MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,736 COMMITMENTS 313 0 0 15,285 15,438 15,598 15,438 138 298 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -860) -312 0 0 -440 -742 -752 -742 -108 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 97.1 98.1 99.1 98.1 0.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 12 12 14 12 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,591 COMMITMENTS 0 230 170 49,981 49,477 50,151 49,877 440 714 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,904) 0 45 -45 -2,670 -2,604 -2,715 -2,604 -189 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.3 98.8 97.8 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 18 24 19 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,787 COMMITMENTS 170 0 0 43,212 42,851 43,382 42,851 405 936 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,545) -45 0 0 -2,335 -2,219 -2,380 -2,219 -165 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 98.7 97.9 99.1 97.9 0.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 21 19 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,590 COMMITMENTS 0 4,720 150 15,620 11,660 15,770 16,530 820 60 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -605) 0 0 0 -570 -595 -570 -595 -35 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.5 0.9 94.2 70.3 95.1 99.6 4.9 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,421 COMMITMENTS 0 2,630 81 17,675 15,635 17,756 18,346 665 75 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -300) 0 565 -75 -525 -785 -600 -295 300 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.3 0.4 96.0 84.9 96.4 99.6 3.6 0.4 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,650 COMMITMENTS 0 2,775 165 21,405 18,705 21,570 21,645 80 5 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -210) 0 -130 0 -200 -75 -200 -205 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.8 0.8 98.9 86.4 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,465 COMMITMENTS 0 3,750 0 20,405 16,705 20,405 20,455 60 10 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -685) 0 -230 0 -675 -445 -675 -675 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.3 0.0 99.7 81.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 12 13 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 79,378 COMMITMENTS 14,288 0 77 60,227 74,215 74,592 74,292 4,786 5,086 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,599) 208 0 -73 -1,239 -1,331 -1,104 -1,404 -495 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 0.0 0.1 75.9 93.5 94.0 93.6 6.0 6.4 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,815 COMMITMENTS 15,515 0 0 56,889 72,104 72,404 72,104 1,411 1,711 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,553) -315 0 0 -988 -1,603 -1,303 -1,603 -250 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 0.0 0.0 77.1 97.7 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 0 23 25 26 25 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,052 COMMITMENTS 275 0 250 21,855 22,420 22,380 22,670 672 382 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,637) -275 0 0 -1,290 -1,555 -1,565 -1,555 -72 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 1.1 94.8 97.3 97.1 98.3 2.9 1.7 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,800 COMMITMENTS 50 600 0 19,635 19,085 19,685 19,685 115 115 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,505) -50 0 0 -1,440 -1,490 -1,490 -1,490 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 3.0 0.0 99.2 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,080 COMMITMENTS 3,925 50 0 6,080 9,990 10,005 10,040 75 40 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,005) -325 -50 0 -605 -915 -930 -965 -75 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 0.5 0.0 60.3 99.1 99.3 99.6 0.7 0.4 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 6,525 COMMITMENTS 1,200 50 0 5,065 6,370 6,265 6,420 260 105 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -555) 0 -50 0 -535 -490 -535 -540 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 0.8 0.0 77.6 97.6 96.0 98.4 4.0 1.6 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,320 COMMITMENTS 320 1,475 295 24,410 23,160 25,025 24,930 295 390 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,138) -75 -275 -8 -905 -700 -988 -983 -150 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 5.8 1.2 96.4 91.5 98.8 98.5 1.2 1.5 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 12/08/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,705 COMMITMENTS 435 600 250 21,985 22,170 22,670 23,020 1,035 685 CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,135) -35 0 -20 -970 -915 -1,025 -935 -110 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.5 1.1 92.7 93.5 95.6 97.1 4.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 19 20 21 21
Updated December 11, 2015