MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, September 01, 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 : 19,117: 1,112 450 130 17,380 17,997 18,622 18,577: 495 540 Old : 19,117: 1,112 450 130 17,380 17,997 18,622 18,577: 495 540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 375: 0 0 0 375 375 375 375: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 2.4 0.7 90.9 94.1 97.4 97.2: 2.6 2.8 Old : 100.0: 5.8 2.4 0.7 90.9 94.1 97.4 97.2: 2.6 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 : 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 : 81.0 73.9 92.9 88.2 78.6 73.9 89.9 86.8 Old : 81.0 73.9 92.9 88.2 78.6 73.9 89.9 86.8 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, September 01, 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: 660 525 105 20,011 20,095 20,776 20,725: 499 550 Old : 21,275: 660 525 105 20,011 20,095 20,776 20,725: 499 550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 2.5 0.5 94.1 94.5 97.7 97.4: 2.3 2.6 Old : 100.0: 3.1 2.5 0.5 94.1 94.5 97.7 97.4: 2.3 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 : 23: 1 3 1 10 15 12 18: Old : 23: 1 3 1 10 15 12 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 : 86.5 68.8 96.4 88.1 83.9 68.8 91.0 87.0 Old : 86.5 68.8 96.4 88.1 83.9 68.8 91.0 87.0 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, September 01, 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 : 57,323: 425 250 450 55,256 55,139 56,131 55,839: 1,192 1,484 Old : 57,323: 425 250 450 55,256 55,139 56,131 55,839: 1,192 1,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 110: 0 0 0 -10 110 -10 110: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.4 0.8 96.4 96.2 97.9 97.4: 2.1 2.6 Old : 100.0: 0.7 0.4 0.8 96.4 96.2 97.9 97.4: 2.1 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 : 28: 1 1 2 15 21 17 23: Old : 28: 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 : 84.1 67.7 92.3 83.8 76.1 61.2 80.2 74.5 Old : 84.1 67.7 92.3 83.8 76.1 61.2 80.2 74.5 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, September 01, 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 : 51,452: 425 250 450 49,512 48,939 50,387 49,639: 1,065 1,813 Old : 51,452: 425 250 450 49,512 48,939 50,387 49,639: 1,065 1,813 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 110: 0 0 0 -10 110 -10 110: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.5 0.9 96.2 95.1 97.9 96.5: 2.1 3.5 Old : 100.0: 0.8 0.5 0.9 96.2 95.1 97.9 96.5: 2.1 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 : 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 : 85.8 71.0 92.3 88.0 76.6 64.9 80.4 76.1 Old : 85.8 71.0 92.3 88.0 76.6 64.9 80.4 76.1 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, September 01, 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 : 13,200: 0 1,260 350 12,205 10,995 12,555 12,605: 645 595 Old : 13,200: 0 1,260 350 12,205 10,995 12,555 12,605: 645 595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -50: 0 0 0 -250 -250 -250 -250: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.5 2.7 92.5 83.3 95.1 95.5: 4.9 4.5 Old : 100.0: 0.0 9.5 2.7 92.5 83.3 95.1 95.5: 4.9 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 : 20: 0 1 2 16 10 18 12: Old : 20: 0 1 2 16 10 18 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 : 57.2 77.0 80.4 94.4 49.7 68.2 70.6 75.6 Old : 57.2 77.0 80.4 94.4 49.7 68.2 70.6 75.6 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, September 01, 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 : 10,406: 0 865 296 9,835 9,045 10,131 10,206: 275 200 Old : 10,406: 0 865 296 9,835 9,045 10,131 10,206: 275 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.3 2.8 94.5 86.9 97.4 98.1: 2.6 1.9 Old : 100.0: 0.0 8.3 2.8 94.5 86.9 97.4 98.1: 2.6 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 10 14 12: Old : 21: 0 2 1 13 10 14 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 : 70.7 69.6 89.2 90.8 65.5 69.6 80.6 84.1 Old : 70.7 69.6 89.2 90.8 65.5 69.6 80.6 84.1 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, September 01, 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 : 23,615: 0 5,170 0 23,490 18,370 23,490 23,540: 125 75 Old : 23,615: 0 5,170 0 23,490 18,370 23,490 23,540: 125 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 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 21.9 0.0 99.5 77.8 99.5 99.7: 0.5 0.3 Old : 100.0: 0.0 21.9 0.0 99.5 77.8 99.5 99.7: 0.5 0.3 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 : 23: 0 1 0 15 14 15 15: Old : 23: 0 1 0 15 14 15 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 : 69.9 87.7 89.9 97.5 69.4 87.7 89.5 93.5 Old : 69.9 87.7 89.9 97.5 69.4 87.7 89.5 93.5 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, September 01, 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 : 71,311: 9,210 150 316 58,987 67,913 68,513 68,379: 2,798 2,932 Old : 71,311: 9,210 150 316 58,987 67,913 68,513 68,379: 2,798 2,932 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 760: 0 0 0 610 610 610 610: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 0.2 0.4 82.7 95.2 96.1 95.9: 3.9 4.1 Old : 100.0: 12.9 0.2 0.4 82.7 95.2 96.1 95.9: 3.9 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 : 37: 3 1 2 22 24 26 26: Old : 37: 3 1 2 22 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 : 68.7 59.2 87.2 81.0 68.4 59.1 86.5 81.0 Old : 68.7 59.2 87.2 81.0 68.4 59.1 86.5 81.0 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, September 01, 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 : 66,938: 10,660 0 0 54,601 64,961 65,261 64,961: 1,677 1,977 Old : 66,938: 10,660 0 0 54,601 64,961 65,261 64,961: 1,677 1,977 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 868: 0 0 0 745 745 745 745: 123 123 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 0.0 0.0 81.6 97.0 97.5 97.0: 2.5 3.0 Old : 100.0: 15.9 0.0 0.0 81.6 97.0 97.5 97.0: 2.5 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 : 34: 3 0 0 21 23 24 23: Old : 34: 3 0 0 21 23 24 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 : 64.3 59.5 84.5 80.0 63.5 59.3 82.1 79.8 Old : 64.3 59.5 84.5 80.0 63.5 59.3 82.1 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, September 01, 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 : 26,165: 1,325 3,800 250 23,730 21,505 25,305 25,555: 860 610 Old : 26,165: 1,325 3,800 250 23,730 21,505 25,305 25,555: 860 610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,025: 0 0 0 1,025 1,025 1,025 1,025: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 14.5 1.0 90.7 82.2 96.7 97.7: 3.3 2.3 Old : 100.0: 5.1 14.5 1.0 90.7 82.2 96.7 97.7: 3.3 2.3 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 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 : 50.3 67.1 76.4 85.9 42.0 58.5 56.4 66.5 Old : 50.3 67.1 76.4 85.9 42.0 58.5 56.4 66.5 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, September 01, 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 : 23,940: 175 675 525 23,115 22,615 23,815 23,815: 125 125 Old : 23,940: 175 675 525 23,115 22,615 23,815 23,815: 125 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 2.8 2.2 96.6 94.5 99.5 99.5: 0.5 0.5 Old : 100.0: 0.7 2.8 2.2 96.6 94.5 99.5 99.5: 0.5 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 : 26: 1 2 1 21 15 23 17: Old : 26: 1 2 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 : 49.4 62.7 75.0 84.0 39.0 47.9 51.7 58.9 Old : 49.4 62.7 75.0 84.0 39.0 47.9 51.7 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, September 01, 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 : 15,835: 7,725 1,775 300 7,535 13,560 15,560 15,635: 275 200 Old : 15,835: 7,725 1,775 300 7,535 13,560 15,560 15,635: 275 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 11.2 1.9 47.6 85.6 98.3 98.7: 1.7 1.3 Old : 100.0: 48.8 11.2 1.9 47.6 85.6 98.3 98.7: 1.7 1.3 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 : 20: 2 1 1 14 9 17 10: Old : 20: 2 1 1 14 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 : 66.8 68.0 84.6 96.8 66.5 57.8 76.9 77.5 Old : 66.8 68.0 84.6 96.8 66.5 57.8 76.9 77.5 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, September 01, 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 : 27,714: 2,390 2,575 319 23,940 23,980 26,649 26,874: 1,065 840 Old : 27,714: 2,390 2,575 319 23,940 23,980 26,649 26,874: 1,065 840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : -650: 0 0 0 -640 -640 -640 -640: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 9.3 1.2 86.4 86.5 96.2 97.0: 3.8 3.0 Old : 100.0: 8.6 9.3 1.2 86.4 86.5 96.2 97.0: 3.8 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 : 31: 3 2 2 18 23 22 26: Old : 31: 3 2 2 18 23 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 : 57.0 39.0 76.4 61.4 49.5 27.5 55.9 43.2 Old : 57.0 39.0 76.4 61.4 49.5 27.5 55.9 43.2 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, September 01, 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 : 24,270: 385 600 790 22,025 22,235 23,200 23,625: 1,070 645 Old : 24,270: 385 600 790 22,025 22,235 23,200 23,625: 1,070 645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2015 : : 410: 0 0 0 425 425 425 425: -15 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.5 3.3 90.7 91.6 95.6 97.3: 4.4 2.7 Old : 100.0: 1.6 2.5 3.3 90.7 91.6 95.6 97.3: 4.4 2.7 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 3 17 19 20 22: Old : 26: 2 1 3 17 19 20 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 : 56.9 50.2 76.5 68.9 45.4 30.7 49.3 44.1 Old : 56.9 50.2 76.5 68.9 45.4 30.7 49.3 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015