MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, June 30, 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 : 20,954: 1,788 510 130 18,305 19,508 20,223 20,148: 731 806 Old : 20,954: 1,788 510 130 18,305 19,508 20,223 20,148: 731 806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 2.4 0.6 87.4 93.1 96.5 96.2: 3.5 3.8 Old : 100.0: 8.5 2.4 0.6 87.4 93.1 96.5 96.2: 3.5 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 : 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 : 76.8 69.6 91.3 86.4 73.2 69.6 87.1 84.0 Old : 76.8 69.6 91.3 86.4 73.2 69.6 87.1 84.0 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, June 30, 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 : 23,164: 1,009 510 130 21,336 21,754 22,475 22,394: 689 770 Old : 23,164: 1,009 510 130 21,336 21,754 22,475 22,394: 689 770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 2.2 0.6 92.1 93.9 97.0 96.7: 3.0 3.3 Old : 100.0: 4.4 2.2 0.6 92.1 93.9 97.0 96.7: 3.0 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: 2 1 1 10 15 12 17: Old : 22: 2 1 1 10 15 12 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.7 65.5 95.3 86.3 80.7 65.5 88.7 84.2 Old : 84.7 65.5 95.3 86.3 80.7 65.5 88.7 84.2 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, June 30, 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 : 63,452: 385 160 580 61,041 60,848 62,006 61,588: 1,446 1,864 Old : 63,452: 385 160 580 61,041 60,848 62,006 61,588: 1,446 1,864 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.3 0.9 96.2 95.9 97.7 97.1: 2.3 2.9 Old : 100.0: 0.6 0.3 0.9 96.2 95.9 97.7 97.1: 2.3 2.9 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 : 27: 1 1 2 15 21 17 23: Old : 27: 1 1 2 15 21 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 : 83.7 70.1 91.5 84.0 75.9 64.1 80.5 76.2 Old : 83.7 70.1 91.5 84.0 75.9 64.1 80.5 76.2 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, June 30, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 57,897: 385 160 580 55,657 54,911 56,622 55,651: 1,275 2,246 Old : 57,897: 385 160 580 55,657 54,911 56,622 55,651: 1,275 2,246 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 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 0.3 1.0 96.1 94.8 97.8 96.1: 2.2 3.9 Old : 100.0: 0.7 0.3 1.0 96.1 94.8 97.8 96.1: 2.2 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 2 15 18 17 20: Old : 24: 1 1 2 15 18 17 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 : 85.3 73.1 92.3 87.4 77.9 67.7 81.2 78.3 Old : 85.3 73.1 92.3 87.4 77.9 67.7 81.2 78.3 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, June 30, 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 : 14,450: 50 1,810 175 14,000 12,310 14,225 14,295: 225 155 Old : 14,450: 50 1,810 175 14,000 12,310 14,225 14,295: 225 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 145: 0 -600 125 20 620 145 145: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 12.5 1.2 96.9 85.2 98.4 98.9: 1.6 1.1 Old : 100.0: 0.3 12.5 1.2 96.9 85.2 98.4 98.9: 1.6 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 : 21: 1 2 2 14 9 16 12: Old : 21: 1 2 2 14 9 16 12: 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 : 59.6 77.1 84.6 97.6 54.8 67.1 72.4 76.4 Old : 59.6 77.1 84.6 97.6 54.8 67.1 72.4 76.4 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, June 30, 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 : 10,801: 0 1,435 296 10,200 8,860 10,496 10,591: 305 210 Old : 10,801: 0 1,435 296 10,200 8,860 10,496 10,591: 305 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 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 13.3 2.7 94.4 82.0 97.2 98.1: 2.8 1.9 Old : 100.0: 0.0 13.3 2.7 94.4 82.0 97.2 98.1: 2.8 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: 0 2 1 13 9 14 11: Old : 21: 0 2 1 13 9 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 61.8 87.6 93.4 65.8 61.8 79.6 81.1 Old : 70.0 61.8 87.6 93.4 65.8 61.8 79.6 81.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, June 30, 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 : 25,555: 0 5,370 0 25,385 20,085 25,385 25,455: 170 100 Old : 25,555: 0 5,370 0 25,385 20,085 25,385 25,455: 170 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 225: 0 0 0 225 285 225 285: 0 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.0 0.0 99.3 78.6 99.3 99.6: 0.7 0.4 Old : 100.0: 0.0 21.0 0.0 99.3 78.6 99.3 99.6: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 0 14 14 14 15: Old : 22: 0 1 0 14 14 14 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 : 71.3 88.7 89.8 97.3 70.9 88.7 89.2 93.0 Old : 71.3 88.7 89.8 97.3 70.9 88.7 89.2 93.0 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, June 30, 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 : 72,212: 11,570 230 316 57,573 68,743 69,459 69,289: 2,753 2,923 Old : 72,212: 11,570 230 316 57,573 68,743 69,459 69,289: 2,753 2,923 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 845: -2,400 0 0 3,245 845 845 845: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 0.3 0.4 79.7 95.2 96.2 96.0: 3.8 4.0 Old : 100.0: 16.0 0.3 0.4 79.7 95.2 96.2 96.0: 3.8 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 : 37: 4 1 2 21 24 26 26: Old : 37: 4 1 2 21 24 26 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 : 65.6 59.5 85.4 83.5 65.3 59.5 84.6 83.5 Old : 65.6 59.5 85.4 83.5 65.3 59.5 84.6 83.5 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, June 30, 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 : 67,995: 13,075 0 0 52,800 65,505 65,875 65,505: 2,120 2,490 Old : 67,995: 13,075 0 0 52,800 65,505 65,875 65,505: 2,120 2,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 870: -2,450 0 0 3,215 765 765 765: 105 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 0.0 0.0 77.7 96.3 96.9 96.3: 3.1 3.7 Old : 100.0: 19.2 0.0 0.0 77.7 96.3 96.9 96.3: 3.1 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 : 34: 3 0 0 20 21 23 21: Old : 34: 3 0 0 20 21 23 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 : 64.1 61.2 82.6 82.9 63.3 61.2 80.2 81.9 Old : 64.1 61.2 82.6 82.9 63.3 61.2 80.2 81.9 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, June 30, 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 : 27,029: 1,975 4,250 250 23,735 21,715 25,960 26,215: 1,069 814 Old : 27,029: 1,975 4,250 250 23,735 21,715 25,960 26,215: 1,069 814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 15.7 0.9 87.8 80.3 96.0 97.0: 4.0 3.0 Old : 100.0: 7.3 15.7 0.9 87.8 80.3 96.0 97.0: 4.0 3.0 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: 1 1 1 19 18 21 20: Old : 25: 1 1 1 19 18 21 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 : 51.0 62.4 80.0 82.9 43.3 54.8 56.1 61.8 Old : 51.0 62.4 80.0 82.9 43.3 54.8 56.1 61.8 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, June 30, 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 : 23,165: 400 600 600 22,010 21,810 23,010 23,010: 155 155 Old : 23,165: 400 600 600 22,010 21,810 23,010 23,010: 155 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 2.6 2.6 95.0 94.2 99.3 99.3: 0.7 0.7 Old : 100.0: 1.7 2.6 2.6 95.0 94.2 99.3 99.3: 0.7 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 1 1 21 15 23 17: Old : 26: 2 1 1 21 15 23 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 61.7 75.0 82.9 42.7 45.2 54.7 57.1 Old : 53.8 61.7 75.0 82.9 42.7 45.2 54.7 57.1 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, June 30, 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 : 27,066: 2,980 3,125 336 22,475 22,580 25,791 26,041: 1,275 1,025 Old : 27,066: 2,980 3,125 336 22,475 22,580 25,791 26,041: 1,275 1,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 11.5 1.2 83.0 83.4 95.3 96.2: 4.7 3.8 Old : 100.0: 11.0 11.5 1.2 83.0 83.4 95.3 96.2: 4.7 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 2 2 17 21 21 24: Old : 29: 3 2 2 17 21 21 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 : 56.5 42.0 79.9 65.1 53.3 31.1 65.0 49.5 Old : 56.5 42.0 79.9 65.1 53.3 31.1 65.0 49.5 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, June 30, 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 : 21,275: 175 670 885 19,330 19,120 20,390 20,675: 885 600 Old : 21,275: 175 670 885 19,330 19,120 20,390 20,675: 885 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 3.1 4.2 90.9 89.9 95.8 97.2: 4.2 2.8 Old : 100.0: 0.8 3.1 4.2 90.9 89.9 95.8 97.2: 4.2 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 : 25: 1 2 3 15 17 18 20: Old : 25: 1 2 3 15 17 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 : 58.4 46.4 80.1 68.5 50.1 34.0 56.9 50.7 Old : 58.4 46.4 80.1 68.5 50.1 34.0 56.9 50.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2015