MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 19,145: 7,980 0 0 11,015 18,757 18,995 18,757: 150 388 Old : 19,145: 7,980 0 0 11,015 18,757 18,995 18,757: 150 388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : -10: 0 0 0 0 0 0 0: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.7 0.0 0.0 57.5 98.0 99.2 98.0: 0.8 2.0 Old : 100.0: 41.7 0.0 0.0 57.5 98.0 99.2 98.0: 0.8 2.0 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: 1 0 0 10 15 11 15: Old : 21: 1 0 0 10 15 11 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 : 86.2 57.1 97.4 84.3 86.2 56.1 93.9 82.5 Old : 86.2 57.1 97.4 84.3 86.2 56.1 93.9 82.5 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 19,082: 7,943 50 0 10,275 18,312 18,218 18,362: 864 720 Old : 19,082: 7,943 50 0 10,275 18,312 18,218 18,362: 864 720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 0.3 0.0 53.8 96.0 95.5 96.2: 4.5 3.8 Old : 100.0: 41.6 0.3 0.0 53.8 96.0 95.5 96.2: 4.5 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 : 20: 1 1 0 9 13 10 14: Old : 20: 1 1 0 9 13 10 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 : 84.4 55.0 94.9 81.0 84.4 54.7 92.0 79.1 Old : 84.4 55.0 94.9 81.0 84.4 54.7 92.0 79.1 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 58,243: 798 1,550 0 56,125 55,473 56,923 57,023: 1,320 1,220 Old : 58,243: 798 1,550 0 56,125 55,473 56,923 57,023: 1,320 1,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 3,390: 0 50 0 3,390 3,380 3,390 3,430: 0 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 2.7 0.0 96.4 95.2 97.7 97.9: 2.3 2.1 Old : 100.0: 1.4 2.7 0.0 96.4 95.2 97.7 97.9: 2.3 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 : 27: 1 3 0 15 15 16 18: Old : 27: 1 3 0 15 15 16 18: 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 : 74.2 78.1 91.5 90.5 72.6 76.2 89.3 86.7 Old : 74.2 78.1 91.5 90.5 72.6 76.2 89.3 86.7 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 52,545: 750 1,550 0 51,385 50,285 52,135 51,835: 410 710 Old : 52,545: 750 1,550 0 51,385 50,285 52,135 51,835: 410 710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 2,420: 0 50 0 2,420 2,370 2,420 2,420: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 2.9 0.0 97.8 95.7 99.2 98.6: 0.8 1.4 Old : 100.0: 1.4 2.9 0.0 97.8 95.7 99.2 98.6: 0.8 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 3 0 16 17 17 20: Old : 28: 1 3 0 16 17 17 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 : 75.6 78.3 91.1 91.1 74.7 75.7 87.5 85.8 Old : 75.6 78.3 91.1 91.1 74.7 75.7 87.5 85.8 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 14,865: 0 4,200 0 14,455 10,655 14,455 14,855: 410 10 Old : 14,865: 0 4,200 0 14,455 10,655 14,455 14,855: 410 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 650: 0 0 0 650 650 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.3 0.0 97.2 71.7 97.2 99.9: 2.8 0.1 Old : 100.0: 0.0 28.3 0.0 97.2 71.7 97.2 99.9: 2.8 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 : 23: 0 2 0 16 9 16 11: Old : 23: 0 2 0 16 9 16 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 : 61.0 89.0 81.4 98.1 61.0 83.4 79.3 88.5 Old : 61.0 89.0 81.4 98.1 61.0 83.4 79.3 88.5 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,200: 0 4,420 0 15,820 11,775 15,820 16,195: 380 5 Old : 16,200: 0 4,420 0 15,820 11,775 15,820 16,195: 380 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 35: 0 400 0 35 -365 35 35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.3 0.0 97.7 72.7 97.7 100.0: 2.3 0.0 Old : 100.0: 0.0 27.3 0.0 97.7 72.7 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 : 22: 0 3 0 15 9 15 12: Old : 22: 0 3 0 15 9 15 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 : 59.3 82.4 84.9 95.8 53.6 71.7 69.4 79.7 Old : 59.3 82.4 84.9 95.8 53.6 71.7 69.4 79.7 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,444: 741 1,800 0 16,984 16,344 17,725 18,144: 719 300 Old : 18,444: 741 1,800 0 16,984 16,344 17,725 18,144: 719 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 550: 91 50 0 234 275 325 325: 225 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 9.8 0.0 92.1 88.6 96.1 98.4: 3.9 1.6 Old : 100.0: 4.0 9.8 0.0 92.1 88.6 96.1 98.4: 3.9 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 : 25: 2 2 0 17 12 19 14: Old : 25: 2 2 0 17 12 19 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 : 61.6 74.9 80.9 95.1 46.5 68.6 65.8 77.6 Old : 61.6 74.9 80.9 95.1 46.5 68.6 65.8 77.6 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 54,149: 9,851 641 418 43,880 53,090 54,149 54,149: 0 0 Old : 54,149: 9,851 641 418 43,880 53,090 54,149 54,149: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 425: 350 -9 100 -25 334 425 425: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 1.2 0.8 81.0 98.0 100.0 100.0: 0.0 0.0 Old : 100.0: 18.2 1.2 0.8 81.0 98.0 100.0 100.0: 0.0 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 : 35: 3 1 2 18 27 21 30: Old : 35: 3 1 2 18 27 21 30: 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 47.8 92.5 71.7 60.8 42.7 73.2 60.0 Old : 77.3 47.8 92.5 71.7 60.8 42.7 73.2 60.0 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 51,982: 9,160 550 0 42,822 51,432 51,982 51,982: 0 0 Old : 51,982: 9,160 550 0 42,822 51,432 51,982 51,982: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 1,125: 0 0 0 1,125 1,125 1,125 1,125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 1.1 0.0 82.4 98.9 100.0 100.0: 0.0 0.0 Old : 100.0: 17.6 1.1 0.0 82.4 98.9 100.0 100.0: 0.0 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 : 31: 1 1 0 18 24 19 25: Old : 31: 1 1 0 18 24 19 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 : 79.6 49.0 93.7 78.3 67.8 48.4 77.5 71.7 Old : 79.6 49.0 93.7 78.3 67.8 48.4 77.5 71.7 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 47,690: 4,225 400 2,375 40,590 44,335 47,190 47,110: 500 580 Old : 47,690: 4,225 400 2,375 40,590 44,335 47,190 47,110: 500 580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 985: -775 -350 1,375 385 -40 985 985: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.8 5.0 85.1 93.0 99.0 98.8: 1.0 1.2 Old : 100.0: 8.9 0.8 5.0 85.1 93.0 99.0 98.8: 1.0 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 : 31: 2 2 2 21 23 24 26: Old : 31: 2 2 2 21 23 24 26: 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 : 54.4 51.0 76.6 74.4 45.3 44.7 59.9 58.2 Old : 54.4 51.0 76.6 74.4 45.3 44.7 59.9 58.2 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 47,040: 13,150 1,900 600 32,490 43,540 46,240 46,040: 800 1,000 Old : 47,040: 13,150 1,900 600 32,490 43,540 46,240 46,040: 800 1,000 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : -175: -850 -175 0 625 -50 -225 -225: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 4.0 1.3 69.1 92.6 98.3 97.9: 1.7 2.1 Old : 100.0: 28.0 4.0 1.3 69.1 92.6 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: 1 2 1 21 20 23 22: Old : 30: 1 2 1 21 20 23 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 : 63.3 66.9 80.1 84.7 62.3 63.0 76.7 77.4 Old : 63.3 66.9 80.1 84.7 62.3 63.0 76.7 77.4 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,795: 12,800 3,150 770 14,615 24,335 28,185 28,255: 610 540 Old : 28,795: 12,800 3,150 770 14,615 24,335 28,185 28,255: 610 540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 10.9 2.7 50.8 84.5 97.9 98.1: 2.1 1.9 Old : 100.0: 44.5 10.9 2.7 50.8 84.5 97.9 98.1: 2.1 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 : 23: 2 2 1 14 14 17 16: Old : 23: 2 2 1 14 14 17 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 : 69.8 64.3 84.6 88.2 61.6 56.6 72.4 76.9 Old : 69.8 64.3 84.6 88.2 61.6 56.6 72.4 76.9 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,930: 350 500 300 26,355 26,205 27,005 27,005: 925 925 Old : 27,930: 350 500 300 26,355 26,205 27,005 27,005: 925 925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 1.8 1.1 94.4 93.8 96.7 96.7: 3.3 3.3 Old : 100.0: 1.3 1.8 1.1 94.4 93.8 96.7 96.7: 3.3 3.3 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: 1 1 1 12 15 13 17: Old : 21: 1 1 1 12 15 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 : 80.5 65.3 91.8 85.4 76.4 63.6 85.8 82.6 Old : 80.5 65.3 91.8 85.4 76.4 63.6 85.8 82.6 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 35,515: 95 4,675 2,700 31,390 27,200 34,185 34,575: 1,330 940 Old : 35,515: 95 4,675 2,700 31,390 27,200 34,185 34,575: 1,330 940 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 840: 95 -480 690 -20 555 765 765: 75 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 13.2 7.6 88.4 76.6 96.3 97.4: 3.7 2.6 Old : 100.0: 0.3 13.2 7.6 88.4 76.6 96.3 97.4: 3.7 2.6 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 : 32: 1 3 3 24 20 27 24: Old : 32: 1 3 3 24 20 27 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 : 49.8 52.4 67.4 73.6 41.5 51.0 56.8 67.3 Old : 49.8 52.4 67.4 73.6 41.5 51.0 56.8 67.3 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 37,840: 1,225 11,970 325 35,190 24,585 36,740 36,880: 1,100 960 Old : 37,840: 1,225 11,970 325 35,190 24,585 36,740 36,880: 1,100 960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : -235: -175 -850 25 -10 590 -160 -235: -75 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 31.6 0.9 93.0 65.0 97.1 97.5: 2.9 2.5 Old : 100.0: 3.2 31.6 0.9 93.0 65.0 97.1 97.5: 2.9 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 : 24: 1 1 1 20 16 21 18: Old : 24: 1 1 1 20 16 21 18: 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 : 56.5 78.1 77.4 90.6 53.2 66.3 68.9 75.5 Old : 56.5 78.1 77.4 90.6 53.2 66.3 68.9 75.5 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 - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,175: 950 750 0 29,275 30,405 30,225 31,155: 950 20 Old : 31,175: 950 750 0 29,275 30,405 30,225 31,155: 950 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : 3,376: 50 0 0 3,326 3,376 3,376 3,376: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 2.4 0.0 93.9 97.5 97.0 99.9: 3.0 0.1 Old : 100.0: 3.0 2.4 0.0 93.9 97.5 97.0 99.9: 3.0 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 : 23: 3 1 0 14 10 17 11: Old : 23: 3 1 0 14 10 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 : 65.7 87.8 90.5 97.5 65.7 87.7 88.2 95.0 Old : 65.7 87.8 90.5 97.5 65.7 87.7 88.2 95.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Commitments of Traders - Futures Only, January 28, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,855: 950 750 0 27,895 29,055 28,845 29,805: 1,010 50 Old : 29,855: 950 750 0 27,895 29,055 28,845 29,805: 1,010 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2014 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 2.5 0.0 93.4 97.3 96.6 99.8: 3.4 0.2 Old : 100.0: 3.2 2.5 0.0 93.4 97.3 96.6 99.8: 3.4 0.2 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 : 21: 3 1 0 13 9 16 10: Old : 21: 3 1 0 13 9 16 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 : 65.9 88.7 91.0 98.6 65.9 88.5 88.6 95.5 Old : 65.9 88.7 91.0 98.6 65.9 88.5 88.6 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2014