MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, May 26, 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 : 21,451: 1,975 540 130 18,505 19,875 20,610 20,545: 841 906 Old : 21,451: 1,975 540 130 18,505 19,875 20,610 20,545: 841 906 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 50: 0 0 0 0 0 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 2.5 0.6 86.3 92.7 96.1 95.8: 3.9 4.2 Old : 100.0: 9.2 2.5 0.6 86.3 92.7 96.1 95.8: 3.9 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 : 24: 2 1 1 12 14 14 16: Old : 24: 2 1 1 12 14 14 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 : 75.2 67.6 90.6 85.6 71.7 67.6 86.5 83.4 Old : 75.2 67.6 90.6 85.6 71.7 67.6 86.5 83.4 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 26, 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 : 19,361: 1,116 610 175 17,336 17,746 18,627 18,531: 734 830 Old : 19,361: 1,116 610 175 17,336 17,746 18,627 18,531: 734 830 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 3.2 0.9 89.5 91.7 96.2 95.7: 3.8 4.3 Old : 100.0: 5.8 3.2 0.9 89.5 91.7 96.2 95.7: 3.8 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 : 21: 1 2 1 10 14 12 16: Old : 21: 1 2 1 10 14 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 : 80.3 68.6 94.0 84.6 75.6 68.6 86.1 81.3 Old : 80.3 68.6 94.0 84.6 75.6 68.6 86.1 81.3 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 26, 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 : 61,030: 840 50 145 58,316 58,876 59,301 59,071: 1,729 1,959 Old : 61,030: 840 50 145 58,316 58,876 59,301 59,071: 1,729 1,959 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.1 0.2 95.6 96.5 97.2 96.8: 2.8 3.2 Old : 100.0: 1.4 0.1 0.2 95.6 96.5 97.2 96.8: 2.8 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 : 28: 2 1 1 16 21 18 23: Old : 28: 2 1 1 16 21 18 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 : 81.4 70.1 90.0 83.9 75.4 64.8 80.8 76.9 Old : 81.4 70.1 90.0 83.9 75.4 64.8 80.8 76.9 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 26, 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 : 56,787: 840 0 145 54,362 54,255 55,347 54,400: 1,440 2,387 Old : 56,787: 840 0 145 54,362 54,255 55,347 54,400: 1,440 2,387 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.3 95.7 95.5 97.5 95.8: 2.5 4.2 Old : 100.0: 1.5 0.0 0.3 95.7 95.5 97.5 95.8: 2.5 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 : 25: 2 0 1 16 19 18 20: Old : 25: 2 0 1 16 19 18 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 : 83.4 72.9 91.2 86.7 78.7 68.3 82.3 79.9 Old : 83.4 72.9 91.2 86.7 78.7 68.3 82.3 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, May 26, 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 : 11,225: 750 0 0 10,145 11,105 10,895 11,105: 330 120 Old : 11,225: 750 0 0 10,145 11,105 10,895 11,105: 330 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 0.0 0.0 90.4 98.9 97.1 98.9: 2.9 1.1 Old : 100.0: 6.7 0.0 0.0 90.4 98.9 97.1 98.9: 2.9 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 : 63.7 90.9 90.2 98.5 62.4 88.2 83.4 89.9 Old : 63.7 90.9 90.2 98.5 62.4 88.2 83.4 89.9 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 26, 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 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 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 26, 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 : 13,845: 50 2,410 50 13,400 11,130 13,500 13,590: 345 255 Old : 13,845: 50 2,410 50 13,400 11,130 13,500 13,590: 345 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 300: 0 300 0 300 0 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 17.4 0.4 96.8 80.4 97.5 98.2: 2.5 1.8 Old : 100.0: 0.4 17.4 0.4 96.8 80.4 97.5 98.2: 2.5 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 : 22: 1 2 1 16 8 17 11: Old : 22: 1 2 1 16 8 17 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 : 59.4 80.1 82.7 96.9 59.4 70.5 78.7 82.2 Old : 59.4 80.1 82.7 96.9 59.4 70.5 78.7 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders - Futures Only, May 26, 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 : 10,375: 0 4,280 0 10,225 6,035 10,225 10,315: 150 60 Old : 10,375: 0 4,280 0 10,225 6,035 10,225 10,315: 150 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 41.3 0.0 98.6 58.2 98.6 99.4: 1.4 0.6 Old : 100.0: 0.0 41.3 0.0 98.6 58.2 98.6 99.4: 1.4 0.6 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 : 20: 0 2 0 15 9 15 11: Old : 20: 0 2 0 15 9 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 : 55.7 73.3 82.0 97.7 52.1 67.2 76.8 80.0 Old : 55.7 73.3 82.0 97.7 52.1 67.2 76.8 80.0 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 26, 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 : 11,460: 0 1,435 305 10,845 9,500 11,150 11,240: 310 220 Old : 11,460: 0 1,435 305 10,845 9,500 11,150 11,240: 310 220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 100: 0 100 0 100 0 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.5 2.7 94.6 82.9 97.3 98.1: 2.7 1.9 Old : 100.0: 0.0 12.5 2.7 94.6 82.9 97.3 98.1: 2.7 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 : 22: 0 2 1 15 12 16 14: Old : 22: 0 2 1 15 12 16 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 : 67.1 62.1 85.3 92.0 63.6 59.8 76.4 78.2 Old : 67.1 62.1 85.3 92.0 63.6 59.8 76.4 78.2 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 26, 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 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 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 26, 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 : 25,080: 0 4,980 0 24,945 19,995 24,945 24,975: 135 105 Old : 25,080: 0 4,980 0 24,945 19,995 24,945 24,975: 135 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 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 : 73.9 91.3 91.5 99.1 73.9 90.5 90.4 95.1 Old : 73.9 91.3 91.5 99.1 73.9 90.5 90.4 95.1 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 26, 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 : 71,674: 13,828 230 593 54,293 67,891 68,714 68,714: 2,960 2,960 Old : 71,674: 13,828 230 593 54,293 67,891 68,714 68,714: 2,960 2,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 400: 400 0 0 0 400 400 400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 0.3 0.8 75.7 94.7 95.9 95.9: 4.1 4.1 Old : 100.0: 19.3 0.3 0.8 75.7 94.7 95.9 95.9: 4.1 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 : 36: 4 1 4 24 24 29 28: Old : 36: 4 1 4 24 24 29 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 : 66.4 58.2 85.9 80.7 66.2 57.1 83.9 79.5 Old : 66.4 58.2 85.9 80.7 66.2 57.1 83.9 79.5 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 26, 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 : 66,435: 16,157 0 0 48,230 64,210 64,387 64,210: 2,048 2,225 Old : 66,435: 16,157 0 0 48,230 64,210 64,387 64,210: 2,048 2,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 400: 300 0 0 -100 200 200 200: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 0.0 0.0 72.6 96.7 96.9 96.7: 3.1 3.3 Old : 100.0: 24.3 0.0 0.0 72.6 96.7 96.9 96.7: 3.1 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 : 35: 3 0 0 22 25 25 25: Old : 35: 3 0 0 22 25 25 25: 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 : 66.5 60.7 87.3 81.5 65.7 59.9 86.0 79.7 Old : 66.5 60.7 87.3 81.5 65.7 59.9 86.0 79.7 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 26, 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 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 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 56.6 62.5 Old : 49.8 61.5 79.3 82.3 42.9 55.2 56.6 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 26, 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 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 26, 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 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 26, 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 : 28,489: 3,270 4,000 89 23,920 23,325 27,279 27,414: 1,210 1,075 Old : 28,489: 3,270 4,000 89 23,920 23,325 27,279 27,414: 1,210 1,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 14.0 0.3 84.0 81.9 95.8 96.2: 4.2 3.8 Old : 100.0: 11.5 14.0 0.3 84.0 81.9 95.8 96.2: 4.2 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 : 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 : 57.4 41.7 79.6 66.1 53.3 31.4 67.2 52.8 Old : 57.4 41.7 79.6 66.1 53.3 31.4 67.2 52.8 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 26, 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 : 20,585: 150 1,370 660 18,780 17,880 19,590 19,910: 995 675 Old : 20,585: 150 1,370 660 18,780 17,880 19,590 19,910: 995 675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 6.7 3.2 91.2 86.9 95.2 96.7: 4.8 3.3 Old : 100.0: 0.7 6.7 3.2 91.2 86.9 95.2 96.7: 4.8 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 : 25: 1 2 2 17 17 19 20: Old : 25: 1 2 2 17 17 19 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 : 60.6 45.3 80.1 68.7 52.0 35.5 63.1 54.8 Old : 60.6 45.3 80.1 68.7 52.0 35.5 63.1 54.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2015