MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 20,528: 8,353 0 50 11,285 19,345 19,688 19,395: 840 1,133 Old : 20,528: 8,353 0 50 11,285 19,345 19,688 19,395: 840 1,133 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : 940: 0 0 0 940 940 940 940: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 0.0 0.2 55.0 94.2 95.9 94.5: 4.1 5.5 Old : 100.0: 40.7 0.0 0.2 55.0 94.2 95.9 94.5: 4.1 5.5 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 : 23: 1 0 1 12 16 13 17: Old : 23: 1 0 1 12 16 13 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 : 82.2 54.2 93.4 79.7 81.9 53.0 89.2 77.9 Old : 82.2 54.2 93.4 79.7 81.9 53.0 89.2 77.9 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 19,507: 8,283 0 0 10,360 18,762 18,643 18,762: 864 745 Old : 19,507: 8,283 0 0 10,360 18,762 18,643 18,762: 864 745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : 1,030: 0 0 0 1,030 1,030 1,030 1,030: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.5 0.0 0.0 53.1 96.2 95.6 96.2: 4.4 3.8 Old : 100.0: 42.5 0.0 0.0 53.1 96.2 95.6 96.2: 4.4 3.8 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: 1 0 0 10 16 11 16: Old : 22: 1 0 0 10 16 11 16: 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 : 83.6 55.0 94.1 81.4 83.6 54.0 91.1 79.5 Old : 83.6 55.0 94.1 81.4 83.6 54.0 91.1 79.5 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 51,133: 1,103 1,050 0 49,330 49,363 50,433 50,413: 700 720 Old : 51,133: 1,103 1,050 0 49,330 49,363 50,433 50,413: 700 720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : 180: 0 0 0 180 1,690 180 1,690: 0 -1,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 2.1 0.0 96.5 96.5 98.6 98.6: 1.4 1.4 Old : 100.0: 2.2 2.1 0.0 96.5 96.5 98.6 98.6: 1.4 1.4 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 : 28: 1 2 0 18 18 19 20: Old : 28: 1 2 0 18 18 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 : 78.4 82.8 89.4 91.8 77.6 81.4 87.7 88.7 Old : 78.4 82.8 89.4 91.8 77.6 81.4 87.7 88.7 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 46,315: 1,050 1,050 0 44,965 44,715 46,015 45,765: 300 550 Old : 46,315: 1,050 1,050 0 44,965 44,715 46,015 45,765: 300 550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : 180: 0 0 0 180 1,690 180 1,690: 0 -1,510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 2.3 0.0 97.1 96.5 99.4 98.8: 0.6 1.2 Old : 100.0: 2.3 2.3 0.0 97.1 96.5 99.4 98.8: 0.6 1.2 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 2 0 17 18 18 20: Old : 27: 1 2 0 17 18 18 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 : 80.1 82.9 91.2 92.0 79.7 81.3 89.2 88.4 Old : 80.1 82.9 91.2 92.0 79.7 81.3 89.2 88.4 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 15,565: 0 6,160 0 15,425 9,405 15,425 15,565: 140 0 Old : 15,565: 0 6,160 0 15,425 9,405 15,425 15,565: 140 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.6 0.0 99.1 60.4 99.1 100.0: 0.9 0.0 Old : 100.0: 0.0 39.6 0.0 99.1 60.4 99.1 100.0: 0.9 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 : 21: 0 2 0 15 9 15 11: Old : 21: 0 2 0 15 9 15 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 : 73.6 89.7 90.7 97.5 73.6 85.8 89.8 92.6 Old : 73.6 89.7 90.7 97.5 73.6 85.8 89.8 92.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.EASTERN HUB_month_on_dap - NODAL EXCHANGE Code-064EAS Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 14,915: 2,255 0 500 12,025 14,290 14,780 14,790: 135 125 Old : 14,915: 2,255 0 500 12,025 14,290 14,780 14,790: 135 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 0.0 3.4 80.6 95.8 99.1 99.2: 0.9 0.8 Old : 100.0: 15.1 0.0 3.4 80.6 95.8 99.1 99.2: 0.9 0.8 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 1 16 13 18 14: Old : 22: 2 0 1 16 13 18 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 : 79.7 73.7 92.8 90.4 69.9 64.7 77.0 76.4 Old : 79.7 73.7 92.8 90.4 69.9 64.7 77.0 76.4 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,465: 400 2,125 0 17,644 16,340 18,044 18,465: 421 0 Old : 18,465: 400 2,125 0 17,644 16,340 18,044 18,465: 421 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 11.5 0.0 95.6 88.5 97.7 100.0: 2.3 0.0 Old : 100.0: 2.2 11.5 0.0 95.6 88.5 97.7 100.0: 2.3 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 : 23: 1 2 0 16 11 17 13: Old : 23: 1 2 0 16 11 17 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 : 63.5 74.8 84.1 96.4 50.5 70.2 71.2 81.9 Old : 63.5 74.8 84.1 96.4 50.5 70.2 71.2 81.9 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,580: 200 1,550 0 16,114 14,955 16,314 16,505: 266 75 Old : 16,580: 200 1,550 0 16,114 14,955 16,314 16,505: 266 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 9.3 0.0 97.2 90.2 98.4 99.5: 1.6 0.5 Old : 100.0: 1.2 9.3 0.0 97.2 90.2 98.4 99.5: 1.6 0.5 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 : 20: 1 1 0 14 10 15 11: Old : 20: 1 1 0 14 10 15 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 : 65.3 71.4 87.4 97.8 54.5 61.6 72.8 79.2 Old : 65.3 71.4 87.4 97.8 54.5 61.6 72.8 79.2 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 43,860: 13,900 1,685 1,715 27,280 39,420 42,895 42,820: 965 1,040 Old : 43,860: 13,900 1,685 1,715 27,280 39,420 42,895 42,820: 965 1,040 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 3.8 3.9 62.2 89.9 97.8 97.6: 2.2 2.4 Old : 100.0: 31.7 3.8 3.9 62.2 89.9 97.8 97.6: 2.2 2.4 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 : 26: 1 1 2 19 22 21 24: Old : 26: 1 1 2 19 22 21 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 : 67.0 65.2 79.1 84.3 64.1 60.4 73.3 74.5 Old : 67.0 65.2 79.1 84.3 64.1 60.4 73.3 74.5 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,315: 12,500 3,465 650 13,115 22,030 26,265 26,145: 50 170 Old : 26,315: 12,500 3,465 650 13,115 22,030 26,265 26,145: 50 170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.5 13.2 2.5 49.8 83.7 99.8 99.4: 0.2 0.6 Old : 100.0: 47.5 13.2 2.5 49.8 83.7 99.8 99.4: 0.2 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 : 23: 2 1 1 15 15 18 16: Old : 23: 2 1 1 15 15 18 16: 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 : 75.5 68.2 88.8 89.3 67.2 65.3 77.1 81.5 Old : 75.5 68.2 88.8 89.3 67.2 65.3 77.1 81.5 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,830: 200 215 1,475 26,680 26,665 28,355 28,355: 475 475 Old : 28,830: 200 215 1,475 26,680 26,665 28,355 28,355: 475 475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.7 5.1 92.5 92.5 98.4 98.4: 1.6 1.6 Old : 100.0: 0.7 0.7 5.1 92.5 92.5 98.4 98.4: 1.6 1.6 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 : 22: 1 1 2 16 18 18 20: Old : 22: 1 1 2 16 18 18 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 : 77.3 62.0 90.5 82.8 72.5 59.1 80.9 77.4 Old : 77.3 62.0 90.5 82.8 72.5 59.1 80.9 77.4 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, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 38,710: 1,675 13,740 55 35,990 24,015 37,720 37,810: 990 900 Old : 38,710: 1,675 13,740 55 35,990 24,015 37,720 37,810: 990 900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 35.5 0.1 93.0 62.0 97.4 97.7: 2.6 2.3 Old : 100.0: 4.3 35.5 0.1 93.0 62.0 97.4 97.7: 2.6 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 : 27: 1 1 2 21 19 23 21: Old : 27: 1 1 2 21 19 23 21: 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 : 57.7 79.4 78.1 91.6 53.9 68.6 71.0 77.2 Old : 57.7 79.4 78.1 91.6 53.9 68.6 71.0 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,294: 1,050 1,050 0 26,689 27,209 27,739 28,259: 555 35 Old : 28,294: 1,050 1,050 0 26,689 27,209 27,739 28,259: 555 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 10, 2013 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 3.7 0.0 94.3 96.2 98.0 99.9: 2.0 0.1 Old : 100.0: 3.7 3.7 0.0 94.3 96.2 98.0 99.9: 2.0 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 : 22: 2 1 0 14 11 16 12: Old : 22: 2 1 0 14 11 16 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 : 62.4 86.5 88.1 97.3 62.4 86.4 84.3 94.3 Old : 62.4 86.5 88.1 97.3 62.4 86.4 84.3 94.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2013