MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| 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 16,915 17,362 17,667 17,457 354 564 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -100 0 -100 0 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.2 0.4 93.9 96.3 98.0 96.9 2.0 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 10/13/15 | --------------------------------------------------------------| 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 19,441 19,581 19,892 19,676 354 570 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -100 0 -100 0 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.1 0.3 96.0 96.7 98.3 97.2 1.7 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 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,860 COMMITMENTS 0 140 260 53,781 53,366 54,041 53,766 819 1,094 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -250) 0 -600 0 -250 600 -250 0 0 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.5 98.0 97.3 98.5 98.0 1.5 2.0 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 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,607 COMMITMENTS 260 0 0 46,612 46,239 46,872 46,239 735 1,368 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 0) 260 -340 -260 0 600 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 97.9 97.1 98.5 97.1 1.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 16 19 17 19 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| 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 10/06/15 (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 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 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,290 COMMITMENTS 0 4,310 0 22,190 17,965 22,190 22,275 100 15 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 690) 0 -150 0 690 840 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.3 0.0 99.6 80.6 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 13 17 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,645 COMMITMENTS 0 4,410 0 21,565 17,205 21,565 21,615 80 30 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 975) 0 0 0 975 975 975 975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.4 0.0 99.6 79.5 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 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,682 COMMITMENTS 9,282 0 323 56,019 65,176 65,624 65,499 3,058 3,183 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,635) -150 0 0 1,589 1,439 1,439 1,439 196 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.0 0.5 81.6 94.9 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 0 2 21 26 25 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,008 COMMITMENTS 10,505 0 100 51,642 62,022 62,247 62,122 1,761 1,886 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 1,355) 0 0 0 1,105 1,105 1,105 1,105 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 0.0 0.2 80.7 96.9 97.2 97.1 2.8 2.9 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 10/13/15 | --------------------------------------------------------------| 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 10/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/13/15 | --------------------------------------------------------------| 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 10/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 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 10/13/15 | --------------------------------------------------------------| 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 10/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/13/15 | --------------------------------------------------------------| 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 10/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/13/15 | --------------------------------------------------------------| 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 10/06/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 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 10/13/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,160 COMMITMENTS 510 925 290 22,335 22,305 23,135 23,520 1,025 640 CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 245) 30 0 0 90 90 120 90 125 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.8 1.2 92.4 92.3 95.8 97.4 4.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 19 20 21 24
Updated October 16, 2015