MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| 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 11/17/15 (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 0.0 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 13 14 13 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,649 COMMITMENTS 324 0 0 18,081 18,229 18,405 18,229 244 420 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 97.0 97.7 98.7 97.7 1.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 10 14 12 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,375 COMMITMENTS 0 185 215 52,531 52,081 52,746 52,481 629 894 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,455) 0 0 0 2,455 2,455 2,455 2,455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.4 98.4 97.6 98.8 98.3 1.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 18 23 19 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,212 COMMITMENTS 215 0 0 45,427 45,070 45,642 45,070 570 1,142 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,330) 0 0 0 2,330 2,330 2,330 2,330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 98.3 97.5 98.8 97.5 1.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 20 19 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,165 COMMITMENTS 0 4,720 150 16,160 12,225 16,310 17,095 855 70 CHANGES FROM 11/17/15 (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 27.5 0.9 94.1 71.2 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 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,671 COMMITMENTS 0 2,065 156 18,240 16,340 18,396 18,561 275 110 CHANGES FROM 11/17/15 (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 11.1 0.8 97.7 87.5 98.5 99.4 1.5 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 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,920 COMMITMENTS 0 2,905 165 21,665 18,840 21,830 21,910 90 10 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 425) 0 -350 150 275 625 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.3 0.8 98.8 85.9 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 17 15 18 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,125 COMMITMENTS 0 3,980 0 21,055 17,125 21,055 21,105 70 20 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -150) 0 -150 0 -150 0 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.8 0.0 99.7 81.1 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 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 79,897 COMMITMENTS 14,080 0 150 60,386 74,466 74,616 74,616 5,281 5,281 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,285) 750 0 0 789 1,539 1,539 1,539 746 746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 0.0 0.2 75.6 93.2 93.4 93.4 6.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 1 23 28 27 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,003 COMMITMENTS 15,830 0 0 55,512 71,342 71,342 71,342 1,661 1,661 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,295) 1,050 0 0 245 1,345 1,295 1,345 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 0.0 0.0 76.0 97.7 97.7 97.7 2.3 2.3 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 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,689 COMMITMENTS 550 0 250 23,145 23,975 23,945 24,225 744 464 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,400) 0 0 0 2,400 2,400 2,400 2,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.0 1.0 93.7 97.1 97.0 98.1 3.0 1.9 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 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,305 COMMITMENTS 100 600 0 21,075 20,575 21,175 21,175 130 130 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 950) 0 0 0 950 950 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.8 0.0 98.9 96.6 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 11/24/15 | --------------------------------------------------------------| 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 11/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/24/15 | --------------------------------------------------------------| 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 11/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,458 COMMITMENTS 395 1,750 303 25,315 23,860 26,013 25,913 445 545 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 265) 0 0 0 265 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 6.6 1.1 95.7 90.2 98.3 97.9 1.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 21 21 24 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,840 COMMITMENTS 470 600 270 22,955 23,085 23,695 23,955 1,145 885 CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -875) 0 0 0 -875 -875 -875 -875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.4 1.1 92.4 92.9 95.4 96.4 4.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 20 20 22 22
Updated November 30, 2015