MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 19,742: 7,537 0 0 11,665 19,232 19,202 19,232: 540 510
Old : 19,742: 7,537 0 0 11,665 19,232 19,202 19,232: 540 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 75: 0 0 0 175 175 175 175: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 0.0 0.0 59.1 97.4 97.3 97.4: 2.7 2.6
Old : 100.0: 38.2 0.0 0.0 59.1 97.4 97.3 97.4: 2.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 82.2 55.8 95.5 80.8 81.2 55.8 93.3 80.5
Old : 82.2 55.8 95.5 80.8 81.2 55.8 93.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 11,085 18,560 18,586 18,610: 559 535
Old : 19,145: 7,501 50 0 11,085 18,560 18,586 18,610: 559 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 0: 0 0 0 100 100 100 100: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 0.3 0.0 57.9 96.9 97.1 97.2: 2.9 2.8
Old : 100.0: 39.2 0.3 0.0 57.9 96.9 97.1 97.2: 2.9 2.8
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 : 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 55.6 96.3 79.6 87.3 55.6 94.4 79.3
Old : 87.3 55.6 96.3 79.6 87.3 55.6 94.4 79.3
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 25, 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 : 60,363: 648 1,450 0 59,065 58,078 59,713 59,528: 650 835
Old : 60,363: 648 1,450 0 59,065 58,078 59,713 59,528: 650 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 1,670: 0 -50 0 1,960 1,915 1,960 1,865: -290 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.4 0.0 97.8 96.2 98.9 98.6: 1.1 1.4
Old : 100.0: 1.1 2.4 0.0 97.8 96.2 98.9 98.6: 1.1 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 : 31: 1 3 0 20 18 21 21:
Old : 31: 1 3 0 20 18 21 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 : 74.9 80.4 91.6 91.2 73.3 78.9 89.5 87.0
Old : 74.9 80.4 91.6 91.2 73.3 78.9 89.5 87.0
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 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,075: 600 1,450 0 53,120 52,050 53,720 53,500: 355 575
Old : 54,075: 600 1,450 0 53,120 52,050 53,720 53,500: 355 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 1,535: 0 -50 0 1,570 1,690 1,570 1,640: -35 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.7 0.0 98.2 96.3 99.3 98.9: 0.7 1.1
Old : 100.0: 1.1 2.7 0.0 98.2 96.3 99.3 98.9: 0.7 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 : 29: 1 3 0 17 17 18 20:
Old : 29: 1 3 0 17 17 18 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 : 77.0 77.0 91.3 91.3 76.9 75.1 88.9 85.9
Old : 77.0 77.0 91.3 91.3 76.9 75.1 88.9 85.9
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 25, 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 : 14,645: 100 2,375 75 14,080 12,185 14,255 14,635: 390 10
Old : 14,645: 100 2,375 75 14,080 12,185 14,255 14,635: 390 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 16.2 0.5 96.1 83.2 97.3 99.9: 2.7 0.1
Old : 100.0: 0.7 16.2 0.5 96.1 83.2 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 : 60.3 93.5 79.8 98.9 57.9 89.7 77.4 92.2
Old : 60.3 93.5 79.8 98.9 57.9 89.7 77.4 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 with Delta-adjusted Options and Futures Combined, February 25, 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 18, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 with Delta-adjusted Options and Futures Combined, February 25, 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 16,185 11,945 16,185 16,840: 660 5
Old : 16,845: 0 4,895 0 16,185 11,945 16,185 16,840: 660 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 0: 0 0 0 -300 0 -300 0: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.1 0.0 96.1 70.9 96.1 100.0: 3.9 0.0
Old : 100.0: 0.0 29.1 0.0 96.1 70.9 96.1 100.0: 3.9 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 : 21: 0 3 0 15 9 15 12:
Old : 21: 0 3 0 15 9 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 67.7 87.7 92.9 50.2 53.3 64.4 69.9
Old : 64.9 67.7 87.7 92.9 50.2 53.3 64.4 69.9
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 25, 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 18, 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 : 66.9 72.8 88.2 98.3 51.0 54.1 64.1 71.8
Old : 66.9 72.8 88.2 98.3 51.0 54.1 64.1 71.8
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 25, 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 : 28,421: 441 1,300 600 26,630 26,221 27,671 28,121: 750 300
Old : 28,421: 441 1,300 600 26,630 26,221 27,671 28,121: 750 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 600: -600 0 600 600 0 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.6 2.1 93.7 92.3 97.4 98.9: 2.6 1.1
Old : 100.0: 1.6 4.6 2.1 93.7 92.3 97.4 98.9: 2.6 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 1 21 12 23 15:
Old : 26: 2 2 1 21 12 23 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 : 67.2 79.8 82.5 94.5 67.2 76.1 82.0 89.6
Old : 67.2 79.8 82.5 94.5 67.2 76.1 82.0 89.6
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 25, 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 : 26,881: 345 1,000 600 25,646 25,246 26,591 26,846: 290 35
Old : 26,881: 345 1,000 600 25,646 25,246 26,591 26,846: 290 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 600: -600 0 600 600 0 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.7 2.2 95.4 93.9 98.9 99.9: 1.1 0.1
Old : 100.0: 1.3 3.7 2.2 95.4 93.9 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: 1 1 1 16 12 18 14:
Old : 24: 1 1 1 16 12 18 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 : 67.7 83.3 83.5 96.3 67.7 76.0 82.6 86.2
Old : 67.7 83.3 83.5 96.3 67.7 76.0 82.6 86.2
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 25, 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 : 67,660: 8,327 291 768 53,897 61,933 62,992 62,992: 4,668 4,668
Old : 67,660: 8,327 291 768 53,897 61,933 62,992 62,992: 4,668 4,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 4,378: 600 0 0 250 850 850 850: 3,528 3,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.4 1.1 79.7 91.5 93.1 93.1: 6.9 6.9
Old : 100.0: 12.3 0.4 1.1 79.7 91.5 93.1 93.1: 6.9 6.9
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 : 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 : 66.0 41.9 85.2 65.3 52.2 39.7 65.9 54.7
Old : 66.0 41.9 85.2 65.3 52.2 39.7 65.9 54.7
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 25, 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 : 62,495: 8,790 345 0 48,117 56,562 56,907 56,907: 5,588 5,588
Old : 62,495: 8,790 345 0 48,117 56,562 56,907 56,907: 5,588 5,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 5,308: 600 0 0 -5 595 595 595: 4,713 4,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.6 0.0 77.0 90.5 91.1 91.1: 8.9 8.9
Old : 100.0: 14.1 0.6 0.0 77.0 90.5 91.1 91.1: 8.9 8.9
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 : 34: 2 1 0 20 25 22 26:
Old : 34: 2 1 0 20 25 22 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 : 68.9 43.2 84.3 66.8 57.7 42.4 68.3 61.2
Old : 68.9 43.2 84.3 66.8 57.7 42.4 68.3 61.2
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 25, 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 : 48,730: 3,450 1,500 2,575 40,020 41,785 46,045 45,860: 2,685 2,870
Old : 48,730: 3,450 1,500 2,575 40,020 41,785 46,045 45,860: 2,685 2,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 1,845: -275 200 275 -165 -640 -165 -165: 2,010 2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.1 5.3 82.1 85.7 94.5 94.1: 5.5 5.9
Old : 100.0: 7.1 3.1 5.3 82.1 85.7 94.5 94.1: 5.5 5.9
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 : 32: 2 2 3 22 22 25 26:
Old : 32: 2 2 3 22 22 25 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 : 51.4 48.3 72.2 71.4 43.6 42.7 58.8 55.3
Old : 51.4 48.3 72.2 71.4 43.6 42.7 58.8 55.3
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 25, 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 : 45,405: 10,450 1,500 725 33,525 42,235 44,700 44,460: 705 945
Old : 45,405: 10,450 1,500 725 33,525 42,235 44,700 44,460: 705 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: -205: -1,050 -125 75 780 -145 -195 -195: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 3.3 1.6 73.8 93.0 98.4 97.9: 1.6 2.1
Old : 100.0: 23.0 3.3 1.6 73.8 93.0 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 2 21 18 23 21:
Old : 30: 1 2 2 21 18 23 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 : 56.7 67.4 77.7 85.4 55.7 63.4 74.9 78.0
Old : 56.7 67.4 77.7 85.4 55.7 63.4 74.9 78.0
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 25, 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 18, 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 : 71.9 66.8 85.8 89.2 65.3 58.5 75.0 79.5
Old : 71.9 66.8 85.8 89.2 65.3 58.5 75.0 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 25, 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 : 26,535: 350 250 300 25,060 25,160 25,710 25,710: 825 825
Old : 26,535: 350 250 300 25,060 25,160 25,710 25,710: 825 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 25: 0 0 0 25 25 25 25: 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 : 22: 1 1 1 13 14 14 16:
Old : 22: 1 1 1 13 14 14 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 92.1 86.8 76.8 65.2 86.5 84.3
Old : 81.1 66.6 92.1 86.8 76.8 65.2 86.5 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 25, 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 : 34,795: 1,025 4,025 2,365 28,785 26,285 32,175 32,675: 2,620 2,120
Old : 34,795: 1,025 4,025 2,365 28,785 26,285 32,175 32,675: 2,620 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 625: 240 -200 100 -295 145 45 45: 580 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 11.6 6.8 82.7 75.5 92.5 93.9: 7.5 6.1
Old : 100.0: 2.9 11.6 6.8 82.7 75.5 92.5 93.9: 7.5 6.1
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 : 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 : 47.7 50.8 66.6 70.1 41.3 49.3 56.6 64.1
Old : 47.7 50.8 66.6 70.1 41.3 49.3 56.6 64.1
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 25, 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 : 36,855: 850 8,315 1,865 33,120 25,790 35,835 35,970: 1,020 885
Old : 36,855: 850 8,315 1,865 33,120 25,790 35,835 35,970: 1,020 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: -75: -125 -1,050 125 -50 875 -50 -50: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 22.6 5.1 89.9 70.0 97.2 97.6: 2.8 2.4
Old : 100.0: 2.3 22.6 5.1 89.9 70.0 97.2 97.6: 2.8 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 : 25: 1 1 2 21 20 23 22:
Old : 25: 1 1 2 21 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 71.0 73.2 87.4 46.2 53.2 60.0 64.7
Old : 51.5 71.0 73.2 87.4 46.2 53.2 60.0 64.7
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 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,215: 850 600 0 29,288 30,405 30,138 31,005: 1,077 210
Old : 31,215: 850 600 0 29,288 30,405 30,138 31,005: 1,077 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 1,170: -50 0 0 1,220 1,170 1,170 1,170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.9 0.0 93.8 97.4 96.5 99.3: 3.5 0.7
Old : 100.0: 2.7 1.9 0.0 93.8 97.4 96.5 99.3: 3.5 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 : 69.3 87.7 91.5 98.0 69.3 87.0 88.0 94.2
Old : 69.3 87.7 91.5 98.0 69.3 87.0 88.0 94.2
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 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,825: 850 600 0 28,015 29,185 28,865 29,785: 960 40
Old : 29,825: 850 600 0 28,015 29,185 28,865 29,785: 960 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: 1,135: -50 0 0 1,185 1,135 1,135 1,135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.0 0.0 93.9 97.9 96.8 99.9: 3.2 0.1
Old : 100.0: 2.8 2.0 0.0 93.9 97.9 96.8 99.9: 3.2 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 : 70.1 88.5 92.8 98.6 70.1 87.8 89.1 94.6
Old : 70.1 88.5 92.8 98.6 70.1 87.8 89.1 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2014