MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,964 COMMITMENTS 1,549 600 0 18,740 19,644 20,289 20,244 675 720 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,140 COMMITMENTS 1,520 600 0 16,146 16,940 17,666 17,540 474 600 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 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 16 11 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,476 COMMITMENTS 370 0 155 60,756 61,062 61,281 61,217 2,195 2,259 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,400) 0 0 0 2,400 2,400 2,400 2,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.2 95.7 96.2 96.5 96.4 3.5 3.6 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,522 COMMITMENTS 370 0 155 56,027 55,546 56,552 55,701 1,970 2,821 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,750) 0 0 0 2,750 2,750 2,750 2,750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.3 95.7 94.9 96.6 95.2 3.4 4.8 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 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,958 COMMITMENTS 0 1,010 323 11,240 10,385 11,563 11,718 395 240 CHANGES FROM 03/24/15 (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 8.4 2.7 94.0 86.8 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,715 COMMITMENTS 0 3,270 0 11,320 8,235 11,320 11,505 395 210 CHANGES FROM 03/24/15 (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 27.9 0.0 96.6 70.3 96.6 98.2 3.4 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,626 COMMITMENTS 350 5,475 190 27,911 22,836 28,451 28,501 175 125 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 0) 0 -25 0 0 25 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 19.1 0.7 97.5 79.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 18 14 20 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,155 COMMITMENTS 50 5,100 0 26,940 21,930 26,990 27,030 165 125 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 70) 0 0 0 70 70 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 18.8 0.0 99.2 80.8 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 17 10 18 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,959 COMMITMENTS 11,147 580 1,074 56,553 67,110 68,774 68,764 3,185 3,195 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 25) -25 0 25 25 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 0.8 1.5 78.6 93.3 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 3 25 24 28 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,223 COMMITMENTS 15,891 230 0 48,653 64,323 64,544 64,553 1,679 1,670 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 0.3 0.0 73.5 97.1 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 20 25 22 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,155 COMMITMENTS 3,150 4,625 100 24,100 23,250 27,350 27,975 1,805 1,180 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 0) -100 0 100 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 15.9 0.3 82.7 79.7 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 16 18 18 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,010 COMMITMENTS 1,000 50 600 22,840 24,160 24,440 24,810 570 200 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 185) 0 50 0 185 135 185 185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.2 2.4 91.3 96.6 97.7 99.2 2.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 20 15 22 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,669 COMMITMENTS 4,310 4,450 109 21,870 22,090 26,289 26,649 1,380 1,020 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 650) 0 -100 100 550 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 16.1 0.4 79.0 79.8 95.0 96.3 5.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 19 19 23 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,515 COMMITMENTS 100 1,400 760 19,330 18,455 20,190 20,615 1,325 900 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 350) 0 -50 50 300 400 350 400 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 6.5 3.5 89.8 85.8 93.8 95.8 6.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 3 19 18 22 21
Updated April 3, 2015