MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,354 COMMITMENTS 1,788 510 130 17,705 18,908 19,623 19,548 731 806 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,097) -187 -30 0 -800 -967 -987 -997 -110 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 2.5 0.6 87.0 92.9 96.4 96.0 3.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 12 14 14 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,764 COMMITMENTS 1,009 510 130 18,936 19,354 20,075 19,994 689 770 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -997) -107 -100 -45 -800 -792 -952 -937 -45 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 2.5 0.6 91.2 93.2 96.7 96.3 3.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 10 15 12 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,537 COMMITMENTS 825 0 140 56,126 56,773 57,091 56,913 1,446 1,624 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -2,913) -15 -50 -5 -2,610 -2,523 -2,630 -2,578 -283 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.2 95.9 97.0 97.5 97.2 2.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 15 21 17 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,822 COMMITMENTS 825 0 140 51,582 51,436 52,547 51,576 1,275 2,246 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -2,965) -15 0 -5 -2,780 -2,819 -2,800 -2,824 -165 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.3 95.8 95.6 97.6 95.8 2.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 15 18 17 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,265 COMMITMENTS 50 2,410 50 13,940 11,650 14,040 14,110 225 155 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 470) 0 0 0 590 570 590 570 -120 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 16.9 0.4 97.7 81.7 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 14 8 15 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,751 COMMITMENTS 0 1,385 296 10,150 8,860 10,446 10,541 305 210 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -709) 0 -50 -9 -695 -640 -704 -699 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.9 2.8 94.4 82.4 97.2 98.0 2.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 13 9 14 11 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,065 COMMITMENTS 0 5,370 0 24,895 19,535 24,895 24,905 170 160 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -993) -100 -185 0 -878 -828 -978 -1,013 -15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.4 0.0 99.3 77.9 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 12 11 12 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,327 COMMITMENTS 13,920 230 316 53,338 66,858 67,574 67,404 2,753 2,923 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,422) 157 0 -277 -995 -1,008 -1,115 -1,285 -307 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 0.3 0.4 75.8 95.1 96.1 95.8 3.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 2 20 24 25 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,995 COMMITMENTS 15,525 0 0 48,355 63,510 63,880 63,510 2,115 2,485 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -495) -567 0 0 -110 -870 -677 -870 182 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 0.0 0.0 73.3 96.2 96.8 96.2 3.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 19 21 22 21 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,929 COMMITMENTS 2,575 4,250 0 23,285 21,865 25,860 26,115 1,069 814 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,212) -225 -225 0 -945 -865 -1,170 -1,090 -42 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 15.8 0.0 86.5 81.2 96.0 97.0 4.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 18 18 20 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,715 COMMITMENTS 400 0 600 21,560 21,960 22,560 22,560 155 155 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,335) -200 0 0 -1,200 -1,320 -1,400 -1,320 65 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 2.6 94.9 96.7 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 21 15 23 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,946 COMMITMENTS 2,980 3,725 86 22,625 22,130 25,691 25,941 1,255 1,005 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -1,543) -290 -275 -3 -1,295 -1,195 -1,588 -1,473 45 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 13.8 0.3 84.0 82.1 95.3 96.3 4.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 17 20 20 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,725 COMMITMENTS 175 1,270 635 19,030 18,220 19,840 20,125 885 600 CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -660) 25 -100 -25 -550 -460 -550 -585 -110 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 6.1 3.1 91.8 87.9 95.7 97.1 4.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 15 16 17 19
Updated June 12, 2015