MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,596: 625 0 0 15,725 16,180 16,350 16,180: 246 416 Old : 16,596: 625 0 0 15,725 16,180 16,350 16,180: 246 416 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 0.0 0.0 94.8 97.5 98.5 97.5: 1.5 2.5 Old : 100.0: 3.8 0.0 0.0 94.8 97.5 98.5 97.5: 1.5 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 0 0 12 13 14 13: Old : 22: 2 0 0 12 13 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.1 71.8 94.5 90.2 84.2 71.2 92.6 87.9 Old : 86.1 71.8 94.5 90.2 84.2 71.2 92.6 87.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,649: 324 0 0 18,081 18,229 18,405 18,229: 244 420 Old : 18,649: 324 0 0 18,081 18,229 18,405 18,229: 244 420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -300: 0 0 0 -300 -300 -300 -300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.0 0.0 97.0 97.7 98.7 97.7: 1.3 2.3 Old : 100.0: 1.7 0.0 0.0 97.0 97.7 98.7 97.7: 1.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 0 0 10 14 12 14: Old : 21: 2 0 0 10 14 12 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.8 68.2 97.1 92.9 87.1 67.3 93.4 90.6 Old : 88.8 68.2 97.1 92.9 87.1 67.3 93.4 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 53,375: 0 185 215 52,531 52,081 52,746 52,481: 629 894 Old : 53,375: 0 185 215 52,531 52,081 52,746 52,481: 629 894 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 2,455: 0 0 0 2,455 2,455 2,455 2,455: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.4 98.4 97.6 98.8 98.3: 1.2 1.7 Old : 100.0: 0.0 0.3 0.4 98.4 97.6 98.8 98.3: 1.2 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 1 18 23 19 24: Old : 29: 0 1 1 18 23 19 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.8 60.8 94.4 82.5 80.3 56.0 82.4 72.3 Old : 87.8 60.8 94.4 82.5 80.3 56.0 82.4 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 46,212: 215 0 0 45,427 45,070 45,642 45,070: 570 1,142 Old : 46,212: 215 0 0 45,427 45,070 45,642 45,070: 570 1,142 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 2,330: 0 0 0 2,330 2,330 2,330 2,330: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.0 98.3 97.5 98.8 97.5: 1.2 2.5 Old : 100.0: 0.5 0.0 0.0 98.3 97.5 98.8 97.5: 1.2 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 18 20 19 20: Old : 27: 1 0 0 18 20 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.3 62.6 94.2 87.2 82.4 57.1 85.3 77.8 Old : 89.3 62.6 94.2 87.2 82.4 57.1 85.3 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,165: 0 4,720 150 16,160 12,225 16,310 17,095: 855 70 Old : 17,165: 0 4,720 150 16,160 12,225 16,310 17,095: 855 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -20: 0 0 0 -20 -20 -20 -20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.5 0.9 94.1 71.2 95.0 99.6: 5.0 0.4 Old : 100.0: 0.0 27.5 0.9 94.1 71.2 95.0 99.6: 5.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 1 16 9 17 11: Old : 21: 0 2 1 16 9 17 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 86.3 79.7 97.2 40.6 58.4 57.3 66.7 Old : 55.4 86.3 79.7 97.2 40.6 58.4 57.3 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,671: 0 2,065 156 18,240 16,340 18,396 18,561: 275 110 Old : 18,671: 0 2,065 156 18,240 16,340 18,396 18,561: 275 110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.1 0.8 97.7 87.5 98.5 99.4: 1.5 0.6 Old : 100.0: 0.0 11.1 0.8 97.7 87.5 98.5 99.4: 1.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 1 11 13 12 15: Old : 21: 0 2 1 11 13 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.1 83.1 94.3 94.1 70.3 81.5 85.6 86.0 Old : 73.1 83.1 94.3 94.1 70.3 81.5 85.6 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,920: 0 2,905 165 21,665 18,840 21,830 21,910: 90 10 Old : 21,920: 0 2,905 165 21,665 18,840 21,830 21,910: 90 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 425: 0 -350 150 275 625 425 425: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 13.3 0.8 98.8 85.9 99.6 100.0: 0.4 0.0 Old : 100.0: 0.0 13.3 0.8 98.8 85.9 99.6 100.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 2 1 17 15 18 17: Old : 25: 0 2 1 17 15 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 81.2 87.8 96.3 61.2 80.1 83.3 90.4 Old : 65.8 81.2 87.8 96.3 61.2 80.1 83.3 90.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,125: 0 3,980 0 21,055 17,125 21,055 21,105: 70 20 Old : 21,125: 0 3,980 0 21,055 17,125 21,055 21,105: 70 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -150: 0 -150 0 -150 0 -150 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.8 0.0 99.7 81.1 99.7 99.9: 0.3 0.1 Old : 100.0: 0.0 18.8 0.0 99.7 81.1 99.7 99.9: 0.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 13 11 13 12: Old : 20: 0 1 0 13 11 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 85.9 89.8 98.5 63.9 85.9 86.8 95.8 Old : 66.9 85.9 89.8 98.5 63.9 85.9 86.8 95.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 79,897: 14,080 0 150 60,386 74,466 74,616 74,616: 5,281 5,281 Old : 79,897: 14,080 0 150 60,386 74,466 74,616 74,616: 5,281 5,281 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 2,285: 750 0 0 789 1,539 1,539 1,539: 746 746 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 0.0 0.2 75.6 93.2 93.4 93.4: 6.6 6.6 Old : 100.0: 17.6 0.0 0.2 75.6 93.2 93.4 93.4: 6.6 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 4 0 1 23 28 27 29: Old : 37: 4 0 1 23 28 27 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 46.5 80.5 71.2 65.8 45.7 74.1 66.3 Old : 66.6 46.5 80.5 71.2 65.8 45.7 74.1 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 73,003: 15,830 0 0 55,512 71,342 71,342 71,342: 1,661 1,661 Old : 73,003: 15,830 0 0 55,512 71,342 71,342 71,342: 1,661 1,661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 1,295: 1,050 0 0 245 1,345 1,295 1,345: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 0.0 0.0 76.0 97.7 97.7 97.7: 2.3 2.3 Old : 100.0: 21.7 0.0 0.0 76.0 97.7 97.7 97.7: 2.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 0 0 22 25 25 25: Old : 34: 3 0 0 22 25 25 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 48.1 83.5 73.1 68.6 47.6 78.1 68.2 Old : 70.0 48.1 83.5 73.1 68.6 47.6 78.1 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,689: 550 0 250 23,145 23,975 23,945 24,225: 744 464 Old : 24,689: 550 0 250 23,145 23,975 23,945 24,225: 744 464 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 2,400: 0 0 0 2,400 2,400 2,400 2,400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.0 1.0 93.7 97.1 97.0 98.1: 3.0 1.9 Old : 100.0: 2.2 0.0 1.0 93.7 97.1 97.0 98.1: 3.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 0 1 18 18 21 19: Old : 26: 2 0 1 18 18 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 72.8 80.9 89.4 52.9 68.7 69.6 76.9 Old : 59.3 72.8 80.9 89.4 52.9 68.7 69.6 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,305: 100 600 0 21,075 20,575 21,175 21,175: 130 130 Old : 21,305: 100 600 0 21,075 20,575 21,175 21,175: 130 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 950: 0 0 0 950 950 950 950: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 2.8 0.0 98.9 96.6 99.4 99.4: 0.6 0.6 Old : 100.0: 0.5 2.8 0.0 98.9 96.6 99.4 99.4: 0.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 0 21 16 22 17: Old : 26: 1 1 0 21 16 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 68.8 78.2 87.3 48.3 62.1 66.0 74.9 Old : 52.5 68.8 78.2 87.3 48.3 62.1 66.0 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 11,085: 4,250 100 0 6,685 10,905 10,935 11,005: 150 80 Old : 11,085: 4,250 100 0 6,685 10,905 10,935 11,005: 150 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 0.9 0.0 60.3 98.4 98.6 99.3: 1.4 0.7 Old : 100.0: 38.3 0.9 0.0 60.3 98.4 98.6 99.3: 1.4 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 0 13 9 15 10: Old : 20: 2 1 0 13 9 15 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 74.7 89.9 97.5 62.4 64.4 75.1 76.8 Old : 67.1 74.7 89.9 97.5 62.4 64.4 75.1 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 7,080: 1,200 100 0 5,600 6,860 6,800 6,960: 280 120 Old : 7,080: 1,200 100 0 5,600 6,860 6,800 6,960: 280 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 1.4 0.0 79.1 96.9 96.0 98.3: 4.0 1.7 Old : 100.0: 16.9 1.4 0.0 79.1 96.9 96.0 98.3: 4.0 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 0 11 10 12 11: Old : 20: 1 1 0 11 10 12 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.2 88.7 91.4 95.3 70.2 84.0 89.1 90.7 Old : 70.2 88.7 91.4 95.3 70.2 84.0 89.1 90.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,458: 395 1,750 303 25,315 23,860 26,013 25,913: 445 545 Old : 26,458: 395 1,750 303 25,315 23,860 26,013 25,913: 445 545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : 265: 0 0 0 265 265 265 265: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 6.6 1.1 95.7 90.2 98.3 97.9: 1.7 2.1 Old : 100.0: 1.5 6.6 1.1 95.7 90.2 98.3 97.9: 1.7 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 2 2 21 21 24 24: Old : 30: 2 2 2 21 21 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 38.9 74.0 60.5 42.3 24.6 51.0 41.2 Old : 53.1 38.9 74.0 60.5 42.3 24.6 51.0 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,840: 470 600 270 22,955 23,085 23,695 23,955: 1,145 885 Old : 24,840: 470 600 270 22,955 23,085 23,695 23,955: 1,145 885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 17, 2015 : : -875: 0 0 0 -875 -875 -875 -875: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 2.4 1.1 92.4 92.9 95.4 96.4: 4.6 3.6 Old : 100.0: 1.9 2.4 1.1 92.4 92.9 95.4 96.4: 4.6 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 2 20 20 22 22: Old : 26: 1 1 2 20 20 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 49.4 73.7 73.4 42.6 37.0 54.3 50.3 Old : 52.8 49.4 73.7 73.4 42.6 37.0 54.3 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015