MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,954 COMMITMENTS 1,788 510 130 18,305 19,508 20,223 20,148 731 806 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 2.4 0.6 87.4 93.1 96.5 96.2 3.5 3.8 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,164 COMMITMENTS 1,009 510 130 21,336 21,754 22,475 22,394 689 770 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 2.2 0.6 92.1 93.9 97.0 96.7 3.0 3.3 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 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 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 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,450 COMMITMENTS 50 1,810 175 14,000 12,310 14,225 14,295 225 155 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 145) 0 -600 125 20 620 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 12.5 1.2 96.9 85.2 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 14 9 16 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,555 COMMITMENTS 0 5,370 0 25,385 20,085 25,385 25,455 170 100 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 285 225 285 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.0 0.0 99.3 78.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 14 14 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,212 COMMITMENTS 11,570 230 316 57,573 68,743 69,459 69,289 2,753 2,923 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 845) -2,400 0 0 3,245 845 845 845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 0.3 0.4 79.7 95.2 96.2 96.0 3.8 4.0 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,995 COMMITMENTS 13,075 0 0 52,800 65,505 65,875 65,505 2,120 2,490 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 870) -2,450 0 0 3,215 765 765 765 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 0.0 0.0 77.7 96.3 96.9 96.3 3.1 3.7 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 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 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 July 6, 2015