MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| 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 10/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 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 10/20/15 | --------------------------------------------------------------| 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 10/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,260 COMMITMENTS 0 140 260 53,181 52,766 53,441 53,166 819 1,094 CHANGES FROM 10/13/15 (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 0.3 0.5 98.0 97.2 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 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,007 COMMITMENTS 260 0 0 46,012 45,639 46,272 45,639 735 1,368 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -600) 0 0 0 -600 -600 -600 -600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 97.9 97.1 98.4 97.1 1.6 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 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,281 COMMITMENTS 0 980 231 10,925 9,900 11,156 11,111 125 170 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 730) 0 0 0 730 750 730 750 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.7 2.0 96.8 87.8 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 10 11 11 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,065 COMMITMENTS 0 4,035 0 21,965 18,015 21,965 22,050 100 15 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -225) 0 -275 0 -225 50 -225 -225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.3 0.0 99.5 81.6 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 14 17 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,625 COMMITMENTS 0 4,410 0 21,545 17,185 21,545 21,595 80 30 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -20 -20 -20 -20 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 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,502 COMMITMENTS 10,327 0 223 57,894 68,096 68,444 68,319 3,058 3,183 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 2,820) 1,045 0 -100 1,875 2,920 2,820 2,820 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 0.0 0.3 81.0 95.2 95.7 95.5 4.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 1 22 26 25 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,853 COMMITMENTS 11,825 0 0 53,267 64,967 65,092 64,967 1,761 1,886 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 2,845) 1,320 0 -100 1,625 2,945 2,845 2,845 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 0.0 0.0 79.7 97.2 97.4 97.2 2.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 20 23 23 23 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,696 COMMITMENTS 675 100 350 21,805 22,550 22,830 23,000 866 696 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 100) -500 0 0 600 0 100 0 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.4 1.5 92.0 95.2 96.3 97.1 3.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 19 18 22 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,070 COMMITMENTS 250 600 0 21,675 21,225 21,925 21,825 145 245 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 100) -500 0 0 600 0 100 0 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.7 0.0 98.2 96.2 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 21 16 22 17 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| 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 10/13/15 (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 10/20/15 | --------------------------------------------------------------| 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 10/13/15 (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 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,116 COMMITMENTS 620 2,025 311 25,305 24,110 26,236 26,446 880 670 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 755) 0 -200 0 795 995 795 795 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 7.5 1.1 93.3 88.9 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 2 18 22 22 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,165 COMMITMENTS 510 725 290 23,410 23,580 24,210 24,595 955 570 CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,005) 0 -200 0 1,075 1,275 1,075 1,075 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.9 1.2 93.0 93.7 96.2 97.7 3.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 19 21 21 24
Updated October 23, 2015