MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 20,354: 1,788 510 130 17,705 18,908 19,623 19,548: 731 806 Old : 20,354: 1,788 510 130 17,705 18,908 19,623 19,548: 731 806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -1,097: -187 -30 0 -800 -967 -987 -997: -110 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 2.5 0.6 87.0 92.9 96.4 96.0: 3.6 4.0 Old : 100.0: 8.8 2.5 0.6 87.0 92.9 96.4 96.0: 3.6 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 : 24: 2 1 1 12 14 14 16: Old : 24: 2 1 1 12 14 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.1 68.7 91.1 86.0 72.4 68.7 86.7 83.6 Old : 76.1 68.7 91.1 86.0 72.4 68.7 86.7 83.6 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, June 9, 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 : 20,764: 1,009 510 130 18,936 19,354 20,075 19,994: 689 770 Old : 20,764: 1,009 510 130 18,936 19,354 20,075 19,994: 689 770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -997: -107 -100 -45 -800 -792 -952 -937: -45 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 2.5 0.6 91.2 93.2 96.7 96.3: 3.3 3.7 Old : 100.0: 4.9 2.5 0.6 91.2 93.2 96.7 96.3: 3.3 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 : 22: 2 1 1 10 15 12 17: Old : 22: 2 1 1 10 15 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 : 82.9 61.8 94.8 84.7 78.4 61.8 87.4 82.3 Old : 82.9 61.8 94.8 84.7 78.4 61.8 87.4 82.3 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, June 9, 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 : 58,537: 825 0 140 56,126 56,773 57,091 56,913: 1,446 1,624 Old : 58,537: 825 0 140 56,126 56,773 57,091 56,913: 1,446 1,624 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -2,913: -15 -50 -5 -2,610 -2,523 -2,630 -2,578: -283 -335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.2 95.9 97.0 97.5 97.2: 2.5 2.8 Old : 100.0: 1.4 0.0 0.2 95.9 97.0 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 : 27: 2 0 1 15 21 17 22: Old : 27: 2 0 1 15 21 17 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 : 82.3 69.5 90.7 83.8 76.8 64.9 81.8 78.0 Old : 82.3 69.5 90.7 83.8 76.8 64.9 81.8 78.0 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, June 9, 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 : 53,822: 825 0 140 51,582 51,436 52,547 51,576: 1,275 2,246 Old : 53,822: 825 0 140 51,582 51,436 52,547 51,576: 1,275 2,246 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -2,965: -15 0 -5 -2,780 -2,819 -2,800 -2,824: -165 -141 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 0.0 0.3 95.8 95.6 97.6 95.8: 2.4 4.2 Old : 100.0: 1.5 0.0 0.3 95.8 95.6 97.6 95.8: 2.4 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 : 24: 2 0 1 15 18 17 19: Old : 24: 2 0 1 15 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 : 84.4 72.8 91.5 87.0 79.3 68.9 83.0 80.9 Old : 84.4 72.8 91.5 87.0 79.3 68.9 83.0 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 14,265: 50 2,410 50 13,940 11,650 14,040 14,110: 225 155 Old : 14,265: 50 2,410 50 13,940 11,650 14,040 14,110: 225 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : 470: 0 0 0 590 570 590 570: -120 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 16.9 0.4 97.7 81.7 98.4 98.9: 1.6 1.1 Old : 100.0: 0.4 16.9 0.4 97.7 81.7 98.4 98.9: 1.6 1.1 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 : 21: 1 2 1 14 8 15 11: Old : 21: 1 2 1 14 8 15 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 : 59.9 77.0 85.2 97.7 55.1 67.7 72.9 77.1 Old : 59.9 77.0 85.2 97.7 55.1 67.7 72.9 77.1 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, June 9, 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 : 10,751: 0 1,385 296 10,150 8,860 10,446 10,541: 305 210 Old : 10,751: 0 1,385 296 10,150 8,860 10,446 10,541: 305 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -709: 0 -50 -9 -695 -640 -704 -699: -5 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.9 2.8 94.4 82.4 97.2 98.0: 2.8 2.0 Old : 100.0: 0.0 12.9 2.8 94.4 82.4 97.2 98.0: 2.8 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 : 21: 0 2 1 13 9 14 11: Old : 21: 0 2 1 13 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 : 70.3 62.0 87.6 93.3 66.1 62.0 79.5 81.0 Old : 70.3 62.0 87.6 93.3 66.1 62.0 79.5 81.0 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, June 9, 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 : 25,065: 0 5,370 0 24,895 19,535 24,895 24,905: 170 160 Old : 25,065: 0 5,370 0 24,895 19,535 24,895 24,905: 170 160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -993: -100 -185 0 -878 -828 -978 -1,013: -15 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.4 0.0 99.3 77.9 99.3 99.4: 0.7 0.6 Old : 100.0: 0.0 21.4 0.0 99.3 77.9 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 : 20: 0 1 0 12 11 12 12: Old : 20: 0 1 0 12 11 12 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.5 90.4 91.5 98.2 73.5 90.4 91.3 94.5 Old : 73.5 90.4 91.5 98.2 73.5 90.4 91.3 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, June 9, 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 : 70,327: 13,920 230 316 53,338 66,858 67,574 67,404: 2,753 2,923 Old : 70,327: 13,920 230 316 53,338 66,858 67,574 67,404: 2,753 2,923 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -1,422: 157 0 -277 -995 -1,008 -1,115 -1,285: -307 -137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 0.3 0.4 75.8 95.1 96.1 95.8: 3.9 4.2 Old : 100.0: 19.8 0.3 0.4 75.8 95.1 96.1 95.8: 3.9 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 : 36: 4 1 2 20 24 25 26: Old : 36: 4 1 2 20 24 25 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 : 66.9 59.5 86.8 82.4 66.8 59.5 85.3 82.4 Old : 66.9 59.5 86.8 82.4 66.8 59.5 85.3 82.4 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, June 9, 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 : 65,995: 15,525 0 0 48,355 63,510 63,880 63,510: 2,115 2,485 Old : 65,995: 15,525 0 0 48,355 63,510 63,880 63,510: 2,115 2,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -495: -567 0 0 -110 -870 -677 -870: 182 375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 0.0 0.0 73.3 96.2 96.8 96.2: 3.2 3.8 Old : 100.0: 23.5 0.0 0.0 73.3 96.2 96.8 96.2: 3.2 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 : 34: 3 0 0 19 21 22 21: Old : 34: 3 0 0 19 21 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 : 66.2 61.2 86.2 82.5 65.3 61.2 84.7 81.5 Old : 66.2 61.2 86.2 82.5 65.3 61.2 84.7 81.5 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, June 9, 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 : 26,929: 2,575 4,250 0 23,285 21,865 25,860 26,115: 1,069 814 Old : 26,929: 2,575 4,250 0 23,285 21,865 25,860 26,115: 1,069 814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -1,212: -225 -225 0 -945 -865 -1,170 -1,090: -42 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 15.8 0.0 86.5 81.2 96.0 97.0: 4.0 3.0 Old : 100.0: 9.6 15.8 0.0 86.5 81.2 96.0 97.0: 4.0 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 0 18 18 20 19: Old : 25: 2 1 0 18 18 20 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 : 51.2 63.2 80.2 83.8 43.5 56.5 56.7 63.5 Old : 51.2 63.2 80.2 83.8 43.5 56.5 56.7 63.5 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, June 9, 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 : 22,715: 400 0 600 21,560 21,960 22,560 22,560: 155 155 Old : 22,715: 400 0 600 21,560 21,960 22,560 22,560: 155 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -1,335: -200 0 0 -1,200 -1,320 -1,400 -1,320: 65 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 0.0 2.6 94.9 96.7 99.3 99.3: 0.7 0.7 Old : 100.0: 1.8 0.0 2.6 94.9 96.7 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 : 25: 2 0 1 21 15 23 16: Old : 25: 2 0 1 21 15 23 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 63.6 75.4 85.2 43.5 47.9 55.8 58.9 Old : 53.8 63.6 75.4 85.2 43.5 47.9 55.8 58.9 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, June 9, 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 : 26,946: 2,980 3,725 86 22,625 22,130 25,691 25,941: 1,255 1,005 Old : 26,946: 2,980 3,725 86 22,625 22,130 25,691 25,941: 1,255 1,005 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -1,543: -290 -275 -3 -1,295 -1,195 -1,588 -1,473: 45 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 13.8 0.3 84.0 82.1 95.3 96.3: 4.7 3.7 Old : 100.0: 11.1 13.8 0.3 84.0 82.1 95.3 96.3: 4.7 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 : 28: 3 2 1 17 20 20 23: Old : 28: 3 2 1 17 20 20 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 : 56.0 41.3 80.8 65.7 52.8 31.3 64.6 49.7 Old : 56.0 41.3 80.8 65.7 52.8 31.3 64.6 49.7 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, June 9, 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 : 20,725: 175 1,270 635 19,030 18,220 19,840 20,125: 885 600 Old : 20,725: 175 1,270 635 19,030 18,220 19,840 20,125: 885 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2015 : : -660: 25 -100 -25 -550 -460 -550 -585: -110 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 6.1 3.1 91.8 87.9 95.7 97.1: 4.3 2.9 Old : 100.0: 0.8 6.1 3.1 91.8 87.9 95.7 97.1: 4.3 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 : 24: 1 2 2 15 16 17 19: Old : 24: 1 2 2 15 16 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 : 59.0 44.8 80.8 67.9 50.5 32.8 57.4 52.1 Old : 59.0 44.8 80.8 67.9 50.5 32.8 57.4 52.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2015