MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 4, 2014 :
: -148: -443 0 0 475 300 32 300: -180 -448
: : :
: : 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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 19,170: 7,501 50 0 10,985 18,460 18,486 18,510: 684 660
Old : 19,170: 7,501 50 0 10,985 18,460 18,486 18,510: 684 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 88: -442 0 0 710 148 268 148: -180 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 0.3 0.0 57.3 96.3 96.4 96.6: 3.6 3.4
Old : 100.0: 39.1 0.3 0.0 57.3 96.3 96.4 96.6: 3.6 3.4
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 : 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 : 87.2 54.6 95.6 78.7 87.2 54.6 93.7 78.4
Old : 87.2 54.6 95.6 78.7 87.2 54.6 93.7 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 55,328: 648 1,500 0 53,740 52,798 54,388 54,298: 940 1,030
Old : 55,328: 648 1,500 0 53,740 52,798 54,388 54,298: 940 1,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -3,025: -150 -50 0 -2,540 -2,890 -2,690 -2,940: -335 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.7 0.0 97.1 95.4 98.3 98.1: 1.7 1.9
Old : 100.0: 1.2 2.7 0.0 97.1 95.4 98.3 98.1: 1.7 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 : 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 : 75.6 78.8 90.9 91.1 73.6 77.1 88.5 86.5
Old : 75.6 78.8 90.9 91.1 73.6 77.1 88.5 86.5
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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 49,315: 600 1,500 0 48,325 47,135 48,925 48,635: 390 680
Old : 49,315: 600 1,500 0 48,325 47,135 48,925 48,635: 390 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,605: -150 -50 0 -2,435 -2,525 -2,585 -2,575: -20 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.0 0.0 98.0 95.6 99.2 98.6: 0.8 1.4
Old : 100.0: 1.2 3.0 0.0 98.0 95.6 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 : 77.4 74.7 90.7 90.6 75.8 72.5 87.4 84.9
Old : 77.4 74.7 90.7 90.6 75.8 72.5 87.4 84.9
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, February 11, 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 4, 2014 :
: 120: 100 -300 0 40 420 140 120: -20 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 : 60.9 93.5 80.4 98.9 58.5 89.7 78.0 92.2
Old : 60.9 93.5 80.4 98.9 58.5 89.7 78.0 92.2
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 with Delta-adjusted Options and Futures Combined, February 11, 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 4,920 0 16,485 11,920 16,485 16,840: 360 5
Old : 16,845: 0 4,920 0 16,485 11,920 16,485 16,840: 360 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 375: 0 500 0 395 -125 395 375: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.2 0.0 97.9 70.8 97.9 100.0: 2.1 0.0
Old : 100.0: 0.0 29.2 0.0 97.9 70.8 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 : 64.3 67.9 87.3 92.9 50.7 53.4 64.8 70.8
Old : 64.3 67.9 87.3 92.9 50.7 53.4 64.8 70.8
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 with Delta-adjusted Options and Futures Combined, February 11, 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 4, 2014 :
: .: . . . . . . .: . .
: : :
: : 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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 27,871: 1,041 1,250 50 26,030 26,271 27,121 27,571: 750 300
Old : 27,871: 1,041 1,250 50 26,030 26,271 27,121 27,571: 750 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 9,412: 250 -500 0 9,151 9,912 9,401 9,412: 11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 4.5 0.2 93.4 94.3 97.3 98.9: 2.7 1.1
Old : 100.0: 3.7 4.5 0.2 93.4 94.3 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 1 1 21 12 24 14:
Old : 26: 2 1 1 21 12 24 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 : 68.5 81.5 81.9 96.4 68.5 77.8 81.6 91.5
Old : 68.5 81.5 81.9 96.4 68.5 77.8 81.6 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 with Delta-adjusted Options and Futures Combined, February 11, 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 4, 2014 :
: 10,146: 250 -250 0 9,920 10,416 10,170 10,166: -24 -20
: : :
: : 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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 63,752: 7,152 291 1,143 54,317 61,178 62,612 62,612: 1,140 1,140
Old : 63,752: 7,152 291 1,143 54,317 61,178 62,612 62,612: 1,140 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 8,092: -1,199 -350 -50 8,471 7,572 7,222 7,172: 870 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.5 1.8 85.2 96.0 98.2 98.2: 1.8 1.8
Old : 100.0: 11.2 0.5 1.8 85.2 96.0 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 : 71.4 43.6 90.9 67.2 57.2 40.7 70.3 57.2
Old : 71.4 43.6 90.9 67.2 57.2 40.7 70.3 57.2
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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 58,187: 8,540 345 0 48,772 56,967 57,312 57,312: 875 875
Old : 58,187: 8,540 345 0 48,772 56,967 57,312 57,312: 875 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 5,765: -595 -350 0 5,485 5,240 4,890 4,890: 875 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.6 0.0 83.8 97.9 98.5 98.5: 1.5 1.5
Old : 100.0: 14.7 0.6 0.0 83.8 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 : 76.1 46.5 92.2 72.6 64.7 45.7 74.6 66.2
Old : 76.1 46.5 92.2 72.6 64.7 45.7 74.6 66.2
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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 45,485: 3,725 600 2,625 38,635 41,575 44,985 44,800: 500 685
Old : 45,485: 3,725 600 2,625 38,635 41,575 44,985 44,800: 500 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,055: -275 75 0 -1,780 -2,235 -2,055 -2,160: 0 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.3 5.8 84.9 91.4 98.9 98.5: 1.1 1.5
Old : 100.0: 8.2 1.3 5.8 84.9 91.4 98.9 98.5: 1.1 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 : 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 : 53.6 50.5 75.8 73.7 44.1 44.1 59.6 56.9
Old : 53.6 50.5 75.8 73.7 44.1 44.1 59.6 56.9
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, February 11, 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 : 43,905: 11,600 1,625 650 30,940 40,675 43,190 42,950: 715 955
Old : 43,905: 11,600 1,625 650 30,940 40,675 43,190 42,950: 715 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,145: -1,150 -175 0 -1,425 -2,440 -2,575 -2,615: 430 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 3.7 1.5 70.5 92.6 98.4 97.8: 1.6 2.2
Old : 100.0: 26.4 3.7 1.5 70.5 92.6 98.4 97.8: 1.6 2.2
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 : 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 : 57.5 66.5 77.6 84.7 56.5 62.4 74.9 77.4
Old : 57.5 66.5 77.6 84.7 56.5 62.4 74.9 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 with Delta-adjusted Options and Futures Combined, February 11, 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 4, 2014 :
: -1,320: 0 -60 -90 -1,220 -1,145 -1,310 -1,295: -10 -25
: : :
: : 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 with Delta-adjusted Options and Futures Combined, February 11, 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 4, 2014 :
: -1,420: 0 -250 0 -1,320 -1,070 -1,320 -1,320: -100 -100
: : :
: : 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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 33,590: 785 4,325 2,265 28,500 25,460 31,550 32,050: 2,040 1,540
Old : 33,590: 785 4,325 2,265 28,500 25,460 31,550 32,050: 2,040 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,265: 465 -200 -485 -2,615 -1,960 -2,635 -2,645: 370 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.9 6.7 84.8 75.8 93.9 95.4: 6.1 4.6
Old : 100.0: 2.3 12.9 6.7 84.8 75.8 93.9 95.4: 6.1 4.6
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 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 : 46.9 51.9 66.3 71.3 38.3 50.4 53.9 65.9
Old : 46.9 51.9 66.3 71.3 38.3 50.4 53.9 65.9
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, February 11, 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 : 35,940: 975 9,465 1,740 32,180 23,825 34,895 35,030: 1,045 910
Old : 35,940: 975 9,465 1,740 32,180 23,825 34,895 35,030: 1,045 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,110: -150 -1,905 955 -2,860 -1,110 -2,055 -2,060: -55 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 26.3 4.8 89.5 66.3 97.1 97.5: 2.9 2.5
Old : 100.0: 2.7 26.3 4.8 89.5 66.3 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 : 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 : 52.6 75.5 74.1 89.1 49.0 59.5 64.1 69.5
Old : 52.6 75.5 74.1 89.1 49.0 59.5 64.1 69.5
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 with Delta-adjusted Options and Futures Combined, February 11, 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 4, 2014 :
: -1,439: -50 -150 0 -1,396 -1,479 -1,446 -1,629: 7 190
: : :
: : 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 with Delta-adjusted Options and Futures Combined, February 11, 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 4, 2014 :
: -1,360: -50 -150 0 -1,260 -1,200 -1,310 -1,350: -50 -10
: : :
: : 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 14, 2014