MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,511 COMMITMENTS 749 420 130 16,170 16,269 17,049 16,819 462 692 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,606) -363 -30 0 -1,210 -1,728 -1,573 -1,758 -33 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 2.4 0.7 92.3 92.9 97.4 96.0 2.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 10 12 12 14 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,918 COMMITMENTS 508 480 70 18,876 18,668 19,454 19,218 464 700 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,357) -152 -45 -35 -1,135 -1,427 -1,322 -1,507 -35 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 2.4 0.4 94.8 93.7 97.7 96.5 2.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 8 13 10 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,588 COMMITMENTS 445 295 385 51,751 51,554 52,581 52,234 1,007 1,354 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,735) 20 45 -65 -3,505 -3,585 -3,550 -3,605 -185 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.6 0.7 96.6 96.2 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 15 20 17 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,242 COMMITMENTS 445 295 385 46,512 45,967 47,342 46,647 900 1,595 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,210) 20 45 -65 -3,000 -2,972 -3,045 -2,992 -165 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.6 0.8 96.4 95.3 98.1 96.7 1.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 15 18 17 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,450 COMMITMENTS 0 4,890 0 22,360 17,520 22,360 22,410 90 40 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,165) 0 -280 0 -1,130 -850 -1,130 -1,130 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.8 0.0 99.6 78.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 12 15 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,439 COMMITMENTS 8,450 0 296 55,851 64,100 64,597 64,396 2,842 3,043 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,872) -760 -150 -20 -3,136 -3,813 -3,916 -3,983 44 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 0.0 0.4 82.8 95.0 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 1 21 23 24 24 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,353 COMMITMENTS 10,110 0 0 51,907 61,752 62,017 61,752 1,336 1,601 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -3,585) -550 0 0 -2,694 -3,209 -3,244 -3,209 -341 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 0.0 0.0 81.9 97.5 97.9 97.5 2.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 19 23 22 23 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,208 COMMITMENTS 900 3,550 250 23,295 20,905 24,445 24,705 763 503 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -957) -425 -250 0 -435 -600 -860 -850 -97 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 14.1 1.0 92.4 82.9 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 19 17 21 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,250 COMMITMENTS 0 750 450 22,690 21,940 23,140 23,140 110 110 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -690) -175 75 -75 -425 -675 -675 -675 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 1.9 97.6 94.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 21 15 22 17 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,595 COMMITMENTS 5,850 1,550 300 8,225 12,585 14,375 14,435 220 160 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,240) -1,875 -225 0 690 -975 -1,185 -1,200 -55 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 10.6 2.1 56.4 86.2 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 9 18 10 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,439 COMMITMENTS 2,125 2,300 319 23,975 24,020 26,419 26,639 1,020 800 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -275) -265 -275 0 35 40 -230 -235 -45 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 8.4 1.2 87.4 87.5 96.3 97.1 3.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 2 16 22 20 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,355 COMMITMENTS 525 600 650 22,195 22,540 23,370 23,790 985 565 CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 85) 140 0 -140 170 305 170 165 -85 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.5 2.7 91.1 92.5 96.0 97.7 4.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 17 19 20 21
Updated September 11, 2015