MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,642 COMMITMENTS 1,112 450 130 16,905 17,522 18,147 18,102 495 540 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,531) -338 -30 0 -1,100 -1,393 -1,438 -1,423 -93 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 2.4 0.7 90.7 94.0 97.3 97.1 2.7 2.9 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 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,525 COMMITMENTS 660 525 105 19,261 19,345 20,026 19,975 499 550 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,382) -162 -5 -25 -1,100 -1,242 -1,287 -1,272 -95 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 2.6 0.5 93.8 94.3 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 1 10 15 12 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,098 COMMITMENTS 425 250 450 54,151 53,914 55,026 54,614 1,072 1,484 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,837) 20 45 -65 -3,605 -3,627 -3,650 -3,647 -187 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.4 0.8 96.5 96.1 98.1 97.4 1.9 2.6 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 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,297 COMMITMENTS 425 250 450 49,477 48,784 50,352 49,484 945 1,813 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,310) 20 45 -65 -3,100 -3,074 -3,145 -3,094 -165 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.5 0.9 96.5 95.1 98.2 96.5 1.8 3.5 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 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,200 COMMITMENTS 0 1,260 350 12,430 11,220 12,780 12,830 420 370 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.5 2.7 94.2 85.0 96.8 97.2 3.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 2 16 10 18 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,551 COMMITMENTS 0 765 296 8,980 8,290 9,276 9,351 275 200 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,335) 0 -510 0 -1,320 -820 -1,320 -1,330 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 3.1 94.0 86.8 97.1 97.9 2.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 13 10 14 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,280 COMMITMENTS 0 4,810 0 23,155 18,395 23,155 23,205 125 75 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,190) 0 -280 0 -1,180 -900 -1,180 -1,180 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.7 0.0 99.5 79.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 14 15 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,811 COMMITMENTS 8,750 150 316 58,118 66,584 67,184 67,050 2,627 2,761 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,522) -1,170 -65 0 -2,440 -3,527 -3,610 -3,592 88 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 0.2 0.5 83.3 95.4 96.2 96.0 3.8 4.0 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 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,145 COMMITMENTS 10,600 0 0 53,132 63,432 63,732 63,432 1,413 1,713 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,275) -895 0 0 -2,136 -2,996 -3,031 -2,996 -244 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 0.0 0.0 81.6 97.4 97.8 97.4 2.2 2.6 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 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,515 COMMITMENTS 1,325 3,800 250 22,080 19,855 23,655 23,905 860 610 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,582) -425 -250 0 -1,060 -1,225 -1,485 -1,475 -97 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 15.5 1.0 90.1 81.0 96.5 97.5 3.5 2.5 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 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,215 COMMITMENTS 175 675 525 20,390 19,890 21,090 21,090 125 125 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,315) -175 75 -75 -1,050 -1,300 -1,300 -1,300 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.2 2.5 96.1 93.8 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 21 15 23 17 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,150 COMMITMENTS 8,175 1,775 300 7,400 13,875 15,875 15,950 275 200 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 11.0 1.9 45.8 85.9 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 12 9 15 10 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,284 COMMITMENTS 2,390 2,575 319 24,500 24,540 27,209 27,434 1,075 850 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -455) -265 -275 0 -145 -135 -410 -410 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 9.1 1.1 86.6 86.8 96.2 97.0 3.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 18 23 22 26 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,260 COMMITMENTS 385 600 790 21,000 21,210 22,175 22,600 1,085 660 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -75) 140 0 -140 0 145 0 5 -75 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.6 3.4 90.3 91.2 95.3 97.2 4.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 16 18 19 21
Updated August 14, 2015