MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,117 COMMITMENTS 1,112 450 130 17,380 17,997 18,622 18,577 495 540 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 375) 0 0 0 375 375 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 2.4 0.7 90.9 94.1 97.4 97.2 2.6 2.8 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,275 COMMITMENTS 660 525 105 20,011 20,095 20,776 20,725 499 550 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 2.5 0.5 94.1 94.5 97.7 97.4 2.3 2.6 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,323 COMMITMENTS 425 250 450 55,256 55,139 56,131 55,839 1,192 1,484 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 110) 0 0 0 -10 110 -10 110 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.4 0.8 96.4 96.2 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,452 COMMITMENTS 425 250 450 49,512 48,939 50,387 49,639 1,065 1,813 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 110) 0 0 0 -10 110 -10 110 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.5 0.9 96.2 95.1 97.9 96.5 2.1 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 09/01/15 | --------------------------------------------------------------| 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 12,205 10,995 12,555 12,605 645 595 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -250 -250 -250 -250 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.5 2.7 92.5 83.3 95.1 95.5 4.9 4.5 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,406 COMMITMENTS 0 865 296 9,835 9,045 10,131 10,206 275 200 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.3 2.8 94.5 86.9 97.4 98.1 2.6 1.9 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,615 COMMITMENTS 0 5,170 0 23,490 18,370 23,490 23,540 125 75 CHANGES FROM 08/25/15 (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 21.9 0.0 99.5 77.8 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,311 COMMITMENTS 9,210 150 316 58,987 67,913 68,513 68,379 2,798 2,932 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 760) 0 0 0 610 610 610 610 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.2 0.4 82.7 95.2 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 22 24 26 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,938 COMMITMENTS 10,660 0 0 54,601 64,961 65,261 64,961 1,677 1,977 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 868) 0 0 0 745 745 745 745 123 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.0 0.0 81.6 97.0 97.5 97.0 2.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 21 23 24 23 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,165 COMMITMENTS 1,325 3,800 250 23,730 21,505 25,305 25,555 860 610 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,025) 0 0 0 1,025 1,025 1,025 1,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 14.5 1.0 90.7 82.2 96.7 97.7 3.3 2.3 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,940 COMMITMENTS 175 675 525 23,115 22,615 23,815 23,815 125 125 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.8 2.2 96.6 94.5 99.5 99.5 0.5 0.5 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,835 COMMITMENTS 7,725 1,775 300 7,535 13,560 15,560 15,635 275 200 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.8 11.2 1.9 47.6 85.6 98.3 98.7 1.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 14 9 17 10 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,714 COMMITMENTS 2,390 2,575 319 23,940 23,980 26,649 26,874 1,065 840 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -650) 0 0 0 -640 -640 -640 -640 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 9.3 1.2 86.4 86.5 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 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,270 COMMITMENTS 385 600 790 22,025 22,235 23,200 23,625 1,070 645 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 410) 0 0 0 425 425 425 425 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.5 3.3 90.7 91.6 95.6 97.3 4.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 17 19 20 22
Updated September 4, 2015