MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,014 COMMITMENTS 1,549 600 0 18,790 19,694 20,339 20,294 675 720 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,078) -128 10 -10 -880 -1,028 -1,018 -1,028 -60 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.9 0.0 89.4 93.7 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 12 14 13 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,050 COMMITMENTS 1,520 600 0 16,056 16,850 17,576 17,450 474 600 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -907) -127 30 -30 -705 -827 -862 -827 -45 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 3.3 0.0 89.0 93.4 97.4 96.7 2.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 10 15 11 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,731 COMMITMENTS 370 0 155 57,011 57,317 57,536 57,472 2,195 2,259 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,831) -240 0 -5 -2,740 -2,871 -2,985 -2,876 154 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.3 95.4 96.0 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 16 22 17 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,412 COMMITMENTS 370 0 155 51,917 51,446 52,442 51,601 1,970 2,811 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,770) 5 0 -5 -2,735 -2,531 -2,735 -2,536 -35 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.3 95.4 94.5 96.4 94.8 3.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 16 18 17 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,465 COMMITMENTS 1,200 0 0 10,790 12,345 11,990 12,345 475 120 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -743) 25 0 -28 -885 -715 -888 -743 145 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.0 0.0 86.6 99.0 96.2 99.0 3.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 14 8 16 8 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,133 COMMITMENTS 0 1,010 323 11,415 10,560 11,738 11,893 395 240 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -682) -75 -405 -2 -735 -350 -812 -757 130 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.3 2.7 94.1 87.0 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 14 11 15 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,890 COMMITMENTS 0 3,270 0 11,495 8,410 11,495 11,680 395 210 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -360) -100 -150 0 175 -295 75 -445 -435 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.5 0.0 96.7 70.7 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 14 9 14 11 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,946 COMMITMENTS 350 5,500 190 27,231 22,131 27,771 27,821 175 125 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -810) -350 -620 0 -290 -125 -640 -745 -170 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 19.7 0.7 97.4 79.2 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 18 12 20 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,405 COMMITMENTS 50 5,100 0 26,190 21,180 26,240 26,280 165 125 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -310) -50 -185 0 -125 -115 -175 -300 -135 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 19.3 0.0 99.2 80.2 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 16 8 17 9 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,514 COMMITMENTS 10,982 580 999 55,458 65,850 67,439 67,429 3,075 3,085 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -3,523) -561 -270 20 -2,752 -3,063 -3,293 -3,313 -230 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.8 1.4 78.6 93.4 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 3 24 24 27 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,823 COMMITMENTS 15,651 230 0 47,493 62,923 63,144 63,153 1,679 1,670 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,614) -492 30 0 -2,193 -2,718 -2,685 -2,688 71 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 0.4 0.0 73.3 97.1 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 19 25 21 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,080 COMMITMENTS 3,250 4,625 0 24,025 23,275 27,275 27,900 1,805 1,180 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,615) -225 -100 0 -1,535 -1,410 -1,760 -1,510 145 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 15.9 0.0 82.6 80.0 93.8 95.9 6.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 16 18 18 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,750 COMMITMENTS 1,000 0 600 22,580 23,950 24,180 24,550 570 200 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,195) -100 0 0 -1,075 -1,180 -1,175 -1,180 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 2.4 91.2 96.8 97.7 99.2 2.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 19 15 21 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,919 COMMITMENTS 4,310 4,550 9 21,220 21,340 25,539 25,899 1,380 1,020 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -1,522) -150 -275 -7 -1,250 -1,140 -1,407 -1,422 -115 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 16.9 0.0 78.8 79.3 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 19 18 22 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,015 COMMITMENTS 100 1,450 710 18,880 17,905 19,690 20,065 1,325 950 CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -640) 75 0 -75 -435 -390 -435 -465 -205 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 6.9 3.4 89.8 85.2 93.7 95.5 6.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 17 20 20
Updated March 13, 2015