MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,075 COMMITMENTS 1,805 580 20 20,605 21,805 22,430 22,405 645 670 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 540) 250 580 20 390 -60 660 540 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 2.5 0.1 89.3 94.5 97.2 97.1 2.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 14 14 16 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,899 COMMITMENTS 1,774 560 40 17,521 18,559 19,335 19,159 564 740 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 540) 110 560 40 390 -60 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 2.8 0.2 88.0 93.3 97.2 96.3 2.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 11 15 13 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,763 COMMITMENTS 290 0 0 63,386 63,314 63,676 63,314 2,087 2,449 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 675) 0 0 0 675 555 675 555 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 96.4 96.3 96.8 96.3 3.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 18 22 19 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,707 COMMITMENTS 0 0 0 58,667 57,528 58,667 57,528 2,040 3,179 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 480 600 480 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 94.8 96.6 94.8 3.4 5.2 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,936 COMMITMENTS 1,150 0 56 12,365 13,880 13,571 13,936 365 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 0.0 0.4 88.7 99.6 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 15 8 17 10 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,310 COMMITMENTS 10 0 190 9,025 9,120 9,225 9,310 85 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 2.0 96.9 98.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 12 10 13 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,372 COMMITMENTS 150 1,795 327 13,615 12,075 14,092 14,197 280 175 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 12.5 2.3 94.7 84.0 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 16 13 18 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,165 COMMITMENTS 200 3,570 0 12,105 9,470 12,305 13,040 860 125 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 600) 0 300 0 600 300 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 27.1 0.0 91.9 71.9 93.5 99.1 6.5 0.9 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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,651 COMMITMENTS 1,075 4,615 115 20,211 16,771 21,401 21,501 250 150 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 125) -25 -25 25 190 145 190 145 -65 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 21.3 0.5 93.3 77.5 98.8 99.3 1.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 15 11 17 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,425 COMMITMENTS 5,554 1,175 929 49,873 54,262 56,356 56,366 3,069 3,059 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,300) -25 -25 25 1,086 1,086 1,086 1,086 214 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 2.0 1.6 83.9 91.3 94.8 94.9 5.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 23 24 25 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,442 COMMITMENTS 10,035 350 0 39,750 49,270 49,785 49,620 1,657 1,822 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,665) 0 0 0 1,665 1,665 1,665 1,665 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 0.7 0.0 77.3 95.8 96.8 96.5 3.2 3.5 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 02/03/15 | --------------------------------------------------------------| 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 01/27/15 (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 02/03/15 | --------------------------------------------------------------| 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 01/27/15 (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 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,828 COMMITMENTS 4,670 4,500 23 21,775 22,335 26,468 26,858 1,360 970 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 560) 0 600 0 560 10 560 610 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 16.2 0.1 78.2 80.3 95.1 96.5 4.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 21 18 24 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,230 COMMITMENTS 0 900 810 17,335 16,870 18,145 18,580 2,085 1,650 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 650) 0 600 0 650 50 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.4 4.0 85.7 83.4 89.7 91.8 10.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 19 18 21 21
Updated February 6, 2015