PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,298 COMMITMENTS 798 1,050 0 47,620 47,308 48,418 48,358 880 940 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,995) -305 0 0 -1,870 -2,215 -2,175 -2,215 180 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.1 0.0 96.6 96.0 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 15 15 16 17 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,570 COMMITMENTS 750 1,050 0 43,410 42,810 44,160 43,860 410 710 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,745) -300 0 0 -1,555 -1,905 -1,855 -1,905 110 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.4 0.0 97.4 96.1 99.1 98.4 0.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 15 15 16 17 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,505 COMMITMENTS 0 5,850 0 14,095 8,655 14,095 14,505 410 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,060) 0 -310 0 -1,330 -750 -1,330 -1,060 270 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.3 0.0 97.2 59.7 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 14 8 14 10 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,695 COMMITMENTS 600 1,750 0 16,676 15,945 17,276 17,695 419 0 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,190) 50 -375 0 -1,218 -815 -1,168 -1,190 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 9.9 0.0 94.2 90.1 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 16 11 18 12 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,905 COMMITMENTS 14,000 2,050 650 26,495 38,365 41,145 41,065 760 840 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,755) 700 365 -1,065 -1,185 -855 -1,550 -1,555 -205 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 4.9 1.6 63.2 91.6 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 20 20 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,115 COMMITMENTS 12,800 3,150 1,200 13,115 22,655 27,115 27,005 0 110 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -980) 0 285 -350 -580 -855 -930 -920 -50 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 11.6 4.4 48.4 83.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 13 15 16 17 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,930 COMMITMENTS 50 500 925 26,655 26,205 27,630 27,630 300 300 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,440) -150 285 -550 -565 -1,000 -1,265 -1,265 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.8 3.3 95.4 93.8 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 12 15 13 17 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,730 COMMITMENTS 1,700 13,170 0 34,405 23,600 36,105 36,770 1,625 960 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -1,045) 25 30 -55 -1,650 -1,080 -1,680 -1,105 635 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 34.9 0.0 91.2 62.5 95.7 97.5 4.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 17 14 18 15 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 01/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,799 COMMITMENTS 1,050 750 0 25,799 27,029 26,849 27,779 950 20 CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -495) 0 -300 0 -890 -180 -890 -480 395 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.7 0.0 92.8 97.2 96.6 99.9 3.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 13 10 15 11
Updated January 10, 2014