MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 19,602: 1,397 570 0 17,640 18,412 19,037 18,982: 565 620 Old : 19,602: 1,397 570 0 17,640 18,412 19,037 18,982: 565 620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -1,362: -152 -30 0 -1,100 -1,232 -1,252 -1,262: -110 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 2.9 0.0 90.0 93.9 97.1 96.8: 2.9 3.2 Old : 100.0: 7.1 2.9 0.0 90.0 93.9 97.1 96.8: 2.9 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 74.9 55.2 91.6 80.6 68.8 55.2 85.5 79.4 Old : 74.9 55.2 91.6 80.6 68.8 55.2 85.5 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 17,118: 1,368 570 0 15,321 16,008 16,689 16,578: 429 540 Old : 17,118: 1,368 570 0 15,321 16,008 16,689 16,578: 429 540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -1,022: -152 -30 0 -825 -932 -977 -962: -45 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 3.3 0.0 89.5 93.5 97.5 96.8: 2.5 3.2 Old : 100.0: 8.0 3.3 0.0 89.5 93.5 97.5 96.8: 2.5 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 0 11 16 12 17: Old : 22: 1 1 0 11 16 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 : 82.7 54.3 95.4 81.1 76.0 53.9 85.7 77.7 Old : 82.7 54.3 95.4 81.1 76.0 53.9 85.7 77.7 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, April 7, 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 : 60,289: 375 0 150 57,771 58,080 58,296 58,230: 1,993 2,059 Old : 60,289: 375 0 150 57,771 58,080 58,296 58,230: 1,993 2,059 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -3,187: 5 0 -5 -2,985 -2,982 -2,985 -2,987: -202 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.2 95.8 96.3 96.7 96.6: 3.3 3.4 Old : 100.0: 0.6 0.0 0.2 95.8 96.3 96.7 96.6: 3.3 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 : 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 : 81.6 71.1 89.8 85.4 78.8 66.3 84.5 78.5 Old : 81.6 71.1 89.8 85.4 78.8 66.3 84.5 78.5 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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 55,677: 375 0 150 53,367 52,919 53,892 53,069: 1,785 2,608 Old : 55,677: 375 0 150 53,367 52,919 53,892 53,069: 1,785 2,608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -2,845: 5 0 -5 -2,660 -2,627 -2,660 -2,632: -185 -213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 0.3 95.9 95.0 96.8 95.3: 3.2 4.7 Old : 100.0: 0.7 0.0 0.3 95.9 95.0 96.8 95.3: 3.2 4.7 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 : 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 : 83.6 73.9 90.9 88.0 82.7 70.2 86.4 82.0 Old : 83.6 73.9 90.9 88.0 82.7 70.2 86.4 82.0 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, April 7, 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 : 11,490: 900 0 0 10,150 11,370 11,050 11,370: 440 120 Old : 11,490: 900 0 0 10,150 11,370 11,050 11,370: 440 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -975: -300 0 0 -640 -975 -940 -975: -35 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 0.0 0.0 88.3 99.0 96.2 99.0: 3.8 1.0 Old : 100.0: 7.8 0.0 0.0 88.3 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 : 59.2 91.2 85.3 99.0 56.0 88.2 75.2 88.6 Old : 59.2 91.2 85.3 99.0 56.0 88.2 75.2 88.6 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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 11,249: 0 1,185 314 10,550 9,520 10,864 11,019: 385 230 Old : 11,249: 0 1,185 314 10,550 9,520 10,864 11,019: 385 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -709: 0 175 -9 -690 -865 -699 -699: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.5 2.8 93.8 84.6 96.6 98.0: 3.4 2.0 Old : 100.0: 0.0 10.5 2.8 93.8 84.6 96.6 98.0: 3.4 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 : 62.6 65.2 83.3 91.0 61.7 53.8 74.1 76.8 Old : 62.6 65.2 83.3 91.0 61.7 53.8 74.1 76.8 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, April 7, 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 : 27,186: 0 5,665 0 27,036 21,406 27,036 27,071: 150 115 Old : 27,186: 0 5,665 0 27,036 21,406 27,036 27,071: 150 115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -1,440: -350 190 -190 -875 -1,430 -1,415 -1,430: -25 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 20.8 0.0 99.4 78.7 99.4 99.6: 0.6 0.4 Old : 100.0: 0.0 20.8 0.0 99.4 78.7 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: 0 1 0 18 13 18 14: Old : 23: 0 1 0 18 13 18 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 : 70.8 90.5 87.7 98.0 70.4 89.4 86.8 93.1 Old : 70.8 90.5 87.7 98.0 70.4 89.4 86.8 93.1 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, April 7, 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 : 26,100: 0 5,040 0 25,950 20,945 25,950 25,985: 150 115 Old : 26,100: 0 5,040 0 25,950 20,945 25,950 25,985: 150 115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -1,055: -50 -60 0 -990 -985 -1,040 -1,045: -15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 19.3 0.0 99.4 80.2 99.4 99.6: 0.6 0.4 Old : 100.0: 0.0 19.3 0.0 99.4 80.2 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 : 22: 0 1 0 16 10 16 11: Old : 22: 0 1 0 16 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 : 72.7 91.5 89.3 99.0 72.7 90.2 88.7 94.9 Old : 72.7 91.5 89.3 99.0 72.7 90.2 88.7 94.9 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, April 7, 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 : 67,764: 11,726 230 795 52,298 63,794 64,819 64,819: 2,945 2,945 Old : 67,764: 11,726 230 795 52,298 63,794 64,819 64,819: 2,945 2,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -4,195: 579 -350 -279 -4,255 -3,316 -3,955 -3,945: -240 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 0.3 1.2 77.2 94.1 95.7 95.7: 4.3 4.3 Old : 100.0: 17.3 0.3 1.2 77.2 94.1 95.7 95.7: 4.3 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 1 3 22 25 25 28: Old : 34: 2 1 3 22 25 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 : 66.8 59.0 86.6 78.3 66.5 56.6 84.0 75.6 Old : 66.8 59.0 86.6 78.3 66.5 56.6 84.0 75.6 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, April 7, 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 : 63,265: 15,324 0 0 46,340 61,490 61,664 61,490: 1,601 1,775 Old : 63,265: 15,324 0 0 46,340 61,490 61,664 61,490: 1,601 1,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -2,958: -567 -230 0 -2,313 -2,833 -2,880 -3,063: -78 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 0.0 0.0 73.2 97.2 97.5 97.2: 2.5 2.8 Old : 100.0: 24.2 0.0 0.0 73.2 97.2 97.5 97.2: 2.5 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 : 32: 2 0 0 20 24 22 24: Old : 32: 2 0 0 20 24 22 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 : 68.4 61.6 90.1 80.8 67.8 59.9 89.0 78.1 Old : 68.4 61.6 90.1 80.8 67.8 59.9 89.0 78.1 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, April 7, 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 : 27,878: 2,925 4,500 100 23,175 22,220 26,200 26,820: 1,678 1,058 Old : 27,878: 2,925 4,500 100 23,175 22,220 26,200 26,820: 1,678 1,058 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -1,277: -225 -125 0 -925 -1,030 -1,150 -1,155: -127 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 16.1 0.4 83.1 79.7 94.0 96.2: 6.0 3.8 Old : 100.0: 10.5 16.1 0.4 83.1 79.7 94.0 96.2: 6.0 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 : 25: 2 1 1 16 19 18 21: Old : 25: 2 1 1 16 19 18 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 : 51.1 58.3 80.9 79.8 45.2 51.5 58.5 59.5 Old : 51.1 58.3 80.9 79.8 45.2 51.5 58.5 59.5 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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 23,690: 800 50 600 21,740 22,855 23,140 23,505: 550 185 Old : 23,690: 800 50 600 21,740 22,855 23,140 23,505: 550 185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -1,320: -200 0 0 -1,100 -1,305 -1,300 -1,305: -20 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 0.2 2.5 91.8 96.5 97.7 99.2: 2.3 0.8 Old : 100.0: 3.4 0.2 2.5 91.8 96.5 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 : 56.3 59.9 75.1 82.5 45.5 45.0 56.2 57.1 Old : 56.3 59.9 75.1 82.5 45.5 45.0 56.2 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 with Delta-adjusted Options and Futures Combined, April 7, 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 : 26,546: 4,030 4,175 106 21,095 21,295 25,231 25,576: 1,315 970 Old : 26,546: 4,030 4,175 106 21,095 21,295 25,231 25,576: 1,315 970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -1,123: -280 -275 -3 -775 -795 -1,058 -1,073: -65 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 15.7 0.4 79.5 80.2 95.0 96.3: 5.0 3.7 Old : 100.0: 15.2 15.7 0.4 79.5 80.2 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 : 30: 3 2 2 20 20 24 23: Old : 30: 3 2 2 20 20 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 : 52.9 46.0 77.3 68.6 48.0 34.2 64.2 53.0 Old : 52.9 46.0 77.3 68.6 48.0 34.2 64.2 53.0 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, April 7, 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 : 21,170: 125 1,340 735 19,145 18,320 20,005 20,395: 1,165 775 Old : 21,170: 125 1,340 735 19,145 18,320 20,005 20,395: 1,165 775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : -345: 25 -60 -25 -185 -135 -185 -220: -160 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 6.3 3.5 90.4 86.5 94.5 96.3: 5.5 3.7 Old : 100.0: 0.6 6.3 3.5 90.4 86.5 94.5 96.3: 5.5 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 : 26: 1 2 3 19 17 22 20: Old : 26: 1 2 3 19 17 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 : 58.8 44.4 78.1 69.0 48.7 34.8 59.3 54.2 Old : 58.8 44.4 78.1 69.0 48.7 34.8 59.3 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2015