MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 9, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 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 16, 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 : 21,964: 1,009 510 130 20,136 20,554 21,275 21,194: 689 770 Old : 21,964: 1,009 510 130 20,136 20,554 21,275 21,194: 689 770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 2.3 0.6 91.7 93.6 96.9 96.5: 3.1 3.5 Old : 100.0: 4.6 2.3 0.6 91.7 93.6 96.9 96.5: 3.1 3.5 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 : 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 : 83.8 63.6 95.0 85.5 79.6 63.6 88.1 83.3 Old : 83.8 63.6 95.0 85.5 79.6 63.6 88.1 83.3 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 16, 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 : 63,212: 385 160 580 60,801 60,848 61,766 61,588: 1,446 1,624 Old : 63,212: 385 160 580 60,801 60,848 61,766 61,588: 1,446 1,624 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 4,675: -440 160 440 4,675 4,075 4,675 4,675: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.3 0.9 96.2 96.3 97.7 97.4: 2.3 2.6 Old : 100.0: 0.6 0.3 0.9 96.2 96.3 97.7 97.4: 2.3 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 2 15 21 17 23: Old : 27: 1 1 2 15 21 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 : 83.6 70.4 91.5 84.4 75.8 64.4 80.4 76.5 Old : 83.6 70.4 91.5 84.4 75.8 64.4 80.4 76.5 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, June 16, 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 : 57,897: 385 160 580 55,657 54,911 56,622 55,651: 1,275 2,246 Old : 57,897: 385 160 580 55,657 54,911 56,622 55,651: 1,275 2,246 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 4,075: -440 160 440 4,075 3,475 4,075 4,075: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.3 1.0 96.1 94.8 97.8 96.1: 2.2 3.9 Old : 100.0: 0.7 0.3 1.0 96.1 94.8 97.8 96.1: 2.2 3.9 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 1 2 15 18 17 20: Old : 24: 1 1 2 15 18 17 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 : 85.3 73.1 92.3 87.4 77.9 67.7 81.2 78.3 Old : 85.3 73.1 92.3 87.4 77.9 67.7 81.2 78.3 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 16, 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 9, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 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 16, 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 : 10,801: 0 1,435 296 10,200 8,860 10,496 10,591: 305 210 Old : 10,801: 0 1,435 296 10,200 8,860 10,496 10,591: 305 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 50: 0 50 0 50 0 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 13.3 2.7 94.4 82.0 97.2 98.1: 2.8 1.9 Old : 100.0: 0.0 13.3 2.7 94.4 82.0 97.2 98.1: 2.8 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 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 : 70.0 61.8 87.6 93.4 65.8 61.8 79.6 81.1 Old : 70.0 61.8 87.6 93.4 65.8 61.8 79.6 81.1 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 16, 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 : 25,205: 0 5,370 0 25,035 19,675 25,035 25,045: 170 160 Old : 25,205: 0 5,370 0 25,035 19,675 25,035 25,045: 170 160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 140: 0 0 0 140 140 140 140: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.3 0.0 99.3 78.1 99.3 99.4: 0.7 0.6 Old : 100.0: 0.0 21.3 0.0 99.3 78.1 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 : 73.1 89.9 91.2 98.2 73.1 89.9 91.0 93.9 Old : 73.1 89.9 91.2 98.2 73.1 89.9 91.0 93.9 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, June 16, 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 : 71,112: 13,970 230 316 54,073 67,643 68,359 68,189: 2,753 2,923 Old : 71,112: 13,970 230 316 54,073 67,643 68,359 68,189: 2,753 2,923 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 785: 50 0 0 735 785 785 785: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 0.3 0.4 76.0 95.1 96.1 95.9: 3.9 4.1 Old : 100.0: 19.6 0.3 0.4 76.0 95.1 96.1 95.9: 3.9 4.1 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 : 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 : 67.1 59.7 86.8 83.7 67.1 59.7 86.2 83.7 Old : 67.1 59.7 86.8 83.7 67.1 59.7 86.2 83.7 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 16, 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 : 66,980: 15,525 0 0 49,340 64,495 64,865 64,495: 2,115 2,485 Old : 66,980: 15,525 0 0 49,340 64,495 64,865 64,495: 2,115 2,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 985: 0 0 0 985 985 985 985: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 0.0 0.0 73.7 96.3 96.8 96.3: 3.2 3.7 Old : 100.0: 23.2 0.0 0.0 73.7 96.3 96.8 96.3: 3.2 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 : 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 : 65.7 61.2 84.6 82.7 64.9 61.2 82.2 81.7 Old : 65.7 61.2 84.6 82.7 64.9 61.2 82.2 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 26,829: 1,975 4,250 250 23,535 21,515 25,760 26,015: 1,069 814 Old : 26,829: 1,975 4,250 250 23,535 21,515 25,760 26,015: 1,069 814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : -100: -600 0 250 250 -350 -100 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 15.8 0.9 87.7 80.2 96.0 97.0: 4.0 3.0 Old : 100.0: 7.4 15.8 0.9 87.7 80.2 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: 1 1 1 19 18 21 20: Old : 25: 1 1 1 19 18 21 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 : 51.4 62.1 80.5 82.8 43.6 54.5 56.4 61.5 Old : 51.4 62.1 80.5 82.8 43.6 54.5 56.4 61.5 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 16, 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 : 22,965: 400 600 600 21,810 21,610 22,810 22,810: 155 155 Old : 22,965: 400 600 600 21,810 21,610 22,810 22,810: 155 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 250: 0 600 0 250 -350 250 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 2.6 2.6 95.0 94.1 99.3 99.3: 0.7 0.7 Old : 100.0: 1.7 2.6 2.6 95.0 94.1 99.3 99.3: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 1 1 21 15 23 17: Old : 26: 2 1 1 21 15 23 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 : 54.3 61.4 75.7 82.7 43.0 44.7 55.2 56.7 Old : 54.3 61.4 75.7 82.7 43.0 44.7 55.2 56.7 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 16, 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 : 26,866: 2,980 3,125 336 22,275 22,380 25,591 25,841: 1,275 1,025 Old : 26,866: 2,980 3,125 336 22,275 22,380 25,591 25,841: 1,275 1,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : -80: 0 -600 250 -350 250 -100 -100: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 11.6 1.3 82.9 83.3 95.3 96.2: 4.7 3.8 Old : 100.0: 11.1 11.6 1.3 82.9 83.3 95.3 96.2: 4.7 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 : 28: 3 2 2 17 20 21 23: Old : 28: 3 2 2 17 20 21 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 : 56.1 42.3 79.7 65.5 52.9 31.4 64.8 49.9 Old : 56.1 42.3 79.7 65.5 52.9 31.4 64.8 49.9 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 16, 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 : 20,975: 175 670 885 19,030 18,820 20,090 20,375: 885 600 Old : 20,975: 175 670 885 19,030 18,820 20,090 20,375: 885 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2015 : : 250: 0 -600 250 0 600 250 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 3.2 4.2 90.7 89.7 95.8 97.1: 4.2 2.9 Old : 100.0: 0.8 3.2 4.2 90.7 89.7 95.8 97.1: 4.2 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 3 15 16 18 19: Old : 24: 1 2 3 15 16 18 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 : 58.3 47.1 79.8 69.5 49.9 35.0 56.7 51.5 Old : 58.3 47.1 79.8 69.5 49.9 35.0 56.7 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2015