MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| 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 06/16/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 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 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,564 COMMITMENTS 1,009 510 130 20,736 21,154 21,875 21,794 689 770 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 2.3 0.6 91.9 93.8 96.9 96.6 3.1 3.4 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 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,452 COMMITMENTS 385 160 580 61,041 60,848 62,006 61,588 1,446 1,864 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 0 240 0 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.3 0.9 96.2 95.9 97.7 97.1 2.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 15 21 17 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,897 COMMITMENTS 385 160 580 55,657 54,911 56,622 55,651 1,275 2,246 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.3 1.0 96.1 94.8 97.8 96.1 2.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 15 18 17 20 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,305 COMMITMENTS 50 2,410 50 13,980 11,690 14,080 14,150 225 155 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 16.8 0.3 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 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,801 COMMITMENTS 0 1,435 296 10,200 8,860 10,496 10,591 305 210 CHANGES FROM 06/16/15 (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 13.3 2.7 94.4 82.0 97.2 98.1 2.8 1.9 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 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,330 COMMITMENTS 0 5,370 0 25,160 19,800 25,160 25,170 170 160 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.2 0.0 99.3 78.2 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 11 13 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,367 COMMITMENTS 13,970 230 316 54,328 67,898 68,614 68,444 2,753 2,923 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 0.3 0.4 76.1 95.1 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 2 21 24 26 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,125 COMMITMENTS 15,525 0 0 49,585 64,740 65,110 64,740 2,015 2,385 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 145) 0 0 0 245 245 245 245 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 0.0 0.0 73.9 96.4 97.0 96.4 3.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 20 21 23 21 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,029 COMMITMENTS 1,975 4,250 250 23,735 21,715 25,960 26,215 1,069 814 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 15.7 0.9 87.8 80.3 96.0 97.0 4.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 19 18 21 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,165 COMMITMENTS 400 600 600 22,010 21,810 23,010 23,010 155 155 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.6 2.6 95.0 94.2 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 21 15 23 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,066 COMMITMENTS 2,980 3,125 336 22,475 22,580 25,791 26,041 1,275 1,025 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 11.5 1.2 83.0 83.4 95.3 96.2 4.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 17 21 21 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,275 COMMITMENTS 175 670 885 19,330 19,120 20,390 20,675 885 600 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.1 4.2 90.9 89.9 95.8 97.2 4.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 15 17 18 20
Updated June 26, 2015