MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,825 COMMITMENTS 1,975 540 130 18,265 19,635 20,370 20,305 455 520 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 978) -101 -30 0 1,240 1,258 1,139 1,228 -161 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.6 0.6 87.7 94.3 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 11 14 13 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,761 COMMITMENTS 1,116 610 175 17,086 17,496 18,377 18,281 384 480 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,303) -101 -30 0 1,500 1,443 1,399 1,413 -96 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 3.3 0.9 91.1 93.3 98.0 97.4 2.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 9 14 11 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,230 COMMITMENTS 840 50 145 56,516 57,076 57,501 57,271 1,729 1,959 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2,059) -15 0 -5 -1,855 -1,854 -1,875 -1,859 -184 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 0.2 95.4 96.4 97.1 96.7 2.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 16 20 18 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,987 COMMITMENTS 840 0 145 52,562 52,455 53,547 52,600 1,440 2,387 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,790) -15 0 -5 -1,605 -1,564 -1,625 -1,569 -165 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.3 95.6 95.4 97.4 95.7 2.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 16 17 18 18 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,075 COMMITMENTS 750 0 0 9,995 10,955 10,745 10,955 330 120 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,125) -397 0 0 -440 -1,125 -837 -1,125 -288 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.0 0.0 90.2 98.9 97.0 98.9 3.0 1.1 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,210 COMMITMENTS 0 340 0 9,090 8,870 9,090 9,210 120 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -370) 0 50 0 -315 -245 -315 -195 -55 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 0.0 98.7 96.3 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 12 14 12 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,545 COMMITMENTS 50 2,110 50 13,100 11,130 13,200 13,290 345 255 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 15.6 0.4 96.7 82.2 97.5 98.1 2.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 15 8 16 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,260 COMMITMENTS 0 1,235 305 10,645 9,500 10,950 11,040 310 220 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -809) 0 -41 -9 -790 -640 -799 -690 -10 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.0 2.7 94.5 84.4 97.2 98.0 2.8 2.0 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,938 COMMITMENTS 100 5,555 0 25,653 20,243 25,753 25,798 185 140 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,003) 0 -110 0 -918 -868 -918 -978 -85 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 21.4 0.0 98.9 78.0 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 13 15 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,030 COMMITMENTS 0 4,980 0 24,895 19,945 24,895 24,925 135 105 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -960) 0 -60 0 -875 -890 -875 -950 -85 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.9 0.0 99.5 79.7 99.5 99.6 0.5 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,504 COMMITMENTS 13,328 230 593 53,623 66,721 67,544 67,544 2,960 2,960 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2,050) 622 0 -222 -2,080 -1,558 -1,680 -1,780 -370 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 0.3 0.8 76.1 94.6 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 4 24 22 29 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,895 COMMITMENTS 15,857 0 0 48,365 64,045 64,222 64,045 1,673 1,850 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,420) -323 0 0 -870 -1,090 -1,193 -1,090 -227 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 0.0 0.0 73.4 97.2 97.5 97.2 2.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 22 24 25 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,141 COMMITMENTS 2,800 4,475 0 24,230 22,730 27,030 27,205 1,111 936 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,177) -125 -125 -100 -800 -740 -1,025 -965 -152 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 15.9 0.0 86.1 80.8 96.1 96.7 3.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 0 20 18 22 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,050 COMMITMENTS 600 0 600 22,760 23,280 23,960 23,880 90 170 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,235) -200 -50 0 -980 -1,110 -1,180 -1,160 -55 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 2.5 94.6 96.8 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 22 15 24 16 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,075 COMMITMENTS 1,200 200 0 8,335 9,525 9,535 9,725 540 350 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -775) 0 -25 0 -730 -680 -730 -705 -45 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 2.0 0.0 82.7 94.5 94.6 96.5 5.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 10 13 11 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,498 COMMITMENTS 3,760 4,000 3 23,485 23,575 27,248 27,578 1,250 920 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 342) -262 -175 -103 840 745 475 467 -133 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 14.0 0.0 82.4 82.7 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 1 19 20 23 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,335 COMMITMENTS 150 1,370 660 18,520 17,655 19,330 19,685 1,005 650 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -965) 25 -10 -75 -645 -675 -695 -760 -270 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 6.7 3.2 91.1 86.8 95.1 96.8 4.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 17 16 19 19
Updated May 15, 2015