MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 15,736: 313 0 0 15,285 15,438 15,598 15,438: 138 298 Old : 15,736: 313 0 0 15,285 15,438 15,598 15,438: 138 298 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -860: -312 0 0 -440 -742 -752 -742: -108 -118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 0.0 97.1 98.1 99.1 98.1: 0.9 1.9 Old : 100.0: 2.0 0.0 0.0 97.1 98.1 99.1 98.1: 0.9 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 0 12 12 14 12: Old : 21: 2 0 0 12 12 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 : 90.2 71.9 97.0 93.8 89.3 71.6 95.4 92.0 Old : 90.2 71.9 97.0 93.8 89.3 71.6 95.4 92.0 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, December 08, 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 : 50,591: 0 230 170 49,981 49,477 50,151 49,877: 440 714 Old : 50,591: 0 230 170 49,981 49,477 50,151 49,877: 440 714 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -2,904: 0 45 -45 -2,670 -2,604 -2,715 -2,604: -189 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.5 0.3 98.8 97.8 99.1 98.6: 0.9 1.4 Old : 100.0: 0.0 0.5 0.3 98.8 97.8 99.1 98.6: 0.9 1.4 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 : 29: 0 1 1 18 24 19 25: Old : 29: 0 1 1 18 24 19 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 : 87.4 60.3 95.1 83.5 82.3 54.6 85.1 74.5 Old : 87.4 60.3 95.1 83.5 82.3 54.6 85.1 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 43,787: 170 0 0 43,212 42,851 43,382 42,851: 405 936 Old : 43,787: 170 0 0 43,212 42,851 43,382 42,851: 405 936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -2,545: -45 0 0 -2,335 -2,219 -2,380 -2,219: -165 -326 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 98.7 97.9 99.1 97.9: 0.9 2.1 Old : 100.0: 0.4 0.0 0.0 98.7 97.9 99.1 97.9: 0.9 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 : 27: 1 0 0 18 21 19 21: Old : 27: 1 0 0 18 21 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.0 61.8 95.1 88.1 85.3 57.3 88.0 80.0 Old : 89.0 61.8 95.1 88.1 85.3 57.3 88.0 80.0 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, December 08, 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 : 16,590: 0 4,720 150 15,620 11,660 15,770 16,530: 820 60 Old : 16,590: 0 4,720 150 15,620 11,660 15,770 16,530: 820 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -605: 0 0 0 -570 -595 -570 -595: -35 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.5 0.9 94.2 70.3 95.1 99.6: 4.9 0.4 Old : 100.0: 0.0 28.5 0.9 94.2 70.3 95.1 99.6: 4.9 0.4 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 : 21: 0 2 1 16 9 17 11: Old : 21: 0 2 1 16 9 17 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 : 55.8 86.1 80.0 97.2 40.4 57.5 57.1 66.2 Old : 55.8 86.1 80.0 97.2 40.4 57.5 57.1 66.2 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, December 08, 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 : 18,421: 0 2,630 81 17,675 15,635 17,756 18,346: 665 75 Old : 18,421: 0 2,630 81 17,675 15,635 17,756 18,346: 665 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -300: 0 565 -75 -525 -785 -600 -295: 300 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 14.3 0.4 96.0 84.9 96.4 99.6: 3.6 0.4 Old : 100.0: 0.0 14.3 0.4 96.0 84.9 96.4 99.6: 3.6 0.4 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 : 21: 0 2 1 11 13 12 15: Old : 21: 0 2 1 11 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 : 72.2 83.9 92.9 95.0 68.8 82.5 83.2 86.8 Old : 72.2 83.9 92.9 95.0 68.8 82.5 83.2 86.8 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, December 08, 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 : 21,650: 0 2,775 165 21,405 18,705 21,570 21,645: 80 5 Old : 21,650: 0 2,775 165 21,405 18,705 21,570 21,645: 80 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -210: 0 -130 0 -200 -75 -200 -205: -10 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.8 0.8 98.9 86.4 99.6 100.0: 0.4 0.0 Old : 100.0: 0.0 12.8 0.8 98.9 86.4 99.6 100.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 1 17 15 18 17: Old : 25: 0 2 1 17 15 18 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 : 62.9 80.0 87.9 96.4 59.8 79.0 81.2 88.8 Old : 62.9 80.0 87.9 96.4 59.8 79.0 81.2 88.8 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, December 08, 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 : 20,465: 0 3,750 0 20,405 16,705 20,405 20,455: 60 10 Old : 20,465: 0 3,750 0 20,405 16,705 20,405 20,455: 60 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -685: 0 -230 0 -675 -445 -675 -675: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.3 0.0 99.7 81.6 99.7 100.0: 0.3 0.0 Old : 100.0: 0.0 18.3 0.0 99.7 81.6 99.7 100.0: 0.3 0.0 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 0 13 12 13 13: Old : 20: 0 1 0 13 12 13 13: 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 : 63.6 84.0 89.2 98.0 59.1 84.0 84.7 94.4 Old : 63.6 84.0 89.2 98.0 59.1 84.0 84.7 94.4 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, December 08, 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 : 79,378: 14,288 0 77 60,227 74,215 74,592 74,292: 4,786 5,086 Old : 79,378: 14,288 0 77 60,227 74,215 74,592 74,292: 4,786 5,086 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,599: 208 0 -73 -1,239 -1,331 -1,104 -1,404: -495 -195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 0.0 0.1 75.9 93.5 94.0 93.6: 6.0 6.4 Old : 100.0: 18.0 0.0 0.1 75.9 93.5 94.0 93.6: 6.0 6.4 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 23 28 27 29: Old : 37: 4 0 1 23 28 27 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 : 67.0 47.0 81.6 71.0 63.8 46.7 73.8 66.6 Old : 67.0 47.0 81.6 71.0 63.8 46.7 73.8 66.6 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, December 08, 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 : 73,815: 15,515 0 0 56,889 72,104 72,404 72,104: 1,411 1,711 Old : 73,815: 15,515 0 0 56,889 72,104 72,404 72,104: 1,411 1,711 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,553: -315 0 0 -988 -1,603 -1,303 -1,603: -250 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 0.0 0.0 77.1 97.7 98.1 97.7: 1.9 2.3 Old : 100.0: 21.0 0.0 0.0 77.1 97.7 98.1 97.7: 1.9 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 : 34: 3 0 0 23 25 26 25: Old : 34: 3 0 0 23 25 26 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 : 68.6 48.1 83.9 73.1 66.6 45.7 75.2 68.2 Old : 68.6 48.1 83.9 73.1 66.6 45.7 75.2 68.2 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, December 08, 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 : 23,052: 275 0 250 21,855 22,420 22,380 22,670: 672 382 Old : 23,052: 275 0 250 21,855 22,420 22,380 22,670: 672 382 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,637: -275 0 0 -1,290 -1,555 -1,565 -1,555: -72 -82 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 1.1 94.8 97.3 97.1 98.3: 2.9 1.7 Old : 100.0: 1.2 0.0 1.1 94.8 97.3 97.1 98.3: 2.9 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 : 26: 2 0 1 18 18 21 19: Old : 26: 2 0 1 18 18 21 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 : 62.3 73.8 83.8 90.0 56.6 69.6 73.4 79.0 Old : 62.3 73.8 83.8 90.0 56.6 69.6 73.4 79.0 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, December 08, 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 : 19,800: 50 600 0 19,635 19,085 19,685 19,685: 115 115 Old : 19,800: 50 600 0 19,635 19,085 19,685 19,685: 115 115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,505: -50 0 0 -1,440 -1,490 -1,490 -1,490: -15 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 3.0 0.0 99.2 96.4 99.4 99.4: 0.6 0.6 Old : 100.0: 0.3 3.0 0.0 99.2 96.4 99.4 99.4: 0.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 54.0 69.2 79.9 88.5 50.4 62.6 69.7 76.4 Old : 54.0 69.2 79.9 88.5 50.4 62.6 69.7 76.4 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, December 08, 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 : 10,080: 3,925 50 0 6,080 9,990 10,005 10,040: 75 40 Old : 10,080: 3,925 50 0 6,080 9,990 10,005 10,040: 75 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,005: -325 -50 0 -605 -915 -930 -965: -75 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 0.5 0.0 60.3 99.1 99.3 99.6: 0.7 0.4 Old : 100.0: 38.9 0.5 0.0 60.3 99.1 99.3 99.6: 0.7 0.4 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 : 20: 2 1 0 13 9 15 10: Old : 20: 2 1 0 13 9 15 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 : 68.5 79.1 93.0 98.6 62.9 68.8 78.9 79.8 Old : 68.5 79.1 93.0 98.6 62.9 68.8 78.9 79.8 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, December 08, 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 : 6,525: 1,200 50 0 5,065 6,370 6,265 6,420: 260 105 Old : 6,525: 1,200 50 0 5,065 6,370 6,265 6,420: 260 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -555: 0 -50 0 -535 -490 -535 -540: -20 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 0.8 0.0 77.6 97.6 96.0 98.4: 4.0 1.6 Old : 100.0: 18.4 0.8 0.0 77.6 97.6 96.0 98.4: 4.0 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 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 : 70.3 92.7 93.3 96.8 70.3 87.7 89.7 91.7 Old : 70.3 92.7 93.3 96.8 70.3 87.7 89.7 91.7 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, December 08, 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 : 25,320: 320 1,475 295 24,410 23,160 25,025 24,930: 295 390 Old : 25,320: 320 1,475 295 24,410 23,160 25,025 24,930: 295 390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,138: -75 -275 -8 -905 -700 -988 -983: -150 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 5.8 1.2 96.4 91.5 98.8 98.5: 1.2 1.5 Old : 100.0: 1.3 5.8 1.2 96.4 91.5 98.8 98.5: 1.2 1.5 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 : 30: 2 2 2 21 21 24 24: Old : 30: 2 2 2 21 21 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 : 53.4 40.7 74.9 62.7 43.2 26.0 51.8 42.6 Old : 53.4 40.7 74.9 62.7 43.2 26.0 51.8 42.6 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, December 08, 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 : 23,705: 435 600 250 21,985 22,170 22,670 23,020: 1,035 685 Old : 23,705: 435 600 250 21,985 22,170 22,670 23,020: 1,035 685 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 1, 2015 : : -1,135: -35 0 -20 -970 -915 -1,025 -935: -110 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 2.5 1.1 92.7 93.5 95.6 97.1: 4.4 2.9 Old : 100.0: 1.8 2.5 1.1 92.7 93.5 95.6 97.1: 4.4 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 1 1 19 20 21 21: Old : 25: 1 1 1 19 20 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 51.3 75.5 75.5 45.4 38.7 57.0 52.3 Old : 54.3 51.3 75.5 75.5 45.4 38.7 57.0 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2015