MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, February 18, 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 : 19,667: 7,537 0 0 11,490 19,057 19,027 19,057: 640 610 Old : 19,667: 7,537 0 0 11,490 19,057 19,027 19,057: 640 610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 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 0.0 0.0 58.4 96.9 96.7 96.9: 3.3 3.1 Old : 100.0: 38.3 0.0 0.0 58.4 96.9 96.7 96.9: 3.3 3.1 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: 1 0 0 11 16 12 16: Old : 22: 1 0 0 11 16 12 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 : 82.5 55.2 95.0 80.6 81.5 55.2 92.7 80.3 Old : 82.5 55.2 95.0 80.6 81.5 55.2 92.7 80.3 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, February 18, 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: 7,501 50 0 10,985 18,460 18,486 18,510: 659 635 Old : 19,145: 7,501 50 0 10,985 18,460 18,486 18,510: 659 635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : -25: 0 0 0 0 0 0 0: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 0.3 0.0 57.4 96.4 96.6 96.7: 3.4 3.3 Old : 100.0: 39.2 0.3 0.0 57.4 96.4 96.6 96.7: 3.4 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 0 10 14 11 15: Old : 21: 1 1 0 10 14 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 : 87.3 54.8 95.8 78.8 87.3 54.8 93.8 78.5 Old : 87.3 54.8 95.8 78.8 87.3 54.8 93.8 78.5 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 - Futures Only, February 18, 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 : 58,693: 648 1,500 0 57,105 56,163 57,753 57,663: 940 1,030 Old : 58,693: 648 1,500 0 57,105 56,163 57,753 57,663: 940 1,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 3,365: 0 0 0 3,365 3,365 3,365 3,365: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 2.6 0.0 97.3 95.7 98.4 98.2: 1.6 1.8 Old : 100.0: 1.1 2.6 0.0 97.3 95.7 98.4 98.2: 1.6 1.8 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 : 28: 1 3 0 18 15 19 18: Old : 28: 1 3 0 18 15 19 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 : 74.7 80.2 91.4 91.6 73.0 78.6 89.3 87.5 Old : 74.7 80.2 91.4 91.6 73.0 78.6 89.3 87.5 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, February 18, 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 : 52,540: 600 1,500 0 51,550 50,360 52,150 51,860: 390 680 Old : 52,540: 600 1,500 0 51,550 50,360 52,150 51,860: 390 680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 3,225: 0 0 0 3,225 3,225 3,225 3,225: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 2.9 0.0 98.1 95.9 99.3 98.7: 0.7 1.3 Old : 100.0: 1.1 2.9 0.0 98.1 95.9 99.3 98.7: 0.7 1.3 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 : 28: 1 3 0 16 16 17 19: Old : 28: 1 3 0 16 16 17 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 : 76.9 76.7 91.1 91.6 76.3 74.6 88.7 86.5 Old : 76.9 76.7 91.1 91.6 76.3 74.6 88.7 86.5 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, February 18, 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 : 14,595: 100 2,375 75 14,030 12,135 14,205 14,585: 390 10 Old : 14,595: 100 2,375 75 14,030 12,135 14,205 14,585: 390 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 16.3 0.5 96.1 83.1 97.3 99.9: 2.7 0.1 Old : 100.0: 0.7 16.3 0.5 96.1 83.1 97.3 99.9: 2.7 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 : 25: 1 2 1 17 8 19 10: Old : 25: 1 2 1 17 8 19 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 : 60.5 93.5 80.1 98.9 58.1 89.7 77.7 92.2 Old : 60.5 93.5 80.1 98.9 58.1 89.7 77.7 92.2 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 - Futures Only, February 18, 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 : 11,325: 1,080 0 600 9,360 10,455 11,040 11,055: 285 270 Old : 11,325: 1,080 0 600 9,360 10,455 11,040 11,055: 285 270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 0.0 5.3 82.6 92.3 97.5 97.6: 2.5 2.4 Old : 100.0: 9.5 0.0 5.3 82.6 92.3 97.5 97.6: 2.5 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 : 20: 2 0 2 12 14 15 16: Old : 20: 2 0 2 12 14 15 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 : 79.2 65.5 94.0 83.4 68.3 52.6 71.4 66.3 Old : 79.2 65.5 94.0 83.4 68.3 52.6 71.4 66.3 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, February 18, 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 : 16,845: 0 4,895 0 16,485 11,945 16,485 16,840: 360 5 Old : 16,845: 0 4,895 0 16,485 11,945 16,485 16,840: 360 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 0: 0 -25 0 0 25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 29.1 0.0 97.9 70.9 97.9 100.0: 2.1 0.0 Old : 100.0: 0.0 29.1 0.0 97.9 70.9 97.9 100.0: 2.1 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 16 9 16 12: Old : 22: 0 3 0 16 9 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 : 64.2 67.7 87.0 92.9 50.2 53.3 64.4 70.6 Old : 64.2 67.7 87.0 92.9 50.2 53.3 64.4 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, February 18, 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 : 15,685: 0 3,795 0 14,980 11,890 14,980 15,685: 705 0 Old : 15,685: 0 3,795 0 14,980 11,890 14,980 15,685: 705 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 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 24.2 0.0 95.5 75.8 95.5 100.0: 4.5 0.0 Old : 100.0: 0.0 24.2 0.0 95.5 75.8 95.5 100.0: 4.5 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 : 20: 0 2 0 14 8 14 10: Old : 20: 0 2 0 14 8 14 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 : 66.1 72.8 87.4 98.3 51.0 54.9 64.1 72.6 Old : 66.1 72.8 87.4 98.3 51.0 54.9 64.1 72.6 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, February 18, 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 : 27,821: 1,041 1,300 0 26,030 26,221 27,071 27,521: 750 300 Old : 27,821: 1,041 1,300 0 26,030 26,221 27,071 27,521: 750 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : -50: 0 50 -50 0 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 4.7 0.0 93.6 94.2 97.3 98.9: 2.7 1.1 Old : 100.0: 3.7 4.7 0.0 93.6 94.2 97.3 98.9: 2.7 1.1 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 : 26: 2 2 0 21 12 23 14: Old : 26: 2 2 0 21 12 23 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 : 68.6 81.5 82.1 96.4 68.6 77.8 81.7 91.5 Old : 68.6 81.5 82.1 96.4 68.6 77.8 81.7 91.5 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 - Futures Only, February 18, 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 : 26,281: 945 1,000 0 25,046 25,246 25,991 26,246: 290 35 Old : 26,281: 945 1,000 0 25,046 25,246 25,991 26,246: 290 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 3.8 0.0 95.3 96.1 98.9 99.9: 1.1 0.1 Old : 100.0: 3.6 3.8 0.0 95.3 96.1 98.9 99.9: 1.1 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 : 24: 2 1 0 16 12 18 13: Old : 24: 2 1 0 16 12 18 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 : 68.9 85.3 83.3 97.8 68.9 77.8 82.2 88.2 Old : 68.9 85.3 83.3 97.8 68.9 77.8 82.2 88.2 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, February 18, 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 : 63,282: 7,727 291 768 53,647 61,083 62,142 62,142: 1,140 1,140 Old : 63,282: 7,727 291 768 53,647 61,083 62,142 62,142: 1,140 1,140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : -470: 575 0 -375 -670 -95 -470 -470: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 0.5 1.2 84.8 96.5 98.2 98.2: 1.8 1.8 Old : 100.0: 12.2 0.5 1.2 84.8 96.5 98.2 98.2: 1.8 1.8 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 : 36: 3 1 3 18 30 21 34: Old : 36: 3 1 3 18 30 21 34: 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 : 70.5 44.3 91.0 68.4 56.5 41.2 71.1 57.5 Old : 70.5 44.3 91.0 68.4 56.5 41.2 71.1 57.5 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, February 18, 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 : 57,187: 8,190 345 0 48,122 55,967 56,312 56,312: 875 875 Old : 57,187: 8,190 345 0 48,122 55,967 56,312 56,312: 875 875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : -1,000: -350 0 0 -650 -1,000 -1,000 -1,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 0.6 0.0 84.1 97.9 98.5 98.5: 1.5 1.5 Old : 100.0: 14.3 0.6 0.0 84.1 97.9 98.5 98.5: 1.5 1.5 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 : 34: 2 1 0 19 25 21 26: Old : 34: 2 1 0 19 25 21 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 : 75.3 47.0 92.1 73.3 63.9 46.1 75.5 66.9 Old : 75.3 47.0 92.1 73.3 63.9 46.1 75.5 66.9 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, February 18, 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 : 46,885: 3,725 1,300 2,300 40,185 42,425 46,210 46,025: 675 860 Old : 46,885: 3,725 1,300 2,300 40,185 42,425 46,210 46,025: 675 860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 1,400: 0 700 -325 1,550 850 1,225 1,225: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 2.8 4.9 85.7 90.5 98.6 98.2: 1.4 1.8 Old : 100.0: 7.9 2.8 4.9 85.7 90.5 98.6 98.2: 1.4 1.8 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 : 31: 2 2 3 21 22 24 26: Old : 31: 2 2 3 21 22 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 : 53.4 50.4 75.1 73.9 45.3 43.7 61.2 56.6 Old : 53.4 50.4 75.1 73.9 45.3 43.7 61.2 56.6 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, February 18, 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 : 45,610: 11,500 1,625 650 32,745 42,380 44,895 44,655: 715 955 Old : 45,610: 11,500 1,625 650 32,745 42,380 44,895 44,655: 715 955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 1,705: -100 0 0 1,805 1,705 1,705 1,705: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 3.6 1.4 71.8 92.9 98.4 97.9: 1.6 2.1 Old : 100.0: 25.2 3.6 1.4 71.8 92.9 98.4 97.9: 1.6 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 18 23 20: Old : 30: 1 2 1 21 18 23 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 : 58.0 67.3 77.3 85.6 57.1 62.3 74.8 77.7 Old : 58.0 67.3 77.3 85.6 57.1 62.3 74.8 77.7 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, February 18, 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 : 27,550: 12,800 3,090 680 13,470 23,265 26,950 27,035: 600 515 Old : 27,550: 12,800 3,090 680 13,470 23,265 26,950 27,035: 600 515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.5 11.2 2.5 48.9 84.4 97.8 98.1: 2.2 1.9 Old : 100.0: 46.5 11.2 2.5 48.9 84.4 97.8 98.1: 2.2 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 13 17 15: Old : 23: 2 2 1 14 13 17 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 : 71.4 66.3 85.7 89.2 64.7 58.3 74.5 79.5 Old : 71.4 66.3 85.7 89.2 64.7 58.3 74.5 79.5 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 - Futures Only, February 18, 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 : 26,510: 350 250 300 25,035 25,135 25,685 25,685: 825 825 Old : 26,510: 350 250 300 25,035 25,135 25,685 25,685: 825 825 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 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 0.9 1.1 94.4 94.8 96.9 96.9: 3.1 3.1 Old : 100.0: 1.3 0.9 1.1 94.4 94.8 96.9 96.9: 3.1 3.1 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 : 21: 1 1 1 12 14 13 16: Old : 21: 1 1 1 12 14 13 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 : 81.1 66.6 92.2 86.9 76.8 65.2 86.6 84.3 Old : 81.1 66.6 92.2 86.9 76.8 65.2 86.6 84.3 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, February 18, 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 : 34,170: 785 4,225 2,265 29,080 26,140 32,130 32,630: 2,040 1,540 Old : 34,170: 785 4,225 2,265 29,080 26,140 32,130 32,630: 2,040 1,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 580: 0 -100 0 580 680 580 580: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 12.4 6.6 85.1 76.5 94.0 95.5: 6.0 4.5 Old : 100.0: 2.3 12.4 6.6 85.1 76.5 94.0 95.5: 6.0 4.5 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 : 32: 1 2 3 24 20 27 24: Old : 32: 1 2 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 : 47.6 51.6 66.7 71.6 41.1 50.1 56.5 65.2 Old : 47.6 51.6 66.7 71.6 41.1 50.1 56.5 65.2 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 - Futures Only, February 18, 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 : 36,930: 975 9,365 1,740 33,170 24,915 35,885 36,020: 1,045 910 Old : 36,930: 975 9,365 1,740 33,170 24,915 35,885 36,020: 1,045 910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 990: 0 -100 0 990 1,090 990 990: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 25.4 4.7 89.8 67.5 97.2 97.5: 2.8 2.5 Old : 100.0: 2.6 25.4 4.7 89.8 67.5 97.2 97.5: 2.8 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 : 25: 1 1 2 20 19 22 21: Old : 25: 1 1 2 20 19 22 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 : 50.1 72.5 73.4 88.8 43.8 53.4 58.5 63.1 Old : 50.1 72.5 73.4 88.8 43.8 53.4 58.5 63.1 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, February 18, 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 : 30,045: 900 600 0 28,068 29,235 28,968 29,835: 1,077 210 Old : 30,045: 900 600 0 28,068 29,235 28,968 29,835: 1,077 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 2.0 0.0 93.4 97.3 96.4 99.3: 3.6 0.7 Old : 100.0: 3.0 2.0 0.0 93.4 97.3 96.4 99.3: 3.6 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 : 22: 3 1 0 13 9 16 10: Old : 22: 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 : 67.0 88.1 90.7 97.9 67.0 87.4 87.5 94.0 Old : 67.0 88.1 90.7 97.9 67.0 87.4 87.5 94.0 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, February 18, 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 : 28,690: 900 600 0 26,830 28,050 27,730 28,650: 960 40 Old : 28,690: 900 600 0 26,830 28,050 27,730 28,650: 960 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 11, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 2.1 0.0 93.5 97.8 96.7 99.9: 3.3 0.1 Old : 100.0: 3.1 2.1 0.0 93.5 97.8 96.7 99.9: 3.3 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 : 22: 3 1 0 13 9 16 10: Old : 22: 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 : 68.0 89.2 92.2 98.5 68.0 88.5 88.8 94.7 Old : 68.0 89.2 92.2 98.5 68.0 88.5 88.8 94.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2014