PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 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 : 49,298: 798 1,050 0 47,620 47,308 48,418 48,358: 880 940
Old : 49,298: 798 1,050 0 47,620 47,308 48,418 48,358: 880 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,995: -305 0 0 -1,870 -2,215 -2,175 -2,215: 180 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.1 0.0 96.6 96.0 98.2 98.1: 1.8 1.9
Old : 100.0: 1.6 2.1 0.0 96.6 96.0 98.2 98.1: 1.8 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 : 25: 1 2 0 15 15 16 17:
Old : 25: 1 2 0 15 15 16 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 : 79.8 82.9 90.7 92.1 79.0 81.4 88.5 89.8
Old : 79.8 82.9 90.7 92.1 79.0 81.4 88.5 89.8
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, January 7, 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 : 44,570: 750 1,050 0 43,410 42,810 44,160 43,860: 410 710
Old : 44,570: 750 1,050 0 43,410 42,810 44,160 43,860: 410 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,745: -300 0 0 -1,555 -1,905 -1,855 -1,905: 110 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.4 0.0 97.4 96.1 99.1 98.4: 0.9 1.6
Old : 100.0: 1.7 2.4 0.0 97.4 96.1 99.1 98.4: 0.9 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: 1 2 0 15 15 16 17:
Old : 25: 1 2 0 15 15 16 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 : 81.6 82.8 92.4 92.3 81.2 81.2 90.0 89.3
Old : 81.6 82.8 92.4 92.3 81.2 81.2 90.0 89.3
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, January 7, 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 : 14,505: 0 5,850 0 14,095 8,655 14,095 14,505: 410 0
Old : 14,505: 0 5,850 0 14,095 8,655 14,095 14,505: 410 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,060: 0 -310 0 -1,330 -750 -1,330 -1,060: 270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.3 0.0 97.2 59.7 97.2 100.0: 2.8 0.0
Old : 100.0: 0.0 40.3 0.0 97.2 59.7 97.2 100.0: 2.8 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 : 64.3 93.0 85.3 98.5 64.3 89.2 82.7 93.0
Old : 64.3 93.0 85.3 98.5 64.3 89.2 82.7 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 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 : 17,695: 600 1,750 0 16,676 15,945 17,276 17,695: 419 0
Old : 17,695: 600 1,750 0 16,676 15,945 17,276 17,695: 419 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,190: 50 -375 0 -1,218 -815 -1,168 -1,190: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.9 0.0 94.2 90.1 97.6 100.0: 2.4 0.0
Old : 100.0: 3.4 9.9 0.0 94.2 90.1 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 16 11 18 12:
Old : 23: 2 1 0 16 11 18 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 : 65.1 76.1 84.4 97.0 50.2 70.1 69.5 80.7
Old : 65.1 76.1 84.4 97.0 50.2 70.1 69.5 80.7
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, January 7, 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 : 41,905: 14,000 2,050 650 26,495 38,365 41,145 41,065: 760 840
Old : 41,905: 14,000 2,050 650 26,495 38,365 41,145 41,065: 760 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,755: 700 365 -1,065 -1,185 -855 -1,550 -1,555: -205 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 4.9 1.6 63.2 91.6 98.2 98.0: 1.8 2.0
Old : 100.0: 33.4 4.9 1.6 63.2 91.6 98.2 98.0: 1.8 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 : 26: 1 1 1 18 20 20 21:
Old : 26: 1 1 1 18 20 20 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 : 68.6 67.6 81.1 86.7 67.4 62.6 77.2 77.3
Old : 68.6 67.6 81.1 86.7 67.4 62.6 77.2 77.3
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, January 7, 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 : 27,115: 12,800 3,150 1,200 13,115 22,655 27,115 27,005: 0 110
Old : 27,115: 12,800 3,150 1,200 13,115 22,655 27,115 27,005: 0 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -980: 0 285 -350 -580 -855 -930 -920: -50 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 11.6 4.4 48.4 83.6 100.0 99.6: 0.0 0.4
Old : 100.0: 47.2 11.6 4.4 48.4 83.6 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 1 13 15 16 17:
Old : 23: 2 2 1 13 15 16 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 : 74.2 64.7 89.9 87.2 61.0 59.8 72.4 75.5
Old : 74.2 64.7 89.9 87.2 61.0 59.8 72.4 75.5
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, January 7, 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: 50 500 925 26,655 26,205 27,630 27,630: 300 300
Old : 27,930: 50 500 925 26,655 26,205 27,630 27,630: 300 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,440: -150 285 -550 -565 -1,000 -1,265 -1,265: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.8 3.3 95.4 93.8 98.9 98.9: 1.1 1.1
Old : 100.0: 0.2 1.8 3.3 95.4 93.8 98.9 98.9: 1.1 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 : 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 94.1 85.4 76.4 63.6 86.4 82.6
Old : 80.5 65.3 94.1 85.4 76.4 63.6 86.4 82.6
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, January 7, 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 : 37,730: 1,700 13,170 0 34,405 23,600 36,105 36,770: 1,625 960
Old : 37,730: 1,700 13,170 0 34,405 23,600 36,105 36,770: 1,625 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,045: 25 30 -55 -1,650 -1,080 -1,680 -1,105: 635 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 34.9 0.0 91.2 62.5 95.7 97.5: 4.3 2.5
Old : 100.0: 4.5 34.9 0.0 91.2 62.5 95.7 97.5: 4.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 17 14 18 15:
Old : 22: 1 1 0 17 14 18 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 : 58.2 80.0 78.7 92.3 54.5 69.0 71.8 78.1
Old : 58.2 80.0 78.7 92.3 54.5 69.0 71.8 78.1
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 with Delta-adjusted Options and Futures Combined, January 7, 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 : 27,799: 1,050 750 0 25,799 27,029 26,849 27,779: 950 20
Old : 27,799: 1,050 750 0 25,799 27,029 26,849 27,779: 950 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -495: 0 -300 0 -890 -180 -890 -480: 395 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.7 0.0 92.8 97.2 96.6 99.9: 3.4 0.1
Old : 100.0: 3.8 2.7 0.0 92.8 97.2 96.6 99.9: 3.4 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 : 21: 2 1 0 13 10 15 11:
Old : 21: 2 1 0 13 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 : 62.3 87.6 88.5 97.5 62.3 87.5 84.7 94.4
Old : 62.3 87.6 88.5 97.5 62.3 87.5 84.7 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014