MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 17,511: 749 420 130 16,170 16,269 17,049 16,819: 462 692 Old : 17,511: 749 420 130 16,170 16,269 17,049 16,819: 462 692 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 2.4 0.7 92.3 92.9 97.4 96.0: 2.6 4.0 Old : 100.0: 4.3 2.4 0.7 92.3 92.9 97.4 96.0: 2.6 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 : 22: 2 1 1 10 12 12 14: Old : 22: 2 1 1 10 12 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 : 82.7 75.2 93.6 89.3 81.0 75.2 91.1 87.7 Old : 82.7 75.2 93.6 89.3 81.0 75.2 91.1 87.7 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, September 29, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 19,918: 508 480 70 18,876 18,668 19,454 19,218: 464 700 Old : 19,918: 508 480 70 18,876 18,668 19,454 19,218: 464 700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 2.4 0.4 94.8 93.7 97.7 96.5: 2.3 3.5 Old : 100.0: 2.6 2.4 0.4 94.8 93.7 97.7 96.5: 2.3 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 : 20: 1 2 1 8 13 10 15: Old : 20: 1 2 1 8 13 10 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 : 87.2 70.0 96.9 89.0 84.5 70.0 91.4 87.7 Old : 87.2 70.0 96.9 89.0 84.5 70.0 91.4 87.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 56,558: 445 695 385 54,721 54,184 55,551 55,264: 1,007 1,294 Old : 56,558: 445 695 385 54,721 54,184 55,551 55,264: 1,007 1,294 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 1.2 0.7 96.8 95.8 98.2 97.7: 1.8 2.3 Old : 100.0: 0.8 1.2 0.7 96.8 95.8 98.2 97.7: 1.8 2.3 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 : 28: 1 1 2 16 21 18 23: Old : 28: 1 1 2 16 21 18 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 : 83.8 65.7 92.2 80.7 73.6 58.9 77.4 71.0 Old : 83.8 65.7 92.2 80.7 73.6 58.9 77.4 71.0 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, September 29, 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 : 48,912: 445 295 385 47,182 46,637 48,012 47,317: 900 1,595 Old : 48,912: 445 295 385 47,182 46,637 48,012 47,317: 900 1,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.6 0.8 96.5 95.3 98.2 96.7: 1.8 3.3 Old : 100.0: 0.9 0.6 0.8 96.5 95.3 98.2 96.7: 1.8 3.3 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 : 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 : 85.4 69.0 92.5 85.6 74.6 62.5 77.5 72.7 Old : 85.4 69.0 92.5 85.6 74.6 62.5 77.5 72.7 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, September 29, 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 : 11,186: 0 1,015 296 10,765 9,680 11,061 10,991: 125 195 Old : 11,186: 0 1,015 296 10,765 9,680 11,061 10,991: 125 195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.1 2.6 96.2 86.5 98.9 98.3: 1.1 1.7 Old : 100.0: 0.0 9.1 2.6 96.2 86.5 98.9 98.3: 1.1 1.7 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 : 20: 0 2 1 12 12 13 14: Old : 20: 0 2 1 12 12 13 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 : 71.6 67.5 94.8 87.9 62.8 67.5 85.6 82.6 Old : 71.6 67.5 94.8 87.9 62.8 67.5 85.6 82.6 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, September 29, 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 : 22,630: 0 4,840 0 22,520 17,770 22,520 22,610: 110 20 Old : 22,630: 0 4,840 0 22,520 17,770 22,520 22,610: 110 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 120: 0 0 0 120 120 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.4 0.0 99.5 78.5 99.5 99.9: 0.5 0.1 Old : 100.0: 0.0 21.4 0.0 99.5 78.5 99.5 99.9: 0.5 0.1 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 : 23: 0 1 0 16 13 16 14: Old : 23: 0 1 0 16 13 16 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 : 67.4 88.1 89.7 97.9 67.0 88.1 89.2 94.7 Old : 67.4 88.1 89.7 97.9 67.0 88.1 89.2 94.7 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, September 29, 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 : 21,675: 0 4,640 0 21,585 16,995 21,585 21,635: 90 40 Old : 21,675: 0 4,640 0 21,585 16,995 21,585 21,635: 90 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 120: 0 0 0 120 120 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.4 0.0 99.6 78.4 99.6 99.8: 0.4 0.2 Old : 100.0: 0.0 21.4 0.0 99.6 78.4 99.6 99.8: 0.4 0.2 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 : 20: 0 1 0 14 10 14 11: Old : 20: 0 1 0 14 10 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 : 70.9 90.1 90.9 98.7 70.4 90.1 90.4 96.6 Old : 70.9 90.1 90.9 98.7 70.4 90.1 90.4 96.6 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, September 29, 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 : 69,567: 9,524 0 286 56,700 66,009 66,510 66,295: 3,057 3,272 Old : 69,567: 9,524 0 286 56,700 66,009 66,510 66,295: 3,057 3,272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 615: 300 0 0 86 386 386 386: 229 229 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 0.0 0.4 81.5 94.9 95.6 95.3: 4.4 4.7 Old : 100.0: 13.7 0.0 0.4 81.5 94.9 95.6 95.3: 4.4 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 : 35: 3 0 1 22 24 25 25: Old : 35: 3 0 1 22 24 25 25: 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 : 69.0 57.6 86.4 79.5 68.0 57.4 84.3 79.3 Old : 69.0 57.6 86.4 79.5 68.0 57.4 84.3 79.3 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, September 29, 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 : 64,973: 10,820 0 0 52,392 62,947 63,212 62,947: 1,761 2,026 Old : 64,973: 10,820 0 0 52,392 62,947 63,212 62,947: 1,761 2,026 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 255: 150 0 0 105 255 255 255: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 0.0 0.0 80.6 96.9 97.3 96.9: 2.7 3.1 Old : 100.0: 16.7 0.0 0.0 80.6 96.9 97.3 96.9: 2.7 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 : 33: 3 0 0 21 24 24 24: Old : 33: 3 0 0 21 24 24 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 : 63.7 58.3 84.4 79.0 62.3 57.8 81.4 78.5 Old : 63.7 58.3 84.4 79.0 62.3 57.8 81.4 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, September 29, 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 : 25,708: 900 3,550 250 23,795 21,405 24,945 25,205: 763 503 Old : 25,708: 900 3,550 250 23,795 21,405 24,945 25,205: 763 503 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 13.8 1.0 92.6 83.3 97.0 98.0: 3.0 2.0 Old : 100.0: 3.5 13.8 1.0 92.6 83.3 97.0 98.0: 3.0 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 : 26: 1 1 1 20 18 22 20: Old : 26: 1 1 1 20 18 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 : 50.2 68.8 74.8 87.2 41.3 60.7 58.0 68.1 Old : 50.2 68.8 74.8 87.2 41.3 60.7 58.0 68.1 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, September 29, 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 : 23,800: 0 750 450 23,240 22,490 23,690 23,690: 110 110 Old : 23,800: 0 750 450 23,240 22,490 23,690 23,690: 110 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 1.9 97.6 94.5 99.5 99.5: 0.5 0.5 Old : 100.0: 0.0 3.2 1.9 97.6 94.5 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: 0 2 1 22 16 23 18: Old : 26: 0 2 1 22 16 23 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 : 47.1 64.4 74.4 84.7 38.1 50.2 52.1 61.1 Old : 47.1 64.4 74.4 84.7 38.1 50.2 52.1 61.1 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, September 29, 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 : 13,995: 5,250 1,550 300 8,215 11,975 13,765 13,825: 230 170 Old : 13,995: 5,250 1,550 300 8,215 11,975 13,765 13,825: 230 170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 11.1 2.1 58.7 85.6 98.4 98.8: 1.6 1.2 Old : 100.0: 37.5 11.1 2.1 58.7 85.6 98.4 98.8: 1.6 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 1 15 10 18 11: Old : 22: 2 1 1 15 10 18 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 : 60.8 68.0 80.2 96.8 60.1 56.6 74.1 75.7 Old : 60.8 68.0 80.2 96.8 60.1 56.6 74.1 75.7 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, September 29, 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 : 27,479: 2,125 2,300 319 24,015 24,060 26,459 26,679: 1,020 800 Old : 27,479: 2,125 2,300 319 24,015 24,060 26,459 26,679: 1,020 800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 8.4 1.2 87.4 87.6 96.3 97.1: 3.7 2.9 Old : 100.0: 7.7 8.4 1.2 87.4 87.6 96.3 97.1: 3.7 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 : 30: 3 2 2 16 22 20 25: Old : 30: 3 2 2 16 22 20 25: 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 : 57.8 38.0 78.5 60.3 47.2 23.6 52.2 41.0 Old : 57.8 38.0 78.5 60.3 47.2 23.6 52.2 41.0 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, September 29, 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 : 24,745: 575 600 695 22,495 22,930 23,765 24,225: 980 520 Old : 24,745: 575 600 695 22,495 22,930 23,765 24,225: 980 520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 2.4 2.8 90.9 92.7 96.0 97.9: 4.0 2.1 Old : 100.0: 2.3 2.4 2.8 90.9 92.7 96.0 97.9: 4.0 2.1 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 : 26: 2 1 3 18 19 21 22: Old : 26: 2 1 3 18 19 21 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 : 57.2 51.6 78.6 73.3 45.4 31.0 50.2 47.8 Old : 57.2 51.6 78.6 73.3 45.4 31.0 50.2 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015