MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,602 COMMITMENTS 1,397 570 0 17,640 18,412 19,037 18,982 565 620 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,362) -152 -30 0 -1,100 -1,232 -1,252 -1,262 -110 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 2.9 0.0 90.0 93.9 97.1 96.8 2.9 3.2 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,118 COMMITMENTS 1,368 570 0 15,321 16,008 16,689 16,578 429 540 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,022) -152 -30 0 -825 -932 -977 -962 -45 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 3.3 0.0 89.5 93.5 97.5 96.8 2.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 11 16 12 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,289 COMMITMENTS 375 0 150 57,771 58,080 58,296 58,230 1,993 2,059 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -3,187) 5 0 -5 -2,985 -2,982 -2,985 -2,987 -202 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.2 95.8 96.3 96.7 96.6 3.3 3.4 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,677 COMMITMENTS 375 0 150 53,367 52,919 53,892 53,069 1,785 2,608 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,845) 5 0 -5 -2,660 -2,627 -2,660 -2,632 -185 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.3 95.9 95.0 96.8 95.3 3.2 4.7 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,490 COMMITMENTS 900 0 0 10,150 11,370 11,050 11,370 440 120 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -975) -300 0 0 -640 -975 -940 -975 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.0 0.0 88.3 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,249 COMMITMENTS 0 1,185 314 10,550 9,520 10,864 11,019 385 230 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -709) 0 175 -9 -690 -865 -699 -699 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.5 2.8 93.8 84.6 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 14 11 15 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,186 COMMITMENTS 0 5,665 0 27,036 21,406 27,036 27,071 150 115 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,440) -350 190 -190 -875 -1,430 -1,415 -1,430 -25 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.8 0.0 99.4 78.7 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 18 13 18 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,100 COMMITMENTS 0 5,040 0 25,950 20,945 25,950 25,985 150 115 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,055) -50 -60 0 -990 -985 -1,040 -1,045 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.3 0.0 99.4 80.2 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 10 16 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,764 COMMITMENTS 11,726 230 795 52,298 63,794 64,819 64,819 2,945 2,945 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -4,195) 579 -350 -279 -4,255 -3,316 -3,955 -3,945 -240 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 0.3 1.2 77.2 94.1 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 3 22 25 25 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,265 COMMITMENTS 15,324 0 0 46,340 61,490 61,664 61,490 1,601 1,775 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,958) -567 -230 0 -2,313 -2,833 -2,880 -3,063 -78 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 0.0 0.0 73.2 97.2 97.5 97.2 2.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 20 24 22 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,878 COMMITMENTS 2,925 4,500 100 23,175 22,220 26,200 26,820 1,678 1,058 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,277) -225 -125 0 -925 -1,030 -1,150 -1,155 -127 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 16.1 0.4 83.1 79.7 94.0 96.2 6.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 16 19 18 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,690 COMMITMENTS 800 50 600 21,740 22,855 23,140 23,505 550 185 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,320) -200 0 0 -1,100 -1,305 -1,300 -1,305 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.2 2.5 91.8 96.5 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,546 COMMITMENTS 4,030 4,175 106 21,095 21,295 25,231 25,576 1,315 970 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,123) -280 -275 -3 -775 -795 -1,058 -1,073 -65 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 15.7 0.4 79.5 80.2 95.0 96.3 5.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 20 20 24 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,170 COMMITMENTS 125 1,340 735 19,145 18,320 20,005 20,395 1,165 775 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -345) 25 -60 -25 -185 -135 -185 -220 -160 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 6.3 3.5 90.4 86.5 94.5 96.3 5.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 19 17 22 20
Updated April 10, 2015