MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| 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 07/14/15 (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 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,707 COMMITMENTS 822 530 130 20,161 20,387 21,113 21,047 594 660 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.4 0.6 92.9 93.9 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 10 15 12 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| 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 07/14/15 (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 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 07/21/15 | --------------------------------------------------------------| 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 07/14/15 (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 0.4 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,901 COMMITMENTS 0 1,275 296 10,315 9,125 10,611 10,696 290 205 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 910) 0 0 0 910 910 910 910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.7 2.7 94.6 83.7 97.3 98.1 2.7 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,395 COMMITMENTS 0 5,090 0 24,245 19,215 24,245 24,305 150 90 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 5) 0 0 0 5 5 5 5 0 0 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,028 COMMITMENTS 10,270 215 316 58,903 68,806 69,489 69,337 2,539 2,691 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 2,170) -420 0 0 2,590 2,170 2,170 2,170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.3 0.4 81.8 95.5 96.5 96.3 3.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 22 25 26 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,590 COMMITMENTS 11,845 0 0 54,113 65,623 65,958 65,623 1,632 1,967 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 2,070) -350 0 0 2,420 2,070 2,070 2,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 0.0 0.0 80.1 97.1 97.6 97.1 2.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 20 22 23 22 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| 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 07/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 07/21/15 | --------------------------------------------------------------| 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 07/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,989 COMMITMENTS 2,655 2,850 319 23,895 23,925 26,869 27,094 1,120 895 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,025) -60 0 0 1,085 1,025 1,025 1,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 10.2 1.1 85.4 85.5 96.0 96.8 4.0 3.2 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 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,735 COMMITMENTS 245 600 930 20,400 20,465 21,575 21,995 1,160 740 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,115) 45 -75 75 965 1,085 1,085 1,085 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.6 4.1 89.7 90.0 94.9 96.7 5.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 15 17 18 20
Updated July 24, 2015