MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders - Futures Only, October 13, 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 : 18,021: 687 30 65 16,915 17,362 17,667 17,457: 354 564
Old : 18,021: 687 30 65 16,915 17,362 17,667 17,457: 354 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 -100 0 -100 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.2 0.4 93.9 96.3 98.0 96.9: 2.0 3.1
Old : 100.0: 3.8 0.2 0.4 93.9 96.3 98.0 96.9: 2.0 3.1
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 1 1 11 12 13 14:
Old : 22: 2 1 1 11 12 13 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 : 84.9 78.4 94.6 90.2 83.2 78.4 92.6 88.5
Old : 84.9 78.4 94.6 90.2 83.2 78.4 92.6 88.5
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, October 13, 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 : 20,246: 386 30 65 19,441 19,581 19,892 19,676: 354 570
Old : 20,246: 386 30 65 19,441 19,581 19,892 19,676: 354 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 -100 0 -100 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.1 0.3 96.0 96.7 98.3 97.2: 1.7 2.8
Old : 100.0: 1.9 0.1 0.3 96.0 96.7 98.3 97.2: 1.7 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 : 21: 2 1 1 9 13 11 15:
Old : 21: 2 1 1 9 13 11 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 : 88.6 74.8 97.4 91.0 86.8 74.8 93.6 89.8
Old : 88.6 74.8 97.4 91.0 86.8 74.8 93.6 89.8
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, October 13, 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 : 54,860: 0 140 260 53,781 53,366 54,041 53,766: 819 1,094
Old : 54,860: 0 140 260 53,781 53,366 54,041 53,766: 819 1,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -250: 0 -600 0 -250 600 -250 0: 0 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.5 98.0 97.3 98.5 98.0: 1.5 2.0
Old : 100.0: 0.0 0.3 0.5 98.0 97.3 98.5 98.0: 1.5 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 : 28: 0 1 1 17 22 18 23:
Old : 28: 0 1 1 17 22 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 : 84.7 64.6 93.4 81.4 75.5 57.7 77.8 69.3
Old : 84.7 64.6 93.4 81.4 75.5 57.7 77.8 69.3
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, October 13, 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 : 47,607: 260 0 0 46,612 46,239 46,872 46,239: 735 1,368
Old : 47,607: 260 0 0 46,612 46,239 46,872 46,239: 735 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 260 -340 -260 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 97.9 97.1 98.5 97.1: 1.5 2.9
Old : 100.0: 0.5 0.0 0.0 97.9 97.1 98.5 97.1: 1.5 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 : 25: 1 0 0 16 19 17 19:
Old : 25: 1 0 0 16 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 67.0 93.4 85.6 76.9 60.7 80.2 73.1
Old : 86.8 67.0 93.4 85.6 76.9 60.7 80.2 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders - Futures Only, October 13, 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 : 10,551: 0 980 231 10,195 9,150 10,426 10,361: 125 190
Old : 10,551: 0 980 231 10,195 9,150 10,426 10,361: 125 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 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 9.3 2.2 96.6 86.7 98.8 98.2: 1.2 1.8
Old : 100.0: 0.0 9.3 2.2 96.6 86.7 98.8 98.2: 1.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 9 12 10 14:
Old : 20: 0 2 1 9 12 10 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 : 73.4 67.2 96.2 87.3 64.7 67.2 87.6 82.5
Old : 73.4 67.2 96.2 87.3 64.7 67.2 87.6 82.5
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, October 13, 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 : 22,290: 0 4,310 0 22,190 17,965 22,190 22,275: 100 15
Old : 22,290: 0 4,310 0 22,190 17,965 22,190 22,275: 100 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 690: 0 -150 0 690 840 690 690: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.3 0.0 99.6 80.6 99.6 99.9: 0.4 0.1
Old : 100.0: 0.0 19.3 0.0 99.6 80.6 99.6 99.9: 0.4 0.1
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 : 24: 0 1 0 17 13 17 14:
Old : 24: 0 1 0 17 13 17 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 : 67.4 86.4 89.5 98.1 67.0 86.0 89.0 96.4
Old : 67.4 86.4 89.5 98.1 67.0 86.0 89.0 96.4
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, October 13, 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 : 21,645: 0 4,410 0 21,565 17,205 21,565 21,615: 80 30
Old : 21,645: 0 4,410 0 21,565 17,205 21,565 21,615: 80 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 975: 0 0 0 975 975 975 975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.4 0.0 99.6 79.5 99.6 99.9: 0.4 0.1
Old : 100.0: 0.0 20.4 0.0 99.6 79.5 99.6 99.9: 0.4 0.1
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 : 20: 0 1 0 13 10 13 11:
Old : 20: 0 1 0 13 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 : 68.0 88.5 90.4 98.8 67.5 88.5 90.0 97.7
Old : 68.0 88.5 90.4 98.8 67.5 88.5 90.0 97.7
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, October 13, 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 : 68,682: 9,282 0 323 56,019 65,176 65,624 65,499: 3,058 3,183
Old : 68,682: 9,282 0 323 56,019 65,176 65,624 65,499: 3,058 3,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,635: -150 0 0 1,589 1,439 1,439 1,439: 196 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.5 81.6 94.9 95.5 95.4: 4.5 4.6
Old : 100.0: 13.5 0.0 0.5 81.6 94.9 95.5 95.4: 4.5 4.6
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 : 36: 4 0 2 21 26 25 28:
Old : 36: 4 0 2 21 26 25 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 : 69.1 56.6 85.8 79.0 67.5 56.4 83.3 78.6
Old : 69.1 56.6 85.8 79.0 67.5 56.4 83.3 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders - Futures Only, October 13, 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 : 64,008: 10,505 0 100 51,642 62,022 62,247 62,122: 1,761 1,886
Old : 64,008: 10,505 0 100 51,642 62,022 62,247 62,122: 1,761 1,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,355: 0 0 0 1,105 1,105 1,105 1,105: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.0 0.2 80.7 96.9 97.2 97.1: 2.8 2.9
Old : 100.0: 16.4 0.0 0.2 80.7 96.9 97.2 97.1: 2.8 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 : 33: 4 0 1 19 23 23 24:
Old : 33: 4 0 1 19 23 23 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 : 64.6 57.4 84.9 78.9 62.9 57.1 81.7 78.7
Old : 64.6 57.4 84.9 78.9 62.9 57.1 81.7 78.7
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, October 13, 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 : 23,596: 1,175 100 350 21,205 22,550 22,730 23,000: 866 596
Old : 23,596: 1,175 100 350 21,205 22,550 22,730 23,000: 866 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.4 1.5 89.9 95.6 96.3 97.5: 3.7 2.5
Old : 100.0: 5.0 0.4 1.5 89.9 95.6 96.3 97.5: 3.7 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 : 26: 2 1 2 18 18 22 20:
Old : 26: 2 1 2 18 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 : 53.4 68.3 77.5 86.5 45.6 63.7 64.2 71.9
Old : 53.4 68.3 77.5 86.5 45.6 63.7 64.2 71.9
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, October 13, 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 : 21,970: 750 600 0 21,075 21,225 21,825 21,825: 145 145
Old : 21,970: 750 600 0 21,075 21,225 21,825 21,825: 145 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.7 0.0 95.9 96.6 99.3 99.3: 0.7 0.7
Old : 100.0: 3.4 2.7 0.0 95.9 96.6 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 0 20 16 22 17:
Old : 26: 2 1 0 20 16 22 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 : 48.0 66.1 76.0 85.9 38.5 52.3 53.9 64.1
Old : 48.0 66.1 76.0 85.9 38.5 52.3 53.9 64.1
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, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 12,755: 4,575 325 0 7,945 12,300 12,520 12,625: 235 130
Old : 12,755: 4,575 325 0 7,945 12,300 12,520 12,625: 235 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 2.5 0.0 62.3 96.4 98.2 99.0: 1.8 1.0
Old : 100.0: 35.9 2.5 0.0 62.3 96.4 98.2 99.0: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 0 14 10 16 11:
Old : 21: 2 1 0 14 10 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 : 62.4 72.8 85.2 94.9 58.7 57.5 69.6 70.8
Old : 62.4 72.8 85.2 94.9 58.7 57.5 69.6 70.8
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, October 13, 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 : 7,635: 1,200 125 0 6,110 7,350 7,310 7,475: 325 160
Old : 7,635: 1,200 125 0 6,110 7,350 7,310 7,475: 325 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 1.6 0.0 80.0 96.3 95.7 97.9: 4.3 2.1
Old : 100.0: 15.7 1.6 0.0 80.0 96.3 95.7 97.9: 4.3 2.1
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 : 20: 1 1 0 11 10 12 11:
Old : 20: 1 1 0 11 10 12 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 : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8
Old : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8
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, October 13, 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 : 26,361: 620 2,225 311 24,510 23,115 25,441 25,651: 920 710
Old : 26,361: 620 2,225 311 24,510 23,115 25,441 25,651: 920 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 8.4 1.2 93.0 87.7 96.5 97.3: 3.5 2.7
Old : 100.0: 2.4 8.4 1.2 93.0 87.7 96.5 97.3: 3.5 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 : 30: 3 3 2 17 21 21 25:
Old : 30: 3 3 2 17 21 21 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 : 58.0 39.5 78.0 62.3 45.1 24.6 50.5 41.3
Old : 58.0 39.5 78.0 62.3 45.1 24.6 50.5 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders - Futures Only, October 13, 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 : 24,160: 510 925 290 22,335 22,305 23,135 23,520: 1,025 640
Old : 24,160: 510 925 290 22,335 22,305 23,135 23,520: 1,025 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 245: 30 0 0 90 90 120 90: 125 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.8 1.2 92.4 92.3 95.8 97.4: 4.2 2.6
Old : 100.0: 2.1 3.8 1.2 92.4 92.3 95.8 97.4: 4.2 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 3 2 19 20 21 24:
Old : 28: 1 3 2 19 20 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 : 57.6 53.2 78.5 74.4 47.1 34.2 54.5 50.4
Old : 57.6 53.2 78.5 74.4 47.1 34.2 54.5 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015