MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,742: 1,112 450 130 17,005 17,622 18,247 18,202: 495 540 Old : 18,742: 1,112 450 130 17,005 17,622 18,247 18,202: 495 540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 2.4 0.7 90.7 94.0 97.4 97.1: 2.6 2.9 Old : 100.0: 5.9 2.4 0.7 90.7 94.0 97.4 97.1: 2.6 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: 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 : 80.6 73.3 92.8 87.9 78.2 73.3 89.7 86.5 Old : 80.6 73.3 92.8 87.9 78.2 73.3 89.7 86.5 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, August 25, 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 : 20,675: 660 525 105 19,411 19,495 20,176 20,125: 499 550 Old : 20,675: 660 525 105 19,411 19,495 20,176 20,125: 499 550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 2.5 0.5 93.9 94.3 97.6 97.3: 2.4 2.7 Old : 100.0: 3.2 2.5 0.5 93.9 94.3 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 : 23: 1 3 1 10 15 12 18: Old : 23: 1 3 1 10 15 12 18: 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 : 86.1 67.9 96.3 87.8 83.4 67.9 90.7 86.6 Old : 86.1 67.9 96.3 87.8 83.4 67.9 90.7 86.6 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, August 25, 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 : 57,213: 425 250 450 55,266 55,029 56,141 55,729: 1,072 1,484 Old : 57,213: 425 250 450 55,266 55,029 56,141 55,729: 1,072 1,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 565: 0 0 0 565 565 565 565: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.4 0.8 96.6 96.2 98.1 97.4: 1.9 2.6 Old : 100.0: 0.7 0.4 0.8 96.6 96.2 98.1 97.4: 1.9 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 : 28: 1 1 2 15 21 17 23: Old : 28: 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 : 84.2 67.8 92.4 83.9 76.2 61.3 80.3 74.7 Old : 84.2 67.8 92.4 83.9 76.2 61.3 80.3 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 51,342: 425 250 450 49,522 48,829 50,397 49,529: 945 1,813 Old : 51,342: 425 250 450 49,522 48,829 50,397 49,529: 945 1,813 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.5 0.9 96.5 95.1 98.2 96.5: 1.8 3.5 Old : 100.0: 0.8 0.5 0.9 96.5 95.1 98.2 96.5: 1.8 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 : 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 : 86.0 71.1 92.5 88.2 76.8 65.1 80.5 76.2 Old : 86.0 71.1 92.5 88.2 76.8 65.1 80.5 76.2 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, August 25, 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 : 13,250: 0 1,260 350 12,455 11,245 12,805 12,855: 445 395 Old : 13,250: 0 1,260 350 12,455 11,245 12,805 12,855: 445 395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.5 2.6 94.0 84.9 96.6 97.0: 3.4 3.0 Old : 100.0: 0.0 9.5 2.6 94.0 84.9 96.6 97.0: 3.4 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 : 20: 0 1 2 16 10 18 12: Old : 20: 0 1 2 16 10 18 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 : 58.9 77.1 82.0 95.9 48.3 68.3 70.8 75.7 Old : 58.9 77.1 82.0 95.9 48.3 68.3 70.8 75.7 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, August 25, 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 : 9,806: 0 865 296 9,235 8,445 9,531 9,606: 275 200 Old : 9,806: 0 865 296 9,235 8,445 9,531 9,606: 275 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 175: 0 100 0 175 75 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.8 3.0 94.2 86.1 97.2 98.0: 2.8 2.0 Old : 100.0: 0.0 8.8 3.0 94.2 86.1 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 10 14 12: Old : 21: 0 2 1 13 10 14 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 : 75.1 67.7 90.3 90.2 69.5 67.7 84.0 84.0 Old : 75.1 67.7 90.3 90.2 69.5 67.7 84.0 84.0 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, August 25, 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 : 23,615: 0 5,170 0 23,490 18,370 23,490 23,540: 125 75 Old : 23,615: 0 5,170 0 23,490 18,370 23,490 23,540: 125 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 285: 0 360 0 285 -75 285 285: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.9 0.0 99.5 77.8 99.5 99.7: 0.5 0.3 Old : 100.0: 0.0 21.9 0.0 99.5 77.8 99.5 99.7: 0.5 0.3 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 : 23: 0 1 0 15 14 15 15: Old : 23: 0 1 0 15 14 15 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 : 70.4 87.7 89.9 97.5 70.0 87.7 89.5 93.5 Old : 70.4 87.7 89.9 97.5 70.0 87.7 89.5 93.5 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, August 25, 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 : 70,551: 9,210 150 316 58,377 67,303 67,903 67,769: 2,648 2,782 Old : 70,551: 9,210 150 316 58,377 67,303 67,903 67,769: 2,648 2,782 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 780: 460 0 0 299 759 759 759: 21 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 0.2 0.4 82.7 95.4 96.2 96.1: 3.8 3.9 Old : 100.0: 13.1 0.2 0.4 82.7 95.4 96.2 96.1: 3.8 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 : 37: 3 1 2 22 24 26 26: Old : 37: 3 1 2 22 24 26 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 : 68.7 59.6 87.3 81.4 68.3 59.6 86.6 81.4 Old : 68.7 59.6 87.3 81.4 68.3 59.6 86.6 81.4 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, August 25, 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 : 66,070: 10,660 0 0 53,856 64,216 64,516 64,216: 1,554 1,854 Old : 66,070: 10,660 0 0 53,856 64,216 64,516 64,216: 1,554 1,854 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 660: 60 0 0 600 660 660 660: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 0.0 0.0 81.5 97.2 97.6 97.2: 2.4 2.8 Old : 100.0: 16.1 0.0 0.0 81.5 97.2 97.6 97.2: 2.4 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 : 34: 3 0 0 21 22 24 22: Old : 34: 3 0 0 21 22 24 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 : 64.1 59.8 84.6 80.4 63.3 59.7 82.3 80.3 Old : 64.1 59.8 84.6 80.4 63.3 59.7 82.3 80.3 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, August 25, 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 : 25,140: 1,325 3,800 250 22,705 20,480 24,280 24,530: 860 610 Old : 25,140: 1,325 3,800 250 22,705 20,480 24,280 24,530: 860 610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 200: 0 0 0 200 200 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 15.1 1.0 90.3 81.5 96.6 97.6: 3.4 2.4 Old : 100.0: 5.3 15.1 1.0 90.3 81.5 96.6 97.6: 3.4 2.4 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 : 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 : 52.3 67.5 77.9 84.7 42.3 60.4 56.4 66.9 Old : 52.3 67.5 77.9 84.7 42.3 60.4 56.4 66.9 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, August 25, 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 : 22,740: 175 675 525 21,915 21,415 22,615 22,615: 125 125 Old : 22,740: 175 675 525 21,915 21,415 22,615 22,615: 125 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 200: 0 0 0 200 200 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 3.0 2.3 96.4 94.2 99.5 99.5: 0.5 0.5 Old : 100.0: 0.8 3.0 2.3 96.4 94.2 99.5 99.5: 0.5 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 : 26: 1 2 1 21 15 23 17: Old : 26: 1 2 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 : 49.4 62.3 74.5 83.1 38.4 47.8 51.8 59.3 Old : 49.4 62.3 74.5 83.1 38.4 47.8 51.8 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 15,835: 7,725 1,775 300 7,535 13,560 15,560 15,635: 275 200 Old : 15,835: 7,725 1,775 300 7,535 13,560 15,560 15,635: 275 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 11.2 1.9 47.6 85.6 98.3 98.7: 1.7 1.3 Old : 100.0: 48.8 11.2 1.9 47.6 85.6 98.3 98.7: 1.7 1.3 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 : 20: 2 1 1 14 9 17 10: Old : 20: 2 1 1 14 9 17 10: 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 68.0 84.6 96.8 66.5 57.8 76.9 77.5 Old : 66.8 68.0 84.6 96.8 66.5 57.8 76.9 77.5 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,364: 2,390 2,575 319 24,580 24,620 27,289 27,514: 1,075 850 Old : 28,364: 2,390 2,575 319 24,580 24,620 27,289 27,514: 1,075 850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -120: 0 0 0 -120 -120 -120 -120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 9.1 1.1 86.7 86.8 96.2 97.0: 3.8 3.0 Old : 100.0: 8.4 9.1 1.1 86.7 86.8 96.2 97.0: 3.8 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 : 31: 3 2 2 18 23 22 26: Old : 31: 3 2 2 18 23 22 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 40.4 76.9 62.2 48.5 28.5 54.8 42.4 Old : 55.9 40.4 76.9 62.2 48.5 28.5 54.8 42.4 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, August 25, 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 : 23,860: 385 600 790 21,600 21,810 22,775 23,200: 1,085 660 Old : 23,860: 385 600 790 21,600 21,810 22,775 23,200: 1,085 660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.5 3.3 90.5 91.4 95.5 97.2: 4.5 2.8 Old : 100.0: 1.6 2.5 3.3 90.5 91.4 95.5 97.2: 4.5 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 : 26: 2 1 3 17 19 20 22: Old : 26: 2 1 3 17 19 20 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 : 57.5 49.9 76.5 68.8 46.4 31.4 50.4 45.1 Old : 57.5 49.9 76.5 68.8 46.4 31.4 50.4 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015