MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| 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 09/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/29/15 | --------------------------------------------------------------| 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 09/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,558 COMMITMENTS 445 695 385 54,721 54,184 55,551 55,264 1,007 1,294 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.2 0.7 96.8 95.8 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 16 21 18 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,912 COMMITMENTS 445 295 385 47,182 46,637 48,012 47,317 900 1,595 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.6 0.8 96.5 95.3 98.2 96.7 1.8 3.3 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 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,186 COMMITMENTS 0 1,015 296 10,765 9,680 11,061 10,991 125 195 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.1 2.6 96.2 86.5 98.9 98.3 1.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 12 12 13 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,630 COMMITMENTS 0 4,840 0 22,520 17,770 22,520 22,610 110 20 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.4 0.0 99.5 78.5 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 13 16 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,675 COMMITMENTS 0 4,640 0 21,585 16,995 21,585 21,635 90 40 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.4 0.0 99.6 78.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 10 14 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,567 COMMITMENTS 9,524 0 286 56,700 66,009 66,510 66,295 3,057 3,272 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 615) 300 0 0 86 386 386 386 229 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.0 0.4 81.5 94.9 95.6 95.3 4.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 1 22 24 25 25 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,973 COMMITMENTS 10,820 0 0 52,392 62,947 63,212 62,947 1,761 2,026 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 255) 150 0 0 105 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 0.0 0.0 80.6 96.9 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 21 24 24 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,708 COMMITMENTS 900 3,550 250 23,795 21,405 24,945 25,205 763 503 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 13.8 1.0 92.6 83.3 97.0 98.0 3.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 20 18 22 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,800 COMMITMENTS 0 750 450 23,240 22,490 23,690 23,690 110 110 CHANGES FROM 09/22/15 (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 3.2 1.9 97.6 94.5 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 22 16 23 18 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,995 COMMITMENTS 5,250 1,550 300 8,215 11,975 13,765 13,825 230 170 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 11.1 2.1 58.7 85.6 98.4 98.8 1.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 10 18 11 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,479 COMMITMENTS 2,125 2,300 319 24,015 24,060 26,459 26,679 1,020 800 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 8.4 1.2 87.4 87.6 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 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,745 COMMITMENTS 575 600 695 22,495 22,930 23,765 24,225 980 520 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.4 2.8 90.9 92.7 96.0 97.9 4.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 18 19 21 22
Updated October 2, 2015