MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 19,159: 7,179 0 0 11,515 18,724 18,694 18,724: 465 435
Old : 19,159: 7,179 0 0 11,515 18,724 18,694 18,724: 465 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,118: -358 0 0 -750 -1,108 -1,108 -1,108: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 0.0 0.0 60.1 97.7 97.6 97.7: 2.4 2.3
Old : 100.0: 37.5 0.0 0.0 60.1 97.7 97.6 97.7: 2.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 84.5 55.7 95.8 79.7 83.8 55.7 93.9 79.2
Old : 84.5 55.7 95.8 79.7 83.8 55.7 93.9 79.2
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, March 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 : 18,748: 7,144 0 0 11,170 18,338 18,314 18,338: 434 410
Old : 18,748: 7,144 0 0 11,170 18,338 18,314 18,338: 434 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -987: -357 -50 0 -570 -877 -927 -927: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 0.0 0.0 59.6 97.8 97.7 97.8: 2.3 2.2
Old : 100.0: 38.1 0.0 0.0 59.6 97.8 97.7 97.8: 2.3 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 : 21: 1 0 0 11 15 12 15:
Old : 21: 1 0 0 11 15 12 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 : 89.1 55.0 96.6 77.7 89.1 54.8 94.7 77.2
Old : 89.1 55.0 96.6 77.7 89.1 54.8 94.7 77.2
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, March 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 : 57,458: 498 1,350 0 56,365 55,328 56,863 56,678: 595 780
Old : 57,458: 498 1,350 0 56,365 55,328 56,863 56,678: 595 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -3,660: -150 -100 0 -3,455 -3,505 -3,605 -3,605: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.3 0.0 98.1 96.3 99.0 98.6: 1.0 1.4
Old : 100.0: 0.9 2.3 0.0 98.1 96.3 99.0 98.6: 1.0 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 17 16 18 19:
Old : 28: 1 3 0 17 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 80.7 91.8 91.9 73.8 79.4 88.8 86.9
Old : 75.1 80.7 91.8 91.9 73.8 79.4 88.8 86.9
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, March 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 : 51,545: 450 1,350 0 50,750 49,650 51,200 51,000: 345 545
Old : 51,545: 450 1,350 0 50,750 49,650 51,200 51,000: 345 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -3,230: -150 -100 0 -3,070 -3,100 -3,220 -3,200: -10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.6 0.0 98.5 96.3 99.3 98.9: 0.7 1.1
Old : 100.0: 0.9 2.6 0.0 98.5 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 : 26: 1 3 0 14 17 15 20:
Old : 26: 1 3 0 14 17 15 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 : 78.6 77.2 92.1 90.7 78.4 75.3 88.7 85.7
Old : 78.6 77.2 92.1 90.7 78.4 75.3 88.7 85.7
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, March 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 : 13,715: 100 1,975 75 13,170 11,665 13,345 13,715: 370 0
Old : 13,715: 100 1,975 75 13,170 11,665 13,345 13,715: 370 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -990: 0 -200 0 -970 -780 -970 -980: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 14.4 0.5 96.0 85.1 97.3 100.0: 2.7 0.0
Old : 100.0: 0.7 14.4 0.5 96.0 85.1 97.3 100.0: 2.7 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: 1 1 1 15 7 17 8:
Old : 22: 1 1 1 15 7 17 8:
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 95.6 79.9 100.0 58.2 93.4 77.9 94.5
Old : 60.3 95.6 79.9 100.0 58.2 93.4 77.9 94.5
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, March 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 : 15,220: 0 4,645 100 14,775 10,475 14,875 15,220: 345 0
Old : 15,220: 0 4,645 100 14,775 10,475 14,875 15,220: 345 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -770: 0 -200 100 -855 -665 -755 -765: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.5 0.7 97.1 68.8 97.7 100.0: 2.3 0.0
Old : 100.0: 0.0 30.5 0.7 97.1 68.8 97.7 100.0: 2.3 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 1 15 9 16 12:
Old : 22: 0 3 1 15 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 : 68.1 71.6 86.1 93.5 51.6 52.7 64.7 67.1
Old : 68.1 71.6 86.1 93.5 51.6 52.7 64.7 67.1
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, March 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 : 26,441: 150 1,050 600 24,976 24,491 25,726 26,141: 715 300
Old : 26,441: 150 1,050 600 24,976 24,491 25,726 26,141: 715 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -2,155: -241 -200 -50 -1,829 -1,905 -2,120 -2,155: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.0 2.3 94.5 92.6 97.3 98.9: 2.7 1.1
Old : 100.0: 0.6 4.0 2.3 94.5 92.6 97.3 98.9: 2.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 1 19 12 21 15:
Old : 26: 2 2 1 19 12 21 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 : 65.3 82.4 84.2 94.1 64.5 75.7 79.7 83.6
Old : 65.3 82.4 84.2 94.1 64.5 75.7 79.7 83.6
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, March 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 : 25,571: 0 750 600 24,631 24,051 25,231 25,401: 340 170
Old : 25,571: 0 750 600 24,631 24,051 25,231 25,401: 340 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,310: -345 -250 0 -1,015 -1,195 -1,360 -1,445: 50 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 2.3 96.3 94.1 98.7 99.3: 1.3 0.7
Old : 100.0: 0.0 2.9 2.3 96.3 94.1 98.7 99.3: 1.3 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 : 20: 0 1 1 15 8 16 10:
Old : 20: 0 1 1 15 8 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 : 66.7 85.0 84.9 97.0 64.2 73.6 79.0 81.5
Old : 66.7 85.0 84.9 97.0 64.2 73.6 79.0 81.5
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, March 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 : 63,245: 7,103 0 656 51,266 58,369 59,025 59,025: 4,220 4,220
Old : 63,245: 7,103 0 656 51,266 58,369 59,025 59,025: 4,220 4,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,462: -974 -291 -112 -3,456 -4,139 -4,542 -4,542: 3,080 3,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 1.0 81.1 92.3 93.3 93.3: 6.7 6.7
Old : 100.0: 11.2 0.0 1.0 81.1 92.3 93.3 93.3: 6.7 6.7
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 : 34: 4 0 3 17 26 21 29:
Old : 34: 4 0 3 17 26 21 29:
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 : 65.6 43.4 85.3 67.0 51.0 40.4 65.0 54.8
Old : 65.6 43.4 85.3 67.0 51.0 40.4 65.0 54.8
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, March 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 : 59,596: 8,495 0 0 45,625 54,141 54,120 54,141: 5,476 5,455
Old : 59,596: 8,495 0 0 45,625 54,141 54,120 54,141: 5,476 5,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 1,459: -145 -345 0 -2,997 -2,776 -3,142 -3,121: 4,601 4,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 0.0 0.0 76.6 90.8 90.8 90.8: 9.2 9.2
Old : 100.0: 14.3 0.0 0.0 76.6 90.8 90.8 90.8: 9.2 9.2
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 : 31: 3 0 0 18 22 21 22:
Old : 31: 3 0 0 18 22 21 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 : 67.4 41.9 83.5 66.7 54.4 40.7 66.0 60.3
Old : 67.4 41.9 83.5 66.7 54.4 40.7 66.0 60.3
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, March 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 : 47,225: 4,900 2,375 1,525 38,190 40,605 44,615 44,505: 2,610 2,720
Old : 47,225: 4,900 2,375 1,525 38,190 40,605 44,615 44,505: 2,610 2,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: 445: 1,025 1,000 -1,175 -1,280 -1,240 -1,430 -1,415: 1,875 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 5.0 3.2 80.9 86.0 94.5 94.2: 5.5 5.8
Old : 100.0: 10.4 5.0 3.2 80.9 86.0 94.5 94.2: 5.5 5.8
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 : 33: 3 2 4 22 21 26 26:
Old : 33: 3 2 4 22 21 26 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 : 50.7 48.8 69.6 70.9 43.8 43.5 58.6 57.1
Old : 50.7 48.8 69.6 70.9 43.8 43.5 58.6 57.1
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, March 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 : 43,325: 9,550 1,275 725 32,455 40,510 42,730 42,510: 595 815
Old : 43,325: 9,550 1,275 725 32,455 40,510 42,730 42,510: 595 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,775: -900 -225 0 -765 -1,420 -1,665 -1,645: -110 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 2.9 1.7 74.9 93.5 98.6 98.1: 1.4 1.9
Old : 100.0: 22.0 2.9 1.7 74.9 93.5 98.6 98.1: 1.4 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 : 30: 2 1 2 21 18 24 20:
Old : 30: 2 1 2 21 18 24 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 : 54.7 65.9 75.1 84.9 54.0 62.0 74.1 78.3
Old : 54.7 65.9 75.1 84.9 54.0 62.0 74.1 78.3
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, March 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 : 26,370: 12,800 3,055 565 12,415 22,260 25,780 25,880: 590 490
Old : 26,370: 12,800 3,055 565 12,415 22,260 25,780 25,880: 590 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,250: 0 -35 -115 -1,125 -1,075 -1,240 -1,225: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 11.6 2.1 47.1 84.4 97.8 98.1: 2.2 1.9
Old : 100.0: 48.5 11.6 2.1 47.1 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 : 22: 2 1 1 14 13 17 14:
Old : 22: 2 1 1 14 13 17 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 : 73.4 67.2 87.1 89.9 67.3 59.2 76.9 80.3
Old : 73.4 67.2 87.1 89.9 67.3 59.2 76.9 80.3
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, March 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 : 25,330: 350 0 300 23,665 24,240 24,315 24,540: 1,015 790
Old : 25,330: 350 0 300 23,665 24,240 24,315 24,540: 1,015 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,505: 0 -250 0 -1,695 -1,220 -1,695 -1,470: 190 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 1.2 93.4 95.7 96.0 96.9: 4.0 3.1
Old : 100.0: 1.4 0.0 1.2 93.4 95.7 96.0 96.9: 4.0 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 : 20: 1 0 1 12 13 13 14:
Old : 20: 1 0 1 12 13 13 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 : 81.1 67.9 92.1 88.1 76.6 67.4 86.3 86.5
Old : 81.1 67.9 92.1 88.1 76.6 67.4 86.3 86.5
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, March 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 : 34,156: 2,265 4,800 1,961 27,490 25,445 31,716 32,206: 2,440 1,950
Old : 34,156: 2,265 4,800 1,961 27,490 25,445 31,716 32,206: 2,440 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,294: 605 175 -404 -1,315 -895 -1,114 -1,124: -180 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.1 5.7 80.5 74.5 92.9 94.3: 7.1 5.7
Old : 100.0: 6.6 14.1 5.7 80.5 74.5 92.9 94.3: 7.1 5.7
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 : 32: 1 4 3 23 20 27 24:
Old : 32: 1 4 3 23 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 : 49.5 50.2 67.7 67.8 45.0 48.7 60.8 62.2
Old : 49.5 50.2 67.7 67.8 45.0 48.7 60.8 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 35,260: 815 7,690 1,575 31,905 25,160 34,295 34,425: 965 835
Old : 35,260: 815 7,690 1,575 31,905 25,160 34,295 34,425: 965 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,595: -35 -520 -290 -1,215 -720 -1,540 -1,530: -55 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 21.8 4.5 90.5 71.4 97.3 97.6: 2.7 2.4
Old : 100.0: 2.3 21.8 4.5 90.5 71.4 97.3 97.6: 2.7 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 : 26: 2 1 3 22 20 25 23:
Old : 26: 2 1 3 22 20 25 23:
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 : 51.7 65.5 72.9 84.0 44.7 50.0 57.1 61.6
Old : 51.7 65.5 72.9 84.0 44.7 50.0 57.1 61.6
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, March 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 : 30,855: 750 450 0 28,984 30,205 29,734 30,655: 1,121 200
Old : 30,855: 750 450 0 28,984 30,205 29,734 30,655: 1,121 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,335: -100 -150 0 -1,279 -1,175 -1,379 -1,325: 44 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.5 0.0 93.9 97.9 96.4 99.4: 3.6 0.6
Old : 100.0: 2.4 1.5 0.0 93.9 97.9 96.4 99.4: 3.6 0.6
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 : 20: 3 1 0 11 9 14 10:
Old : 20: 3 1 0 11 9 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 : 71.3 87.0 92.0 98.3 71.3 86.2 88.6 93.4
Old : 71.3 87.0 92.0 98.3 71.3 86.2 88.6 93.4
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, March 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 : 29,620: 750 450 0 27,960 29,140 28,710 29,590: 910 30
Old : 29,620: 750 450 0 27,960 29,140 28,710 29,590: 910 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -1,180: -100 -150 0 -1,030 -1,020 -1,130 -1,170: -50 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.5 0.0 94.4 98.4 96.9 99.9: 3.1 0.1
Old : 100.0: 2.5 1.5 0.0 94.4 98.4 96.9 99.9: 3.1 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 : 21: 3 1 0 12 9 15 10:
Old : 21: 3 1 0 12 9 15 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 : 72.1 88.6 93.3 99.0 72.1 86.7 89.4 93.9
Old : 72.1 88.6 93.3 99.0 72.1 86.7 89.4 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2014