MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 18,021: 687 30 65 16,915 17,362 17,667 17,457: 354 564 Old : 18,021: 687 30 65 16,915 17,362 17,667 17,457: 354 564 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 0: 0 0 0 -100 0 -100 0: 100 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.2 0.4 93.9 96.3 98.0 96.9: 2.0 3.1 Old : 100.0: 3.8 0.2 0.4 93.9 96.3 98.0 96.9: 2.0 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 1 11 12 13 14: Old : 22: 2 1 1 11 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 : 84.9 78.4 94.6 90.2 83.2 78.4 92.6 88.5 Old : 84.9 78.4 94.6 90.2 83.2 78.4 92.6 88.5 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, October 13, 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 : 20,246: 386 30 65 19,441 19,581 19,892 19,676: 354 570 Old : 20,246: 386 30 65 19,441 19,581 19,892 19,676: 354 570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 0: 0 0 0 -100 0 -100 0: 100 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.1 0.3 96.0 96.7 98.3 97.2: 1.7 2.8 Old : 100.0: 1.9 0.1 0.3 96.0 96.7 98.3 97.2: 1.7 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 : 21: 2 1 1 9 13 11 15: Old : 21: 2 1 1 9 13 11 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 : 88.6 74.8 97.4 91.0 86.8 74.8 93.6 89.8 Old : 88.6 74.8 97.4 91.0 86.8 74.8 93.6 89.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 54,860: 0 140 260 53,781 53,366 54,041 53,766: 819 1,094 Old : 54,860: 0 140 260 53,781 53,366 54,041 53,766: 819 1,094 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : -250: 0 -600 0 -250 600 -250 0: 0 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.5 98.0 97.3 98.5 98.0: 1.5 2.0 Old : 100.0: 0.0 0.3 0.5 98.0 97.3 98.5 98.0: 1.5 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 : 28: 0 1 1 17 22 18 23: Old : 28: 0 1 1 17 22 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 : 84.7 64.6 93.4 81.4 75.5 57.7 77.8 69.3 Old : 84.7 64.6 93.4 81.4 75.5 57.7 77.8 69.3 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, October 13, 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 : 47,607: 260 0 0 46,612 46,239 46,872 46,239: 735 1,368 Old : 47,607: 260 0 0 46,612 46,239 46,872 46,239: 735 1,368 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 0: 260 -340 -260 0 600 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.0 97.9 97.1 98.5 97.1: 1.5 2.9 Old : 100.0: 0.5 0.0 0.0 97.9 97.1 98.5 97.1: 1.5 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 : 25: 1 0 0 16 19 17 19: Old : 25: 1 0 0 16 19 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 : 86.8 67.0 93.4 85.6 76.9 60.7 80.2 73.1 Old : 86.8 67.0 93.4 85.6 76.9 60.7 80.2 73.1 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, October 13, 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 : 10,551: 0 980 231 10,195 9,150 10,426 10,361: 125 190 Old : 10,551: 0 980 231 10,195 9,150 10,426 10,361: 125 190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 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 9.3 2.2 96.6 86.7 98.8 98.2: 1.2 1.8 Old : 100.0: 0.0 9.3 2.2 96.6 86.7 98.8 98.2: 1.2 1.8 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 : 20: 0 2 1 9 12 10 14: Old : 20: 0 2 1 9 12 10 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 : 73.4 67.2 96.2 87.3 64.7 67.2 87.6 82.5 Old : 73.4 67.2 96.2 87.3 64.7 67.2 87.6 82.5 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, October 13, 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 : 22,290: 0 4,310 0 22,190 17,965 22,190 22,275: 100 15 Old : 22,290: 0 4,310 0 22,190 17,965 22,190 22,275: 100 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 690: 0 -150 0 690 840 690 690: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 19.3 0.0 99.6 80.6 99.6 99.9: 0.4 0.1 Old : 100.0: 0.0 19.3 0.0 99.6 80.6 99.6 99.9: 0.4 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 : 24: 0 1 0 17 13 17 14: Old : 24: 0 1 0 17 13 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.4 86.4 89.5 98.1 67.0 86.0 89.0 96.4 Old : 67.4 86.4 89.5 98.1 67.0 86.0 89.0 96.4 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, October 13, 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 : 21,645: 0 4,410 0 21,565 17,205 21,565 21,615: 80 30 Old : 21,645: 0 4,410 0 21,565 17,205 21,565 21,615: 80 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 975: 0 0 0 975 975 975 975: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 20.4 0.0 99.6 79.5 99.6 99.9: 0.4 0.1 Old : 100.0: 0.0 20.4 0.0 99.6 79.5 99.6 99.9: 0.4 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 : 20: 0 1 0 13 10 13 11: Old : 20: 0 1 0 13 10 13 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 : 68.0 88.5 90.4 98.8 67.5 88.5 90.0 97.7 Old : 68.0 88.5 90.4 98.8 67.5 88.5 90.0 97.7 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, October 13, 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 : 68,682: 9,282 0 323 56,019 65,176 65,624 65,499: 3,058 3,183 Old : 68,682: 9,282 0 323 56,019 65,176 65,624 65,499: 3,058 3,183 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 1,635: -150 0 0 1,589 1,439 1,439 1,439: 196 196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 0.0 0.5 81.6 94.9 95.5 95.4: 4.5 4.6 Old : 100.0: 13.5 0.0 0.5 81.6 94.9 95.5 95.4: 4.5 4.6 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 : 36: 4 0 2 21 26 25 28: Old : 36: 4 0 2 21 26 25 28: 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 : 69.1 56.6 85.8 79.0 67.5 56.4 83.3 78.6 Old : 69.1 56.6 85.8 79.0 67.5 56.4 83.3 78.6 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, October 13, 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 : 64,008: 10,505 0 100 51,642 62,022 62,247 62,122: 1,761 1,886 Old : 64,008: 10,505 0 100 51,642 62,022 62,247 62,122: 1,761 1,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 1,355: 0 0 0 1,105 1,105 1,105 1,105: 250 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 0.0 0.2 80.7 96.9 97.2 97.1: 2.8 2.9 Old : 100.0: 16.4 0.0 0.2 80.7 96.9 97.2 97.1: 2.8 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 : 33: 4 0 1 19 23 23 24: Old : 33: 4 0 1 19 23 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.6 57.4 84.9 78.9 62.9 57.1 81.7 78.7 Old : 64.6 57.4 84.9 78.9 62.9 57.1 81.7 78.7 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, October 13, 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 : 23,596: 1,175 100 350 21,205 22,550 22,730 23,000: 866 596 Old : 23,596: 1,175 100 350 21,205 22,550 22,730 23,000: 866 596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 0.4 1.5 89.9 95.6 96.3 97.5: 3.7 2.5 Old : 100.0: 5.0 0.4 1.5 89.9 95.6 96.3 97.5: 3.7 2.5 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: 2 1 2 18 18 22 20: Old : 26: 2 1 2 18 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 : 53.4 68.3 77.5 86.5 45.6 63.7 64.2 71.9 Old : 53.4 68.3 77.5 86.5 45.6 63.7 64.2 71.9 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, October 13, 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 : 21,970: 750 600 0 21,075 21,225 21,825 21,825: 145 145 Old : 21,970: 750 600 0 21,075 21,225 21,825 21,825: 145 145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 2.7 0.0 95.9 96.6 99.3 99.3: 0.7 0.7 Old : 100.0: 3.4 2.7 0.0 95.9 96.6 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 0 20 16 22 17: Old : 26: 2 1 0 20 16 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 66.1 76.0 85.9 38.5 52.3 53.9 64.1 Old : 48.0 66.1 76.0 85.9 38.5 52.3 53.9 64.1 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, October 13, 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 : 12,755: 4,575 325 0 7,945 12,300 12,520 12,625: 235 130 Old : 12,755: 4,575 325 0 7,945 12,300 12,520 12,625: 235 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 2.5 0.0 62.3 96.4 98.2 99.0: 1.8 1.0 Old : 100.0: 35.9 2.5 0.0 62.3 96.4 98.2 99.0: 1.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 1 0 14 10 16 11: Old : 21: 2 1 0 14 10 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 72.8 85.2 94.9 58.7 57.5 69.6 70.8 Old : 62.4 72.8 85.2 94.9 58.7 57.5 69.6 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 7,635: 1,200 125 0 6,110 7,350 7,310 7,475: 325 160 Old : 7,635: 1,200 125 0 6,110 7,350 7,310 7,475: 325 160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 1.6 0.0 80.0 96.3 95.7 97.9: 4.3 2.1 Old : 100.0: 15.7 1.6 0.0 80.0 96.3 95.7 97.9: 4.3 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 : 20: 1 1 0 11 10 12 11: Old : 20: 1 1 0 11 10 12 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 : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8 Old : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8 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, October 13, 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 : 26,361: 620 2,225 311 24,510 23,115 25,441 25,651: 920 710 Old : 26,361: 620 2,225 311 24,510 23,115 25,441 25,651: 920 710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 8.4 1.2 93.0 87.7 96.5 97.3: 3.5 2.7 Old : 100.0: 2.4 8.4 1.2 93.0 87.7 96.5 97.3: 3.5 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 : 30: 3 3 2 17 21 21 25: Old : 30: 3 3 2 17 21 21 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 : 58.0 39.5 78.0 62.3 45.1 24.6 50.5 41.3 Old : 58.0 39.5 78.0 62.3 45.1 24.6 50.5 41.3 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, October 13, 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 : 24,160: 510 925 290 22,335 22,305 23,135 23,520: 1,025 640 Old : 24,160: 510 925 290 22,335 22,305 23,135 23,520: 1,025 640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 6, 2015 : : 245: 30 0 0 90 90 120 90: 125 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 3.8 1.2 92.4 92.3 95.8 97.4: 4.2 2.6 Old : 100.0: 2.1 3.8 1.2 92.4 92.3 95.8 97.4: 4.2 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 3 2 19 20 21 24: Old : 28: 1 3 2 19 20 21 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 : 57.6 53.2 78.5 74.4 47.1 34.2 54.5 50.4 Old : 57.6 53.2 78.5 74.4 47.1 34.2 54.5 50.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015