MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,991 COMMITMENTS 687 30 65 16,885 17,362 17,637 17,457 354 534 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 0 -30 0 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.2 0.4 93.9 96.5 98.0 97.0 2.0 3.0 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 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,216 COMMITMENTS 386 30 65 19,411 19,581 19,862 19,676 354 540 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 0 -30 0 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.1 0.3 96.0 96.9 98.2 97.3 1.8 2.7 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 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,085 COMMITMENTS 0 140 260 52,906 52,491 53,166 52,891 919 1,194 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -175) 0 0 0 -275 -275 -275 -275 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.5 97.8 97.1 98.3 97.8 1.7 2.2 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 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,832 COMMITMENTS 260 0 0 45,737 45,364 45,997 45,364 835 1,468 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -175) 0 0 0 -275 -275 -275 -275 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 97.7 96.9 98.2 96.9 1.8 3.1 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 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,176 COMMITMENTS 0 1,820 231 16,870 15,005 17,101 17,056 75 120 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 5,895) 0 840 0 5,945 5,105 5,945 5,945 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.6 1.3 98.2 87.4 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 11 12 12 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,285 COMMITMENTS 0 3,885 0 22,185 18,385 22,185 22,270 100 15 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 220) 0 -150 0 220 370 220 220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.4 0.0 99.6 82.5 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 15 17 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,995 COMMITMENTS 0 4,410 0 21,915 17,555 21,915 21,965 80 30 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 370) 0 0 0 370 370 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.1 0.0 99.6 79.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 11 13 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,332 COMMITMENTS 10,992 0 223 58,043 68,910 69,258 69,133 3,074 3,199 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 830) 665 0 0 149 814 814 814 16 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 0.0 0.3 80.2 95.3 95.8 95.6 4.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 1 22 27 25 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,023 COMMITMENTS 12,615 0 0 53,647 66,137 66,262 66,137 1,761 1,886 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,170) 790 0 0 380 1,170 1,170 1,170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 0.0 0.0 78.9 97.2 97.4 97.2 2.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 0 21 23 24 23 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| 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 22,650 22,830 23,100 866 596 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 100 0 100 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.4 1.5 92.0 95.6 96.3 97.5 3.7 2.5 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 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,680 COMMITMENTS 250 600 0 21,285 20,935 21,535 21,535 145 145 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -390) 0 0 0 -390 -290 -390 -290 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.8 0.0 98.2 96.6 99.3 99.3 0.7 0.7 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 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,090 COMMITMENTS 4,575 325 0 7,280 11,635 11,855 11,960 235 130 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -665) 0 0 0 -665 -665 -665 -665 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 2.7 0.0 60.2 96.2 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 13 10 15 11 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| 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 10/20/15 (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 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,081 COMMITMENTS 620 2,025 311 25,455 24,035 26,386 26,371 695 710 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -35) 0 0 0 150 -75 150 -75 -185 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 7.5 1.1 94.0 88.8 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 2 19 22 23 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,245 COMMITMENTS 510 725 290 24,160 24,285 24,960 25,300 1,285 945 CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,080) 0 0 0 750 705 750 705 330 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.8 1.1 92.1 92.5 95.1 96.4 4.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 19 21 21 24
Updated October 30, 2015