MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 18,216: 687 30 65 17,110 17,587 17,862 17,682: 354 534 Old : 18,216: 687 30 65 17,110 17,587 17,862 17,682: 354 534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 225: 0 0 0 225 225 225 225: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.2 0.4 93.9 96.5 98.1 97.1: 1.9 2.9 Old : 100.0: 3.8 0.2 0.4 93.9 96.5 98.1 97.1: 1.9 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 : 23: 2 1 1 12 12 14 14: Old : 23: 2 1 1 12 12 14 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 : 83.8 77.6 93.5 90.1 82.2 77.6 91.4 88.5 Old : 83.8 77.6 93.5 90.1 82.2 77.6 91.4 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, November 03, 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 : 20,396: 386 30 65 19,591 19,761 20,042 19,856: 354 540 Old : 20,396: 386 30 65 19,591 19,761 20,042 19,856: 354 540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 180: 0 0 0 180 180 180 180: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.1 0.3 96.1 96.9 98.3 97.4: 1.7 2.6 Old : 100.0: 1.9 0.1 0.3 96.1 96.9 98.3 97.4: 1.7 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 : 21: 2 1 1 10 13 12 15: Old : 21: 2 1 1 10 13 12 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 : 87.8 74.2 96.6 91.2 86.1 73.3 92.7 89.1 Old : 87.8 74.2 96.6 91.2 86.1 73.3 92.7 89.1 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, November 03, 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 : 54,565: 0 140 260 53,486 53,071 53,746 53,471: 819 1,094 Old : 54,565: 0 140 260 53,486 53,071 53,746 53,471: 819 1,094 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 480: 0 0 0 580 580 580 580: -100 -100 : : : : : 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 : 29: 0 1 1 18 22 19 23: Old : 29: 0 1 1 18 22 19 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 : 85.8 63.5 93.2 80.4 75.6 57.2 77.9 68.3 Old : 85.8 63.5 93.2 80.4 75.6 57.2 77.9 68.3 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, November 03, 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 : 47,047: 260 0 0 46,052 45,679 46,312 45,679: 735 1,368 Old : 47,047: 260 0 0 46,052 45,679 46,312 45,679: 735 1,368 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 215: 0 0 0 315 315 315 315: -100 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.0 0.0 97.9 97.1 98.4 97.1: 1.6 2.9 Old : 100.0: 0.6 0.0 0.0 97.9 97.1 98.4 97.1: 1.6 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 : 27: 1 0 0 18 19 19 19: Old : 27: 1 0 0 18 19 19 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 : 87.0 66.0 92.9 84.9 77.5 59.3 80.7 72.7 Old : 87.0 66.0 92.9 84.9 77.5 59.3 80.7 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 17,190: 0 4,600 150 16,550 12,360 16,700 17,110: 490 80 Old : 17,190: 0 4,600 150 16,550 12,360 16,700 17,110: 490 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 26.8 0.9 96.3 71.9 97.1 99.5: 2.9 0.5 Old : 100.0: 0.0 26.8 0.9 96.3 71.9 97.1 99.5: 2.9 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 : 21: 0 2 1 16 8 17 10: Old : 21: 0 2 1 16 8 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 : 56.8 87.0 81.3 98.1 42.4 59.2 60.2 66.8 Old : 56.8 87.0 81.3 98.1 42.4 59.2 60.2 66.8 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, November 03, 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 : 17,896: 0 2,000 231 17,530 15,545 17,761 17,776: 135 120 Old : 17,896: 0 2,000 231 17,530 15,545 17,761 17,776: 135 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 720: 0 180 0 660 540 660 720: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.2 1.3 98.0 86.9 99.2 99.3: 0.8 0.7 Old : 100.0: 0.0 11.2 1.3 98.0 86.9 99.2 99.3: 0.8 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 : 21: 0 2 1 11 12 12 14: Old : 21: 0 2 1 11 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 : 71.7 81.6 94.1 94.0 69.4 79.4 85.9 85.2 Old : 71.7 81.6 94.1 94.0 69.4 79.4 85.9 85.2 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, November 03, 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 : 22,285: 0 3,735 15 22,170 18,520 22,185 22,270: 100 15 Old : 22,285: 0 3,735 15 22,170 18,520 22,185 22,270: 100 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 0: 0 -150 15 -15 135 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 16.8 0.1 99.5 83.1 99.6 99.9: 0.4 0.1 Old : 100.0: 0.0 16.8 0.1 99.5 83.1 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 1 17 15 18 16: Old : 24: 0 1 1 17 15 18 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 : 66.7 83.8 89.4 97.0 64.1 83.3 86.7 93.8 Old : 66.7 83.8 89.4 97.0 64.1 83.3 86.7 93.8 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, November 03, 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 : 21,995: 0 4,410 0 21,915 17,555 21,915 21,965: 80 30 Old : 21,995: 0 4,410 0 21,915 17,555 21,915 21,965: 80 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 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 20.1 0.0 99.6 79.8 99.6 99.9: 0.4 0.1 Old : 100.0: 0.0 20.1 0.0 99.6 79.8 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 11 13 12: Old : 20: 0 1 0 13 11 13 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 : 67.7 87.1 90.5 98.5 65.7 87.1 88.4 96.2 Old : 67.7 87.1 90.5 98.5 65.7 87.1 88.4 96.2 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, November 03, 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 : 74,527: 13,772 0 223 57,404 71,051 71,399 71,274: 3,128 3,253 Old : 74,527: 13,772 0 223 57,404 71,051 71,399 71,274: 3,128 3,253 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 2,195: 2,780 0 0 -639 2,141 2,141 2,141: 54 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 0.0 0.3 77.0 95.3 95.8 95.6: 4.2 4.4 Old : 100.0: 18.5 0.0 0.3 77.0 95.3 95.8 95.6: 4.2 4.4 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 : 37: 4 0 1 22 28 26 29: Old : 37: 4 0 1 22 28 26 29: 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 54.4 82.7 74.9 66.2 53.4 76.0 71.4 Old : 67.1 54.4 82.7 74.9 66.2 53.4 76.0 71.4 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, November 03, 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 : 70,378: 15,495 0 0 53,122 68,492 68,617 68,492: 1,761 1,886 Old : 70,378: 15,495 0 0 53,122 68,492 68,617 68,492: 1,761 1,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 2,355: 2,880 0 0 -525 2,355 2,355 2,355: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 0.0 0.0 75.5 97.3 97.5 97.3: 2.5 2.7 Old : 100.0: 22.0 0.0 0.0 75.5 97.3 97.5 97.3: 2.5 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 : 34: 3 0 0 21 25 24 25: Old : 34: 3 0 0 21 25 24 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 : 68.2 51.6 83.1 74.5 66.9 50.7 77.8 70.9 Old : 68.2 51.6 83.1 74.5 66.9 50.7 77.8 70.9 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, November 03, 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 : 23,696: 675 100 350 21,805 22,650 22,830 23,100: 866 596 Old : 23,696: 675 100 350 21,805 22,650 22,830 23,100: 866 596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.4 1.5 92.0 95.6 96.3 97.5: 3.7 2.5 Old : 100.0: 2.8 0.4 1.5 92.0 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: 1 1 2 19 18 22 20: Old : 26: 1 1 2 19 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 : 53.2 67.9 77.6 86.5 45.4 63.4 64.4 72.0 Old : 53.2 67.9 77.6 86.5 45.4 63.4 64.4 72.0 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, November 03, 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 : 21,680: 250 600 0 21,285 20,935 21,535 21,535: 145 145 Old : 21,680: 250 600 0 21,285 20,935 21,535 21,535: 145 145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 2.8 0.0 98.2 96.6 99.3 99.3: 0.7 0.7 Old : 100.0: 1.2 2.8 0.0 98.2 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: 1 1 0 21 16 22 17: Old : 26: 1 1 0 21 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 : 47.9 66.7 75.7 85.7 39.0 53.0 55.1 65.4 Old : 47.9 66.7 75.7 85.7 39.0 53.0 55.1 65.4 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, November 03, 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 : 12,090: 4,575 325 0 7,280 11,635 11,855 11,960: 235 130 Old : 12,090: 4,575 325 0 7,280 11,635 11,855 11,960: 235 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 2.7 0.0 60.2 96.2 98.1 98.9: 1.9 1.1 Old : 100.0: 37.8 2.7 0.0 60.2 96.2 98.1 98.9: 1.9 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: 2 1 0 13 10 15 11: Old : 21: 2 1 0 13 10 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 : 65.8 71.3 87.3 94.6 61.9 60.7 73.4 74.7 Old : 65.8 71.3 87.3 94.6 61.9 60.7 73.4 74.7 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, November 03, 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 27, 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, November 03, 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 : 27,081: 620 2,025 311 25,455 24,035 26,386 26,371: 695 710 Old : 27,081: 620 2,025 311 25,455 24,035 26,386 26,371: 695 710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 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 7.5 1.1 94.0 88.8 97.4 97.4: 2.6 2.6 Old : 100.0: 2.3 7.5 1.1 94.0 88.8 97.4 97.4: 2.6 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 : 32: 3 2 2 19 22 23 25: Old : 32: 3 2 2 19 22 23 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 : 55.0 36.2 74.4 59.0 40.6 24.9 48.7 40.3 Old : 55.0 36.2 74.4 59.0 40.6 24.9 48.7 40.3 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, November 03, 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 : 26,245: 510 725 290 24,160 24,285 24,960 25,300: 1,285 945 Old : 26,245: 510 725 290 24,160 24,285 24,960 25,300: 1,285 945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 27, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 2.8 1.1 92.1 92.5 95.1 96.4: 4.9 3.6 Old : 100.0: 1.9 2.8 1.1 92.1 92.5 95.1 96.4: 4.9 3.6 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 2 2 19 21 21 24: Old : 28: 1 2 2 19 21 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 : 51.7 47.9 74.2 71.1 41.5 33.4 52.9 48.3 Old : 51.7 47.9 74.2 71.1 41.5 33.4 52.9 48.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2015