MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,596 COMMITMENTS 625 0 0 15,725 16,180 16,350 16,180 246 416 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,620) -62 -30 -65 -1,385 -1,407 -1,512 -1,502 -108 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.0 94.8 97.5 98.5 97.5 1.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 12 12 14 12 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,949 COMMITMENTS 324 0 0 18,381 18,529 18,705 18,529 244 420 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,447) -62 -30 -65 -1,210 -1,232 -1,337 -1,327 -110 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 97.0 97.8 98.7 97.8 1.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 10 13 12 13 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,090 COMMITMENTS 0 185 215 50,246 49,796 50,461 50,196 629 894 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,475) 0 45 -45 -3,240 -3,275 -3,285 -3,275 -190 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.4 98.3 97.5 98.8 98.3 1.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 18 22 19 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,862 COMMITMENTS 215 0 0 43,077 42,720 43,292 42,720 570 1,142 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,185) -45 0 0 -2,975 -2,959 -3,020 -2,959 -165 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 98.2 97.4 98.7 97.4 1.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 19 19 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,185 COMMITMENTS 0 4,720 150 16,180 12,245 16,330 17,115 855 70 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -5) 0 120 0 -370 -115 -370 5 365 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.5 0.9 94.2 71.3 95.0 99.6 5.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 9 17 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,526 COMMITMENTS 0 1,965 156 18,115 16,290 18,271 18,411 255 115 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 630) 0 -35 -75 585 745 510 635 120 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.6 0.8 97.8 87.9 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 11 13 12 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,415 COMMITMENTS 0 3,430 15 21,310 17,960 21,325 21,405 90 10 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -870) 0 -305 0 -860 -560 -860 -865 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.0 0.1 99.5 83.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 15 18 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,050 COMMITMENTS 0 4,130 0 20,980 16,900 20,980 21,030 70 20 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -945) 0 -280 0 -935 -655 -935 -935 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.6 0.0 99.7 80.3 99.7 99.9 0.3 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 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 75,442 COMMITMENTS 13,405 0 150 59,102 72,417 72,657 72,567 2,785 2,875 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 915) -367 0 -73 1,698 1,366 1,258 1,293 -343 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 0.0 0.2 78.3 96.0 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 1 22 28 26 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,838 COMMITMENTS 14,780 0 0 54,397 69,087 69,177 69,087 1,661 1,751 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 460) -715 0 0 1,275 595 560 595 -100 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 0.0 0.0 76.8 97.5 97.7 97.5 2.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 22 25 25 25 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,309 COMMITMENTS 550 0 250 20,765 21,595 21,565 21,845 744 464 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,387) -125 -100 -100 -1,040 -1,055 -1,265 -1,255 -122 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 1.1 93.1 96.8 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 18 18 21 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,375 COMMITMENTS 100 600 0 20,145 19,645 20,245 20,245 130 130 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,305) -150 0 0 -1,140 -1,290 -1,290 -1,290 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.9 0.0 98.9 96.4 99.4 99.4 0.6 0.6 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 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,085 COMMITMENTS 4,250 100 0 6,685 10,905 10,935 11,005 150 80 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,005) -325 -225 0 -595 -730 -920 -955 -85 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 0.9 0.0 60.3 98.4 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 13 9 15 10 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 7,080 COMMITMENTS 1,200 100 0 5,600 6,860 6,800 6,960 280 120 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -555) 0 -25 0 -510 -490 -510 -515 -45 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 1.4 0.0 79.1 96.9 96.0 98.3 4.0 1.7 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 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,653 COMMITMENTS 395 1,750 303 24,430 23,055 25,128 25,108 525 545 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,428) -225 -275 -8 -1,025 -980 -1,258 -1,263 -170 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 6.8 1.2 95.2 89.9 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 19 21 22 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,210 COMMITMENTS 505 600 270 23,220 23,455 23,995 24,325 1,215 885 CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,035) -5 -125 -20 -940 -830 -965 -975 -70 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.4 1.1 92.1 93.0 95.2 96.5 4.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 19 20 21 22
Updated November 13, 2015