MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,847 COMMITMENTS 2,076 570 130 17,025 18,377 19,231 19,077 616 770 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -955) 779 0 130 -1,915 -1,235 -1,006 -1,105 51 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 2.9 0.7 85.8 92.6 96.9 96.1 3.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 12 16 14 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,458 COMMITMENTS 1,217 640 175 15,586 16,053 16,978 16,868 480 590 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,085) -51 70 175 -960 -1,380 -836 -1,135 -249 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 3.7 1.0 89.3 92.0 97.3 96.6 2.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 10 15 12 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,289 COMMITMENTS 855 50 150 58,371 58,930 59,376 59,130 1,913 2,159 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -50) 0 50 0 300 -100 300 -50 -350 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 0.2 95.2 96.2 96.9 96.5 3.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 16 22 18 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,777 COMMITMENTS 855 0 150 54,167 54,019 55,172 54,169 1,605 2,608 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -50) 0 0 0 195 -50 195 -50 -245 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.3 95.4 95.1 97.2 95.4 2.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 16 18 18 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,200 COMMITMENTS 1,147 0 0 10,435 12,080 11,582 12,080 618 120 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 350) 247 0 0 -75 350 172 350 178 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 0.0 0.0 85.5 99.0 94.9 99.0 5.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 14 9 16 9 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,580 COMMITMENTS 0 290 0 9,405 9,115 9,405 9,405 175 175 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 5) 0 0 0 -50 -120 -50 -120 55 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 0.0 98.2 95.1 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 14 12 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 8,790 COMMITMENTS 405 0 0 8,270 8,720 8,675 8,720 115 70 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.0 0.0 94.1 99.2 98.7 99.2 1.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 8 16 8 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,069 COMMITMENTS 0 1,276 314 11,435 10,140 11,749 11,730 320 339 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 100) 0 91 0 165 -100 165 -9 -65 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.6 2.6 94.7 84.0 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 14 12 15 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,941 COMMITMENTS 100 5,665 0 26,571 21,111 26,671 26,776 270 165 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -235) 100 0 0 -415 -235 -315 -235 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 21.0 0.0 98.6 78.4 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 16 13 17 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,990 COMMITMENTS 0 5,040 0 25,770 20,835 25,770 25,875 220 115 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -210) 0 0 0 -280 -210 -280 -210 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.4 0.0 99.2 80.2 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 10 15 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,554 COMMITMENTS 12,706 230 815 55,703 68,279 69,224 69,324 3,330 3,230 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 740) 980 0 20 -485 585 515 605 225 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 0.3 1.1 76.8 94.1 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 4 24 25 28 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,315 COMMITMENTS 16,180 0 0 49,235 65,135 65,415 65,135 1,900 2,180 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 425) 856 0 0 -580 170 276 170 149 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 0.0 0.0 73.1 96.8 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 0 21 26 24 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,318 COMMITMENTS 2,925 4,600 100 25,030 23,470 28,055 28,170 1,263 1,148 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 790) 0 100 0 1,205 600 1,205 700 -415 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 15.7 0.3 85.4 80.1 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 20 19 22 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,285 COMMITMENTS 800 50 600 23,740 24,390 25,140 25,040 145 245 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 945) 0 0 0 1,350 885 1,350 885 -405 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.2 2.4 93.9 96.5 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 22 15 24 17 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,440 COMMITMENTS 11,475 2,775 300 8,150 17,040 19,925 20,115 515 325 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -105) 0 0 0 -205 -150 -205 -150 100 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.1 13.6 1.5 39.9 83.4 97.5 98.4 2.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 10 10 13 11 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,850 COMMITMENTS 1,200 225 0 9,065 10,205 10,265 10,430 585 420 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -95) 0 0 0 -95 -125 -95 -125 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 2.1 0.0 83.5 94.1 94.6 96.1 5.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 12 11 13 12 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,156 COMMITMENTS 4,022 4,175 106 22,645 22,830 26,773 27,111 1,383 1,045 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -130) 82 0 0 -280 -205 -198 -205 68 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 14.8 0.4 80.4 81.1 95.1 96.3 4.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 20 20 25 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,300 COMMITMENTS 125 1,380 735 19,165 18,330 20,025 20,445 1,275 855 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -260) 0 0 0 -370 -340 -370 -340 110 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 6.5 3.5 90.0 86.1 94.0 96.0 6.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 18 16 21 19 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,233 COMMITMENTS 650 480 0 22,578 23,668 23,228 24,148 1,005 85 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.0 0.0 93.2 97.7 95.9 99.6 4.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 14 7 15 8 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,475 COMMITMENTS 650 480 0 19,820 20,910 20,470 21,390 1,005 85 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.2 0.0 92.3 97.4 95.3 99.6 4.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 15 7 16 8
Updated May 8, 2015