15 14: Old : 21: 1 1 0 14 13 15 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 : 72.6 90.5 90.4 98.2 72.4 90.2 89.9 94.2 Old : 72.6 90.5 90.4 98.2 72.4 90.2 89.9 94.2 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, May 12, 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 : 25,030: 0 4,980 0 24,895 19,945 24,895 24,925: 135 105 Old : 25,030: 0 4,980 0 24,895 19,945 24,895 24,925: 135 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -960: 0 -60 0 -875 -890 -875 -950: -85 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 19.9 0.0 99.5 79.7 99.5 99.6: 0.5 0.4 Old : 100.0: 0.0 19.9 0.0 99.5 79.7 99.5 99.6: 0.5 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 : 21: 0 1 0 15 10 15 11: Old : 21: 0 1 0 15 10 15 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.1 91.5 91.4 99.1 74.1 90.7 90.6 95.3 Old : 74.1 91.5 91.4 99.1 74.1 90.7 90.6 95.3 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, May 12, 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 : 70,504: 13,328 230 593 53,623 66,721 67,544 67,544: 2,960 2,960 Old : 70,504: 13,328 230 593 53,623 66,721 67,544 67,544: 2,960 2,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -2,050: 622 0 -222 -2,080 -1,558 -1,680 -1,780: -370 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 0.3 0.8 76.1 94.6 95.8 95.8: 4.2 4.2 Old : 100.0: 18.9 0.3 0.8 76.1 94.6 95.8 95.8: 4.2 4.2 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 : 36: 4 1 4 24 22 29 26: Old : 36: 4 1 4 24 22 29 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 : 65.8 59.4 85.6 81.0 65.7 58.3 83.7 79.8 Old : 65.8 59.4 85.6 81.0 65.7 58.3 83.7 79.8 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, May 12, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 65,895: 15,857 0 0 48,365 64,045 64,222 64,045: 1,673 1,850 Old : 65,895: 15,857 0 0 48,365 64,045 64,222 64,045: 1,673 1,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -1,420: -323 0 0 -870 -1,090 -1,193 -1,090: -227 -330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 0.0 0.0 73.4 97.2 97.5 97.2: 2.5 2.8 Old : 100.0: 24.1 0.0 0.0 73.4 97.2 97.5 97.2: 2.5 2.8 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 : 34: 3 0 0 22 24 25 24: Old : 34: 3 0 0 22 24 25 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 : 66.8 62.4 87.8 82.8 66.4 61.6 86.8 80.9 Old : 66.8 62.4 87.8 82.8 66.4 61.6 86.8 80.9 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, May 12, 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 : 28,141: 2,800 4,475 0 24,230 22,730 27,030 27,205: 1,111 936 Old : 28,141: 2,800 4,475 0 24,230 22,730 27,030 27,205: 1,111 936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -1,177: -125 -125 -100 -800 -740 -1,025 -965: -152 -212 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 15.9 0.0 86.1 80.8 96.1 96.7: 3.9 3.3 Old : 100.0: 9.9 15.9 0.0 86.1 80.8 96.1 96.7: 3.9 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 : 27: 2 2 0 20 18 22 20: Old : 27: 2 2 0 20 18 22 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 : 49.8 61.5 79.3 82.3 42.9 55.2 56.3 62.5 Old : 49.8 61.5 79.3 82.3 42.9 55.2 56.3 62.5 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, May 12, 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 : 24,050: 600 0 600 22,760 23,280 23,960 23,880: 90 170 Old : 24,050: 600 0 600 22,760 23,280 23,960 23,880: 90 170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -1,235: -200 -50 0 -980 -1,110 -1,180 -1,160: -55 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.0 2.5 94.6 96.8 99.6 99.3: 0.4 0.7 Old : 100.0: 2.5 0.0 2.5 94.6 96.8 99.6 99.3: 0.4 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 : 26: 2 0 1 22 15 24 16: Old : 26: 2 0 1 22 15 24 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 : 53.8 62.9 74.2 84.6 43.8 47.7 54.6 58.1 Old : 53.8 62.9 74.2 84.6 43.8 47.7 54.6 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders - Futures Only, May 12, 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 : 10,075: 1,200 200 0 8,335 9,525 9,535 9,725: 540 350 Old : 10,075: 1,200 200 0 8,335 9,525 9,535 9,725: 540 350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -775: 0 -25 0 -730 -680 -730 -705: -45 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 2.0 0.0 82.7 94.5 94.6 96.5: 5.4 3.5 Old : 100.0: 11.9 2.0 0.0 82.7 94.5 94.6 96.5: 5.4 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 : 20: 1 1 0 12 10 13 11: Old : 20: 1 1 0 12 10 13 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 78.8 86.7 92.1 71.2 78.0 86.0 88.9 Old : 71.2 78.8 86.7 92.1 71.2 78.0 86.0 88.9 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, May 12, 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 : 28,498: 3,760 4,000 3 23,485 23,575 27,248 27,578: 1,250 920 Old : 28,498: 3,760 4,000 3 23,485 23,575 27,248 27,578: 1,250 920 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : 342: -262 -175 -103 840 745 475 467: -133 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 14.0 0.0 82.4 82.7 95.6 96.8: 4.4 3.2 Old : 100.0: 13.2 14.0 0.0 82.4 82.7 95.6 96.8: 4.4 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 : 31: 4 2 1 19 20 23 23: Old : 31: 4 2 1 19 20 23 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 : 56.4 42.6 79.3 66.5 52.0 31.9 67.0 53.4 Old : 56.4 42.6 79.3 66.5 52.0 31.9 67.0 53.4 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, May 12, 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 : 20,335: 150 1,370 660 18,520 17,655 19,330 19,685: 1,005 650 Old : 20,335: 150 1,370 660 18,520 17,655 19,330 19,685: 1,005 650 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 5, 2015 : : -965: 25 -10 -75 -645 -675 -695 -760: -270 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 6.7 3.2 91.1 86.8 95.1 96.8: 4.9 3.2 Old : 100.0: 0.7 6.7 3.2 91.1 86.8 95.1 96.8: 4.9 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 : 24: 1 2 2 17 16 19 19: Old : 24: 1 2 2 17 16 19 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 : 61.3 45.9 80.8 70.0 52.2 36.2 62.5 55.9 Old : 61.3 45.9 80.8 70.0 52.2 36.2 62.5 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2015