MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 20,202: 1,297 570 0 18,340 19,012 19,637 19,582: 565 620 Old : 20,202: 1,297 570 0 18,340 19,012 19,637 19,582: 565 620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : 600: -100 0 0 700 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 2.8 0.0 90.8 94.1 97.2 96.9: 2.8 3.1 Old : 100.0: 6.4 2.8 0.0 90.8 94.1 97.2 96.9: 2.8 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 : 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 : 76.1 56.5 91.8 81.2 70.2 56.5 85.9 80.0 Old : 76.1 56.5 91.8 81.2 70.2 56.5 85.9 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 17,643: 1,268 570 0 15,946 16,533 17,214 17,103: 429 540 Old : 17,643: 1,268 570 0 15,946 16,533 17,214 17,103: 429 540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : 525: -100 0 0 625 525 525 525: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 3.2 0.0 90.4 93.7 97.6 96.9: 2.4 3.1 Old : 100.0: 7.2 3.2 0.0 90.4 93.7 97.6 96.9: 2.4 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: 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 : 83.6 55.7 96.0 81.6 77.1 55.7 86.5 78.8 Old : 83.6 55.7 96.0 81.6 77.1 55.7 86.5 78.8 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, April 14, 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: April 7, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 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 70.8 89.8 85.4 78.8 66.0 84.5 78.5 Old : 81.6 70.8 89.8 85.4 78.8 66.0 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 14, 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: April 7, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 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 73.5 90.9 88.0 82.7 69.8 86.4 82.0 Old : 83.6 73.5 90.9 88.0 82.7 69.8 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 14, 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: April 7, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 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.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 9,335: 0 290 0 9,215 8,995 9,215 9,285: 120 50 Old : 9,335: 0 290 0 9,215 8,995 9,215 9,285: 120 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 0.0 98.7 96.4 98.7 99.5: 1.3 0.5 Old : 100.0: 0.0 3.1 0.0 98.7 96.4 98.7 99.5: 1.3 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 : 20: 0 1 0 12 13 12 14: Old : 20: 0 1 0 12 13 12 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 : 75.3 65.8 94.2 89.9 60.6 59.4 74.0 75.3 Old : 75.3 65.8 94.2 89.9 60.6 59.4 74.0 75.3 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 14, 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 : 11,969: 0 1,185 314 11,270 10,240 11,584 11,739: 385 230 Old : 11,969: 0 1,185 314 11,270 10,240 11,584 11,739: 385 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : 720: 0 0 0 720 720 720 720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.9 2.6 94.2 85.6 96.8 98.1: 3.2 1.9 Old : 100.0: 0.0 9.9 2.6 94.2 85.6 96.8 98.1: 3.2 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 14 12 15 14: Old : 21: 0 2 1 14 12 15 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 : 64.8 64.1 84.3 90.7 61.3 59.6 73.0 74.9 Old : 64.8 64.1 84.3 90.7 61.3 59.6 73.0 74.9 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 14, 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 26,986 21,346 26,986 27,011: 200 175 Old : 27,186: 0 5,665 0 26,986 21,346 26,986 27,011: 200 175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : 0: 0 0 0 -50 -60 -50 -60: 50 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 20.8 0.0 99.3 78.5 99.3 99.4: 0.7 0.6 Old : 100.0: 0.0 20.8 0.0 99.3 78.5 99.3 99.4: 0.7 0.6 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: 0 1 0 17 13 17 14: Old : 23: 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 : 70.8 90.3 87.7 97.8 70.4 89.2 86.8 92.9 Old : 70.8 90.3 87.7 97.8 70.4 89.2 86.8 92.9 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 14, 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 : 26,200: 0 5,040 0 26,050 21,045 26,050 26,085: 150 115 Old : 26,200: 0 5,040 0 26,050 21,045 26,050 26,085: 150 115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 19.2 0.0 99.4 80.3 99.4 99.6: 0.6 0.4 Old : 100.0: 0.0 19.2 0.0 99.4 80.3 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 : 72.4 91.2 89.4 98.9 72.4 89.8 88.3 94.5 Old : 72.4 91.2 89.4 98.9 72.4 89.8 88.3 94.5 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 with Delta-adjusted Options and Futures Combined, April 14, 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 : 70,209: 11,726 230 795 54,743 66,239 67,264 67,264: 2,945 2,945 Old : 70,209: 11,726 230 795 54,743 66,239 67,264 67,264: 2,945 2,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : 2,445: 0 0 0 2,445 2,445 2,445 2,445: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 0.3 1.1 78.0 94.3 95.8 95.8: 4.2 4.2 Old : 100.0: 16.7 0.3 1.1 78.0 94.3 95.8 95.8: 4.2 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 : 35: 2 1 3 23 24 26 27: Old : 35: 2 1 3 23 24 26 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 : 65.5 59.7 86.3 78.6 65.3 57.4 83.8 76.3 Old : 65.5 59.7 86.3 78.6 65.3 57.4 83.8 76.3 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 14, 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 : 65,525: 15,324 0 0 48,600 63,750 63,924 63,750: 1,601 1,775 Old : 65,525: 15,324 0 0 48,600 63,750 63,924 63,750: 1,601 1,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : 2,260: 0 0 0 2,260 2,260 2,260 2,260: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 0.0 0.0 74.2 97.3 97.6 97.3: 2.4 2.7 Old : 100.0: 23.4 0.0 0.0 74.2 97.3 97.6 97.3: 2.4 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 : 33: 2 0 0 21 24 23 24: Old : 33: 2 0 0 21 24 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 : 67.3 62.4 89.5 81.2 66.8 60.8 88.4 78.5 Old : 67.3 62.4 89.5 81.2 66.8 60.8 88.4 78.5 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 14, 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: April 7, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 14, 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: April 7, 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 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 14, 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: April 7, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 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 14, 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: April 7, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 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 17, 2015