MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,021 COMMITMENTS 687 30 65 17,015 17,362 17,767 17,457 254 564 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 510) -62 -390 -65 845 1,093 718 638 -208 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.2 0.4 94.4 96.3 98.6 96.9 1.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 11 12 13 14 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,246 COMMITMENTS 386 30 65 19,541 19,581 19,992 19,676 254 570 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 328) -122 -450 -5 665 913 538 458 -210 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.1 0.3 96.5 96.7 98.7 97.2 1.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 9 13 11 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,110 COMMITMENTS 0 740 260 54,031 52,766 54,291 53,766 819 1,344 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,448) -445 45 -125 -690 -1,418 -1,260 -1,498 -188 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 0.5 98.0 95.7 98.5 97.6 1.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 17 22 18 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,607 COMMITMENTS 0 340 260 46,612 45,639 46,872 46,239 735 1,368 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,305) -445 45 -125 -570 -998 -1,140 -1,078 -165 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.5 97.9 95.9 98.5 97.1 1.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 16 19 17 20 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,551 COMMITMENTS 0 980 231 10,195 9,150 10,426 10,361 125 190 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -635) 0 -35 -65 -570 -530 -635 -630 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 2.2 96.6 86.7 98.8 98.2 1.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 9 12 10 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,600 COMMITMENTS 0 4,460 0 21,500 17,125 21,500 21,585 100 15 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,030) 0 -380 0 -1,020 -645 -1,020 -1,025 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.6 0.0 99.5 79.3 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 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,670 COMMITMENTS 0 4,410 0 20,590 16,230 20,590 20,640 80 30 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,005) 0 -230 0 -995 -765 -995 -995 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.3 0.0 99.6 78.5 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 10 13 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,047 COMMITMENTS 9,432 0 323 54,430 63,737 64,185 64,060 2,862 2,987 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,520) -92 0 37 -2,270 -2,272 -2,325 -2,235 -195 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.0 0.5 81.2 95.1 95.7 95.5 4.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 0 2 20 24 24 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,653 COMMITMENTS 10,505 0 100 50,537 60,917 61,142 61,017 1,511 1,636 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,320) -315 0 100 -1,855 -2,030 -2,070 -1,930 -250 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 0.0 0.2 80.7 97.2 97.6 97.4 2.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 0 1 19 23 23 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,596 COMMITMENTS 1,175 100 350 21,205 22,550 22,730 23,000 866 596 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,112) 275 -3,450 100 -2,590 1,145 -2,215 -2,205 103 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.4 1.5 89.9 95.6 96.3 97.5 3.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 18 18 22 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,970 COMMITMENTS 750 600 0 21,075 21,225 21,825 21,825 145 145 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,830) 750 -150 -450 -2,165 -1,265 -1,865 -1,865 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 2.7 0.0 95.9 96.6 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 0 20 16 22 17 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,755 COMMITMENTS 4,575 325 0 7,945 12,300 12,520 12,625 235 130 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,240) -675 -1,225 -300 -270 325 -1,245 -1,200 5 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 2.5 0.0 62.3 96.4 98.2 99.0 1.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 14 10 16 11 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 7,635 COMMITMENTS 1,200 125 0 6,110 7,350 7,310 7,475 325 160 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 1.6 0.0 80.0 96.3 95.7 97.9 4.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 10 12 11 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,361 COMMITMENTS 620 2,225 311 24,510 23,115 25,441 25,651 920 710 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,118) -1,505 -75 -8 495 -945 -1,018 -1,028 -100 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 8.4 1.2 93.0 87.7 96.5 97.3 3.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 2 17 21 21 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,915 COMMITMENTS 480 925 290 22,245 22,215 23,015 23,430 900 485 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -830) -95 325 -405 -250 -715 -750 -795 -80 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.9 1.2 93.0 92.9 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 19 20 21 24
Updated October 9, 2015