MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,973 COMMITMENTS 1,450 480 130 17,805 18,715 19,385 19,325 588 648 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -981) -338 -30 0 -500 -793 -838 -823 -143 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 2.4 0.7 89.1 93.7 97.1 96.8 2.9 3.2 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 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,782 COMMITMENTS 822 480 130 20,236 20,512 21,188 21,122 594 660 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,382) -187 -30 0 -1,100 -1,242 -1,287 -1,272 -95 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.2 0.6 92.9 94.2 97.3 97.0 2.7 3.0 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 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,935 COMMITMENTS 405 205 515 57,756 57,541 58,676 58,261 1,259 1,674 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,517) 20 45 -65 -3,285 -3,307 -3,330 -3,327 -187 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.3 0.9 96.4 96.0 97.9 97.2 2.1 2.8 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 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,607 COMMITMENTS 405 205 515 52,577 51,858 53,497 52,578 1,110 2,029 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -3,290) 20 45 -65 -3,080 -3,053 -3,125 -3,073 -165 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.4 0.9 96.3 95.0 98.0 96.3 2.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 15 18 17 20 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,991 COMMITMENTS 0 1,275 296 9,405 8,215 9,701 9,786 290 205 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -810) 0 -160 0 -795 -645 -795 -805 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.8 3.0 94.1 82.2 97.1 97.9 2.9 2.1 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 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,390 COMMITMENTS 0 5,090 0 24,240 19,210 24,240 24,300 150 90 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,165) 0 -280 0 -1,145 -875 -1,145 -1,155 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.9 0.0 99.4 78.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 13 14 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,368 COMMITMENTS 10,690 215 316 55,823 66,146 66,829 66,677 2,539 2,691 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,844) -880 -15 0 -1,750 -2,597 -2,630 -2,612 -214 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 0.3 0.5 80.5 95.4 96.3 96.1 3.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 21 24 25 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,030 COMMITMENTS 12,195 0 0 51,203 63,063 63,398 63,063 1,632 1,967 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,965) -880 0 0 -1,597 -2,442 -2,477 -2,442 -488 -523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 0.0 0.0 78.7 97.0 97.5 97.0 2.5 3.0 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 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,602 COMMITMENTS 1,750 4,050 250 22,645 20,585 24,645 24,885 957 717 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,427) -225 -200 0 -1,090 -1,130 -1,315 -1,330 -112 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 15.8 1.0 88.5 80.4 96.3 97.2 3.7 2.8 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 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,035 COMMITMENTS 350 600 600 20,945 20,695 21,895 21,895 140 140 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,130) -50 0 0 -1,065 -1,115 -1,115 -1,115 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.7 2.7 95.1 93.9 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 21 15 23 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,414 COMMITMENTS 2,715 2,850 319 22,210 22,300 25,244 25,469 1,170 945 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -652) -265 -275 -17 -265 -280 -547 -572 -105 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 10.8 1.2 84.1 84.4 95.6 96.4 4.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 17 22 21 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,090 COMMITMENTS 200 675 855 18,905 18,850 19,960 20,380 1,130 710 CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -185) 25 5 -30 -425 -270 -430 -295 245 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.2 4.1 89.6 89.4 94.6 96.6 5.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 15 17 18 20
Updated July 10, 2015