MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,535 COMMITMENTS 1,555 0 0 20,215 21,865 21,770 21,865 765 670 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.0 0.0 89.7 97.0 96.6 97.0 3.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 14 15 15 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,339 COMMITMENTS 1,524 0 0 17,131 18,619 18,655 18,619 684 720 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.0 0.0 88.6 96.3 96.5 96.3 3.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 11 15 12 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,913 COMMITMENTS 290 0 0 62,536 62,404 62,826 62,404 2,087 2,509 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,380) 0 0 0 1,380 1,380 1,380 1,380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 96.3 96.1 96.8 96.1 3.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 17 20 18 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,107 COMMITMENTS 0 0 0 58,067 57,048 58,067 57,048 2,040 3,059 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 94.9 96.6 94.9 3.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 17 16 17 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,336 COMMITMENTS 600 50 6 12,365 13,280 12,971 13,336 365 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -815) -130 0 0 -635 -815 -765 -815 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.4 0.0 92.7 99.6 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 6 16 8 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,277 COMMITMENTS 150 2,300 102 13,745 11,700 13,997 14,102 280 175 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 16.1 0.7 96.3 81.9 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 15 12 17 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,565 COMMITMENTS 200 3,270 0 11,505 9,170 11,705 12,440 860 125 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -945) 0 484 0 -895 -1,370 -895 -886 -50 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 26.0 0.0 91.6 73.0 93.2 99.0 6.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 13 9 14 11 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,546 COMMITMENTS 1,100 4,640 90 20,041 16,646 21,231 21,376 315 170 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -40) 0 -50 50 -100 -40 -50 -40 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 21.5 0.4 93.0 77.3 98.5 99.2 1.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 14 11 16 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,285 COMMITMENTS 6,360 1,200 563 47,507 52,677 54,430 54,440 2,855 2,845 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 320) -50 0 0 295 235 245 235 75 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 2.1 1.0 82.9 92.0 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 23 24 25 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,487 COMMITMENTS 9,915 350 0 37,915 47,315 47,830 47,665 1,657 1,822 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 575) 0 0 0 425 425 425 425 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 0.7 0.0 76.6 95.6 96.7 96.3 3.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 20 23 22 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,660 COMMITMENTS 3,700 4,825 0 24,130 23,385 27,830 28,210 1,830 1,450 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 16.3 0.0 81.4 78.8 93.8 95.1 6.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 19 22 21 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,825 COMMITMENTS 1,200 0 600 22,415 23,995 24,215 24,595 610 230 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 2.4 90.3 96.7 97.5 99.1 2.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 19 15 21 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,093 COMMITMENTS 4,670 3,900 23 21,040 22,200 25,733 26,123 1,360 970 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 14.4 0.1 77.7 81.9 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 20 18 23 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,580 COMMITMENTS 0 300 810 16,685 16,820 17,495 17,930 2,085 1,650 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 4.1 85.2 85.9 89.4 91.6 10.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 18 17 20 19
Updated January 23, 2015