MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 19,694: 7,179 0 0 12,050 19,259 19,229 19,259: 465 435 Old : 19,694: 7,179 0 0 12,050 19,259 19,229 19,259: 465 435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.5 0.0 0.0 61.2 97.8 97.6 97.8: 2.4 2.2 Old : 100.0: 36.5 0.0 0.0 61.2 97.8 97.6 97.8: 2.4 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 : 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 : 84.0 52.7 95.9 79.3 83.4 52.7 94.1 78.9 Old : 84.0 52.7 95.9 79.3 83.4 52.7 94.1 78.9 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, April 1, 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 : 19,043: 7,144 0 0 11,465 18,633 18,609 18,633: 434 410 Old : 19,043: 7,144 0 0 11,465 18,633 18,609 18,633: 434 410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 0.0 0.0 60.2 97.8 97.7 97.8: 2.3 2.2 Old : 100.0: 37.5 0.0 0.0 60.2 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 10 15 11 15: Old : 21: 1 0 0 10 15 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 : 89.6 53.6 97.0 76.0 89.6 53.4 95.1 75.8 Old : 89.6 53.6 97.0 76.0 89.6 53.4 95.1 75.8 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, April 1, 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 : 53,319: 498 800 0 52,051 51,564 52,549 52,364: 770 955 Old : 53,319: 498 800 0 52,051 51,564 52,549 52,364: 770 955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : -199: 0 -50 0 -199 -149 -199 -199: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 1.5 0.0 97.6 96.7 98.6 98.2: 1.4 1.8 Old : 100.0: 0.9 1.5 0.0 97.6 96.7 98.6 98.2: 1.4 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 : 28: 1 3 0 18 17 19 20: Old : 28: 1 3 0 18 17 19 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 : 71.2 82.4 89.5 93.1 69.5 76.0 80.2 81.0 Old : 71.2 82.4 89.5 93.1 69.5 76.0 80.2 81.0 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, April 1, 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 : 47,522: 450 800 0 46,552 46,002 47,002 46,802: 520 720 Old : 47,522: 450 800 0 46,552 46,002 47,002 46,802: 520 720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : -13: 0 -50 0 -13 37 -13 -13: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 1.7 0.0 98.0 96.8 98.9 98.5: 1.1 1.5 Old : 100.0: 0.9 1.7 0.0 98.0 96.8 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 : 26: 1 3 0 16 18 17 21: Old : 26: 1 3 0 16 18 17 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 : 75.0 78.5 90.1 91.5 74.8 70.7 83.0 79.2 Old : 75.0 78.5 90.1 91.5 74.8 70.7 83.0 79.2 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, April 1, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,145: 100 1,975 75 16,850 15,095 17,025 17,145: 120 0 Old : 17,145: 100 1,975 75 16,850 15,095 17,025 17,145: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 0: 0 0 0 250 0 250 0: -250 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 11.5 0.4 98.3 88.0 99.3 100.0: 0.7 0.0 Old : 100.0: 0.6 11.5 0.4 98.3 88.0 99.3 100.0: 0.7 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 : 23: 1 1 1 15 8 17 9: Old : 23: 1 1 1 15 8 17 9: 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 : 70.4 92.7 86.2 99.6 68.8 92.2 84.5 95.2 Old : 70.4 92.7 86.2 99.6 68.8 92.2 84.5 95.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,110: 0 3,125 0 16,930 13,985 16,930 17,110: 180 0 Old : 17,110: 0 3,125 0 16,930 13,985 16,930 17,110: 180 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.3 0.0 98.9 81.7 98.9 100.0: 1.1 0.0 Old : 100.0: 0.0 18.3 0.0 98.9 81.7 98.9 100.0: 1.1 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 : 20: 0 1 0 15 8 15 9: Old : 20: 0 1 0 15 8 15 9: 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 : 72.8 92.0 88.6 99.6 71.9 90.3 87.7 93.9 Old : 72.8 92.0 88.6 99.6 71.9 90.3 87.7 93.9 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, April 1, 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 : 10,980: 1,220 50 300 9,225 10,415 10,745 10,765: 235 215 Old : 10,980: 1,220 50 300 9,225 10,415 10,745 10,765: 235 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 0.5 2.7 84.0 94.9 97.9 98.0: 2.1 2.0 Old : 100.0: 11.1 0.5 2.7 84.0 94.9 97.9 98.0: 2.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 1 1 8 12 11 14: Old : 20: 3 1 1 8 12 11 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 : 81.0 67.3 95.3 86.0 74.4 57.4 79.9 72.5 Old : 81.0 67.3 95.3 86.0 74.4 57.4 79.9 72.5 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, April 1, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,045: 0 5,645 100 16,600 11,300 16,700 17,045: 345 0 Old : 17,045: 0 5,645 100 16,600 11,300 16,700 17,045: 345 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 1,725: 0 900 0 1,725 825 1,725 1,725: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 33.1 0.6 97.4 66.3 98.0 100.0: 2.0 0.0 Old : 100.0: 0.0 33.1 0.6 97.4 66.3 98.0 100.0: 2.0 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 8 16 11: Old : 22: 0 3 1 15 8 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 69.2 87.6 94.6 55.3 57.6 67.8 69.9 Old : 69.7 69.2 87.6 94.6 55.3 57.6 67.8 69.9 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, April 1, 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 : 27,576: 0 1,300 750 26,111 25,226 26,861 27,276: 715 300 Old : 27,576: 0 1,300 750 26,111 25,226 26,861 27,276: 715 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 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 4.7 2.7 94.7 91.5 97.4 98.9: 2.6 1.1 Old : 100.0: 0.0 4.7 2.7 94.7 91.5 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: 0 4 2 19 12 21 16: Old : 26: 0 4 2 19 12 21 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 : 65.5 82.2 83.8 93.5 64.7 74.7 79.6 81.3 Old : 65.5 82.2 83.8 93.5 64.7 74.7 79.6 81.3 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, April 1, 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 : 26,346: 0 1,050 600 25,406 24,541 26,006 26,191: 340 155 Old : 26,346: 0 1,050 600 25,406 24,541 26,006 26,191: 340 155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 55: 0 0 0 55 70 55 70: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.0 2.3 96.4 93.1 98.7 99.4: 1.3 0.6 Old : 100.0: 0.0 4.0 2.3 96.4 93.1 98.7 99.4: 1.3 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 : 21: 0 2 1 17 9 18 11: Old : 21: 0 2 1 17 9 18 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 85.5 84.7 97.1 64.6 73.7 79.0 81.2 Old : 67.0 85.5 84.7 97.1 64.6 73.7 79.0 81.2 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, April 1, 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 : 67,194: 10,713 0 346 50,260 60,973 61,319 61,319: 5,875 5,875 Old : 67,194: 10,713 0 346 50,260 60,973 61,319 61,319: 5,875 5,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 2,900: 2,100 0 0 -275 1,825 1,825 1,825: 1,075 1,075 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 0.0 0.5 74.8 90.7 91.3 91.3: 8.7 8.7 Old : 100.0: 15.9 0.0 0.5 74.8 90.7 91.3 91.3: 8.7 8.7 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 19 26 23 29: Old : 34: 4 0 3 19 26 23 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 : 60.1 45.2 79.2 66.2 49.8 43.1 64.7 59.4 Old : 60.1 45.2 79.2 66.2 49.8 43.1 64.7 59.4 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, April 1, 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 : 65,001: 11,995 0 0 46,581 58,626 58,576 58,626: 6,425 6,375 Old : 65,001: 11,995 0 0 46,581 58,626 58,576 58,626: 6,425 6,375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 2,690: 1,750 0 0 711 2,440 2,461 2,440: 229 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 0.0 0.0 71.7 90.2 90.1 90.2: 9.9 9.8 Old : 100.0: 18.5 0.0 0.0 71.7 90.2 90.1 90.2: 9.9 9.8 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 0 0 20 24 23 24: Old : 33: 3 0 0 20 24 23 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 : 61.1 44.5 79.1 66.8 50.1 43.8 64.3 61.8 Old : 61.1 44.5 79.1 66.8 50.1 43.8 64.3 61.8 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, April 1, 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 : 47,000: 5,800 3,175 1,275 37,155 39,670 44,230 44,120: 2,770 2,880 Old : 47,000: 5,800 3,175 1,275 37,155 39,670 44,230 44,120: 2,770 2,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : -110: 300 0 0 -410 -110 -110 -110: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 6.8 2.7 79.1 84.4 94.1 93.9: 5.9 6.1 Old : 100.0: 12.3 6.8 2.7 79.1 84.4 94.1 93.9: 5.9 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 : 33: 3 2 4 24 21 28 26: Old : 33: 3 2 4 24 21 28 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 : 49.6 47.6 67.7 70.6 41.4 40.7 55.4 56.1 Old : 49.6 47.6 67.7 70.6 41.4 40.7 55.4 56.1 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, April 1, 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 : 42,436: 8,800 1,125 866 32,125 39,580 41,791 41,571: 645 865 Old : 42,436: 8,800 1,125 866 32,125 39,580 41,791 41,571: 645 865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : -505: -100 -50 125 -530 -580 -505 -505: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 2.7 2.0 75.7 93.3 98.5 98.0: 1.5 2.0 Old : 100.0: 20.7 2.7 2.0 75.7 93.3 98.5 98.0: 1.5 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 1 3 22 18 25 21: Old : 30: 2 1 3 22 18 25 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 : 49.7 64.6 70.9 83.5 48.8 60.6 69.3 73.6 Old : 49.7 64.6 70.9 83.5 48.8 60.6 69.3 73.6 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, April 1, 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 : 26,035: 12,800 3,055 565 12,080 21,925 25,445 25,545: 590 490 Old : 26,035: 12,800 3,055 565 12,080 21,925 25,445 25,545: 590 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : -35: 0 0 0 -35 -35 -35 -35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.2 11.7 2.2 46.4 84.2 97.7 98.1: 2.3 1.9 Old : 100.0: 49.2 11.7 2.2 46.4 84.2 97.7 98.1: 2.3 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 14 17 15: Old : 22: 2 1 1 14 14 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 : 74.2 67.4 88.1 89.3 68.8 59.3 77.6 80.5 Old : 74.2 67.4 88.1 89.3 68.8 59.3 77.6 80.5 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, April 1, 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 : 25,465: 350 0 300 23,740 24,375 24,390 24,675: 1,075 790 Old : 25,465: 350 0 300 23,740 24,375 24,390 24,675: 1,075 790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 50: 0 0 0 -10 50 -10 50: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 1.2 93.2 95.7 95.8 96.9: 4.2 3.1 Old : 100.0: 1.4 0.0 1.2 93.2 95.7 95.8 96.9: 4.2 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 : 80.7 67.9 91.8 88.0 76.2 67.4 86.0 86.4 Old : 80.7 67.9 91.8 88.0 76.2 67.4 86.0 86.4 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, April 1, 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 : 34,448: 3,595 5,145 1,883 26,605 25,545 32,083 32,573: 2,365 1,875 Old : 34,448: 3,595 5,145 1,883 26,605 25,545 32,083 32,573: 2,365 1,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 275: 300 375 -50 25 -50 275 275: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 14.9 5.5 77.2 74.2 93.1 94.6: 6.9 5.4 Old : 100.0: 10.4 14.9 5.5 77.2 74.2 93.1 94.6: 6.9 5.4 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 : 34: 2 4 3 24 21 29 25: Old : 34: 2 4 3 24 21 29 25: 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 : 50.2 50.2 68.5 67.1 46.2 48.7 61.9 61.8 Old : 50.2 50.2 68.5 67.1 46.2 48.7 61.9 61.8 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, April 1, 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 : 35,145: 1,065 7,105 1,365 31,890 25,850 34,320 34,320: 825 825 Old : 35,145: 1,065 7,105 1,365 31,890 25,850 34,320 34,320: 825 825 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 97: -100 -125 187 10 35 97 97: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 20.2 3.9 90.7 73.6 97.7 97.7: 2.3 2.3 Old : 100.0: 3.0 20.2 3.9 90.7 73.6 97.7 97.7: 2.3 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 : 27: 2 1 3 23 21 26 24: Old : 27: 2 1 3 23 21 26 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 : 51.6 64.8 72.7 82.7 45.6 49.0 57.6 61.1 Old : 51.6 64.8 72.7 82.7 45.6 49.0 57.6 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 26,725: 200 450 0 25,404 26,075 25,604 26,525: 1,121 200 Old : 26,725: 200 450 0 25,404 26,075 25,604 26,525: 1,121 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 0: -50 0 0 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 1.7 0.0 95.1 97.6 95.8 99.3: 4.2 0.7 Old : 100.0: 0.7 1.7 0.0 95.1 97.6 95.8 99.3: 4.2 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: 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 : 74.6 84.3 91.8 98.1 74.6 82.2 85.8 89.2 Old : 74.6 84.3 91.8 98.1 74.6 82.2 85.8 89.2 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, April 1, 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 : 26,010: 200 450 0 24,900 25,530 25,100 25,980: 910 30 Old : 26,010: 200 450 0 24,900 25,530 25,100 25,980: 910 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 25, 2014 : : 0: -50 0 0 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 1.7 0.0 95.7 98.2 96.5 99.9: 3.5 0.1 Old : 100.0: 0.8 1.7 0.0 95.7 98.2 96.5 99.9: 3.5 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 : 76.5 85.1 93.2 98.8 76.5 81.7 86.1 89.5 Old : 76.5 85.1 93.2 98.8 76.5 81.7 86.1 89.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2014