MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 20,964: 1,549 600 0 18,740 19,644 20,289 20,244: 675 720 Old : 20,964: 1,549 600 0 18,740 19,644 20,289 20,244: 675 720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 2.9 0.0 89.4 93.7 96.8 96.6: 3.2 3.4 Old : 100.0: 7.4 2.9 0.0 89.4 93.7 96.8 96.6: 3.2 3.4 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 : 24: 1 1 0 12 14 13 15: Old : 24: 1 1 0 12 14 13 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 : 74.0 54.3 91.0 80.4 67.6 54.3 84.5 78.8 Old : 74.0 54.3 91.0 80.4 67.6 54.3 84.5 78.8 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 18,140: 1,520 600 0 16,146 16,940 17,666 17,540: 474 600 Old : 18,140: 1,520 600 0 16,146 16,940 17,666 17,540: 474 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 3.3 0.0 89.0 93.4 97.4 96.7: 2.6 3.3 Old : 100.0: 8.4 3.3 0.0 89.0 93.4 97.4 96.7: 2.6 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: 1 1 0 10 16 11 17: Old : 22: 1 1 0 10 16 11 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 : 83.0 53.7 95.7 80.7 76.4 53.7 86.4 77.8 Old : 83.0 53.7 95.7 80.7 76.4 53.7 86.4 77.8 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 63,476: 370 0 155 60,756 61,062 61,281 61,217: 2,195 2,259 Old : 63,476: 370 0 155 60,756 61,062 61,281 61,217: 2,195 2,259 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,400: 0 0 0 2,400 2,400 2,400 2,400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.2 95.7 96.2 96.5 96.4: 3.5 3.6 Old : 100.0: 0.6 0.0 0.2 95.7 96.2 96.5 96.4: 3.5 3.6 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 0 1 16 22 17 23: Old : 28: 1 0 1 16 22 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 : 81.2 71.4 89.4 85.4 77.8 65.9 83.4 77.7 Old : 81.2 71.4 89.4 85.4 77.8 65.9 83.4 77.7 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 58,522: 370 0 155 56,027 55,546 56,552 55,701: 1,970 2,821 Old : 58,522: 370 0 155 56,027 55,546 56,552 55,701: 1,970 2,821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,750: 0 0 0 2,750 2,750 2,750 2,750: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.3 95.7 94.9 96.6 95.2: 3.4 4.8 Old : 100.0: 0.6 0.0 0.3 95.7 94.9 96.6 95.2: 3.4 4.8 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: 1 0 1 16 18 17 19: Old : 24: 1 0 1 16 18 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 : 83.2 74.1 90.7 87.9 81.8 69.6 85.4 81.0 Old : 83.2 74.1 90.7 87.9 81.8 69.6 85.4 81.0 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 12,465: 1,200 0 0 10,790 12,345 11,990 12,345: 475 120 Old : 12,465: 1,200 0 0 10,790 12,345 11,990 12,345: 475 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 0.0 0.0 86.6 99.0 96.2 99.0: 3.8 1.0 Old : 100.0: 9.6 0.0 0.0 86.6 99.0 96.2 99.0: 3.8 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 0 0 14 8 16 8: Old : 21: 2 0 0 14 8 16 8: 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 : 56.6 90.6 82.4 99.0 53.0 86.7 73.2 87.1 Old : 56.6 90.6 82.4 99.0 53.0 86.7 73.2 87.1 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 11,958: 0 1,010 323 11,240 10,385 11,563 11,718: 395 240 Old : 11,958: 0 1,010 323 11,240 10,385 11,563 11,718: 395 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 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 8.4 2.7 94.0 86.8 96.7 98.0: 3.3 2.0 Old : 100.0: 0.0 8.4 2.7 94.0 86.8 96.7 98.0: 3.3 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 : 20: 0 2 1 14 11 15 13: Old : 20: 0 2 1 14 11 15 13: 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 : 62.0 64.9 83.7 87.5 60.9 51.5 71.7 71.0 Old : 62.0 64.9 83.7 87.5 60.9 51.5 71.7 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 11,715: 0 3,270 0 11,320 8,235 11,320 11,505: 395 210 Old : 11,715: 0 3,270 0 11,320 8,235 11,320 11,505: 395 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 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 27.9 0.0 96.6 70.3 96.6 98.2: 3.4 1.8 Old : 100.0: 0.0 27.9 0.0 96.6 70.3 96.6 98.2: 3.4 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 0 14 9 14 11: Old : 20: 0 2 0 14 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 : 61.7 63.0 83.9 94.0 56.2 56.0 73.9 79.0 Old : 61.7 63.0 83.9 94.0 56.2 56.0 73.9 79.0 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 28,626: 350 5,475 190 27,911 22,836 28,451 28,501: 175 125 Old : 28,626: 350 5,475 190 27,911 22,836 28,451 28,501: 175 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 0: 0 -25 0 0 25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 19.1 0.7 97.5 79.8 99.4 99.6: 0.6 0.4 Old : 100.0: 1.2 19.1 0.7 97.5 79.8 99.4 99.6: 0.6 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 : 23: 1 1 1 18 14 20 15: Old : 23: 1 1 1 18 14 20 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 : 68.9 89.2 86.3 97.6 68.3 87.5 85.1 91.7 Old : 68.9 89.2 86.3 97.6 68.3 87.5 85.1 91.7 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 27,155: 50 5,100 0 26,940 21,930 26,990 27,030: 165 125 Old : 27,155: 50 5,100 0 26,940 21,930 26,990 27,030: 165 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 70: 0 0 0 70 70 70 70: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 18.8 0.0 99.2 80.8 99.4 99.5: 0.6 0.5 Old : 100.0: 0.2 18.8 0.0 99.2 80.8 99.4 99.5: 0.6 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 : 23: 1 1 0 17 10 18 11: Old : 23: 1 1 0 17 10 18 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 90.9 87.9 99.0 71.2 88.6 87.1 93.6 Old : 71.2 90.9 87.9 99.0 71.2 88.6 87.1 93.6 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 71,959: 11,147 580 1,074 56,553 67,110 68,774 68,764: 3,185 3,195 Old : 71,959: 11,147 580 1,074 56,553 67,110 68,774 68,764: 3,185 3,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 25: -25 0 25 25 0 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 0.8 1.5 78.6 93.3 95.6 95.6: 4.4 4.4 Old : 100.0: 15.5 0.8 1.5 78.6 93.3 95.6 95.6: 4.4 4.4 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 : 34: 2 1 3 25 24 28 27: Old : 34: 2 1 3 25 24 28 27: 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 : 66.0 56.9 85.1 77.6 65.5 54.0 82.3 74.6 Old : 66.0 56.9 85.1 77.6 65.5 54.0 82.3 74.6 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 66,223: 15,891 230 0 48,653 64,323 64,544 64,553: 1,679 1,670 Old : 66,223: 15,891 230 0 48,653 64,323 64,544 64,553: 1,679 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 0.3 0.0 73.5 97.1 97.5 97.5: 2.5 2.5 Old : 100.0: 24.0 0.3 0.0 73.5 97.1 97.5 97.5: 2.5 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 : 33: 2 1 0 20 25 22 26: Old : 33: 2 1 0 20 25 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 : 67.6 60.4 89.1 80.1 66.6 57.9 87.6 76.6 Old : 67.6 60.4 89.1 80.1 66.6 57.9 87.6 76.6 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 29,155: 3,150 4,625 100 24,100 23,250 27,350 27,975: 1,805 1,180 Old : 29,155: 3,150 4,625 100 24,100 23,250 27,350 27,975: 1,805 1,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 0: -100 0 100 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 15.9 0.3 82.7 79.7 93.8 96.0: 6.2 4.0 Old : 100.0: 10.8 15.9 0.3 82.7 79.7 93.8 96.0: 6.2 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 : 25: 2 1 1 16 18 18 20: Old : 25: 2 1 1 16 18 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 : 49.8 57.5 80.4 79.1 44.6 51.1 58.7 59.6 Old : 49.8 57.5 80.4 79.1 44.6 51.1 58.7 59.6 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 25,010: 1,000 50 600 22,840 24,160 24,440 24,810: 570 200 Old : 25,010: 1,000 50 600 22,840 24,160 24,440 24,810: 570 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 185: 0 50 0 185 135 185 185: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.2 2.4 91.3 96.6 97.7 99.2: 2.3 0.8 Old : 100.0: 4.0 0.2 2.4 91.3 96.6 97.7 99.2: 2.3 0.8 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: 2 1 1 20 15 22 17: Old : 25: 2 1 1 20 15 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 : 56.4 59.8 74.8 82.2 45.9 45.6 57.1 57.0 Old : 56.4 59.8 74.8 82.2 45.9 45.6 57.1 57.0 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 27,669: 4,310 4,450 109 21,870 22,090 26,289 26,649: 1,380 1,020 Old : 27,669: 4,310 4,450 109 21,870 22,090 26,289 26,649: 1,380 1,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 650: 0 -100 100 550 650 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 16.1 0.4 79.0 79.8 95.0 96.3: 5.0 3.7 Old : 100.0: 15.6 16.1 0.4 79.0 79.8 95.0 96.3: 5.0 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 : 29: 3 2 2 19 19 23 22: Old : 29: 3 2 2 19 19 23 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 : 53.0 46.6 76.8 69.3 48.3 35.1 64.8 54.5 Old : 53.0 46.6 76.8 69.3 48.3 35.1 64.8 54.5 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 with Delta-adjusted Options and Futures Combined, March 31, 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 : 21,515: 100 1,400 760 19,330 18,455 20,190 20,615: 1,325 900 Old : 21,515: 100 1,400 760 19,330 18,455 20,190 20,615: 1,325 900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 350: 0 -50 50 300 400 350 400: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 6.5 3.5 89.8 85.8 93.8 95.8: 6.2 4.2 Old : 100.0: 0.5 6.5 3.5 89.8 85.8 93.8 95.8: 6.2 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 2 3 19 18 22 21: Old : 27: 1 2 3 19 18 22 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 : 57.5 41.8 76.2 66.5 46.0 31.9 57.3 51.4 Old : 57.5 41.8 76.2 66.5 46.0 31.9 57.3 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015