MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 16,990: 4,145 0 0 12,010 16,205 16,155 16,205: 835 785
Old : 16,990: 4,145 0 0 12,010 16,205 16,155 16,205: 835 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,042: -192 -250 0 -670 -737 -862 -987: -180 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 0.0 70.7 95.4 95.1 95.4: 4.9 4.6
Old : 100.0: 24.4 0.0 0.0 70.7 95.4 95.1 95.4: 4.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 10 17 12 17:
Old : 25: 2 0 0 10 17 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 46.2 91.7 73.9 73.5 46.2 91.0 73.7
Old : 74.2 46.2 91.7 73.9 73.5 46.2 91.0 73.7
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, May 6, 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 : 15,194: 3,860 0 0 10,455 14,359 14,315 14,359: 879 835
Old : 15,194: 3,860 0 0 10,455 14,359 14,315 14,359: 879 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -942: -442 0 0 -570 -887 -1,012 -887: 70 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.0 0.0 68.8 94.5 94.2 94.5: 5.8 5.5
Old : 100.0: 25.4 0.0 0.0 68.8 94.5 94.2 94.5: 5.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 8 16 9 16:
Old : 22: 1 0 0 8 16 9 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 : 82.4 45.4 93.6 69.8 78.9 45.4 88.4 69.8
Old : 82.4 45.4 93.6 69.8 78.9 45.4 88.4 69.8
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, May 6, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,019: 448 650 0 56,961 56,439 57,409 57,089: 610 930
Old : 58,019: 448 650 0 56,961 56,439 57,409 57,089: 610 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -470: 100 -50 0 -275 -345 -175 -395: -295 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.1 0.0 98.2 97.3 98.9 98.4: 1.1 1.6
Old : 100.0: 0.8 1.1 0.0 98.2 97.3 98.9 98.4: 1.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 0 17 17 19 19:
Old : 28: 2 2 0 17 17 19 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 : 76.6 82.7 89.1 93.5 76.4 78.7 84.4 85.3
Old : 76.6 82.7 89.1 93.5 76.4 78.7 84.4 85.3
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, May 6, 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 : 52,407: 150 650 0 51,777 50,770 51,927 51,420: 480 987
Old : 52,407: 150 650 0 51,777 50,770 51,927 51,420: 480 987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 1,285: -150 -50 0 1,465 1,390 1,315 1,340: -30 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 0.0 98.8 96.9 99.1 98.1: 0.9 1.9
Old : 100.0: 0.3 1.2 0.0 98.8 96.9 99.1 98.1: 0.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 17 16 18 18:
Old : 25: 1 2 0 17 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 82.5 90.9 92.7 80.4 79.3 85.9 85.8
Old : 80.8 82.5 90.9 92.7 80.4 79.3 85.9 85.8
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, May 6, 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 : 15,555: 1,275 400 250 13,885 14,880 15,410 15,530: 145 25
Old : 15,555: 1,275 400 250 13,885 14,880 15,410 15,530: 145 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -490: 475 50 -100 -890 -465 -515 -515: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 2.6 1.6 89.3 95.7 99.1 99.8: 0.9 0.2
Old : 100.0: 8.2 2.6 1.6 89.3 95.7 99.1 99.8: 0.9 0.2
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 : 25: 2 1 1 15 12 17 14:
Old : 25: 2 1 1 15 12 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 : 60.4 89.4 81.5 96.1 57.5 89.4 76.9 91.4
Old : 60.4 89.4 81.5 96.1 57.5 89.4 76.9 91.4
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, May 6, 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 : 13,213: 25 50 408 12,600 12,755 13,033 13,213: 180 0
Old : 13,213: 25 50 408 12,600 12,755 13,033 13,213: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -920: 25 -225 -25 -920 -670 -920 -920: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.4 3.1 95.4 96.5 98.6 100.0: 1.4 0.0
Old : 100.0: 0.2 0.4 3.1 95.4 96.5 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 14 10 15 12:
Old : 22: 1 1 1 14 10 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 : 67.1 93.3 84.5 99.2 66.7 92.6 84.1 93.7
Old : 67.1 93.3 84.5 99.2 66.7 92.6 84.1 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 11,545: 0 1,200 0 11,165 10,070 11,165 11,270: 380 275
Old : 11,545: 0 1,200 0 11,165 10,070 11,165 11,270: 380 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 975: 0 0 0 985 975 985 975: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.0 96.7 87.2 96.7 97.6: 3.3 2.4
Old : 100.0: 0.0 10.4 0.0 96.7 87.2 96.7 97.6: 3.3 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 : 21: 0 2 0 14 12 14 14:
Old : 21: 0 2 0 14 12 14 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 : 71.6 56.7 89.3 85.5 48.9 43.9 59.3 63.0
Old : 71.6 56.7 89.3 85.5 48.9 43.9 59.3 63.0
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, May 6, 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 : 18,580: 0 4,895 50 18,235 13,635 18,285 18,580: 295 0
Old : 18,580: 0 4,895 50 18,235 13,635 18,285 18,580: 295 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 1,560: 0 650 -50 1,635 960 1,585 1,560: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.3 0.3 98.1 73.4 98.4 100.0: 1.6 0.0
Old : 100.0: 0.0 26.3 0.3 98.1 73.4 98.4 100.0: 1.6 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 : 25: 0 3 1 18 12 19 15:
Old : 25: 0 3 1 18 12 19 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 : 69.6 51.8 86.7 84.0 58.9 51.1 68.8 71.0
Old : 69.6 51.8 86.7 84.0 58.9 51.1 68.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 24,291: 0 1,350 50 23,776 22,791 23,826 24,191: 465 100
Old : 24,291: 0 1,350 50 23,776 22,791 23,826 24,191: 465 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,070: 0 -400 0 -945 -570 -945 -970: -125 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.2 97.9 93.8 98.1 99.6: 1.9 0.4
Old : 100.0: 0.0 5.6 0.2 97.9 93.8 98.1 99.6: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 1 18 12 19 15:
Old : 24: 0 3 1 18 12 19 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 : 68.7 87.2 86.8 96.0 67.4 79.8 81.9 86.5
Old : 68.7 87.2 86.8 96.0 67.4 79.8 81.9 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 23,041: 0 1,150 0 22,761 21,736 22,761 22,886: 280 155
Old : 23,041: 0 1,150 0 22,761 21,736 22,761 22,886: 280 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,080: 0 -250 0 -1,050 -830 -1,050 -1,080: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 0.0 98.8 94.3 98.8 99.3: 1.2 0.7
Old : 100.0: 0.0 5.0 0.0 98.8 94.3 98.8 99.3: 1.2 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 : 21: 0 2 0 16 9 16 11:
Old : 21: 0 2 0 16 9 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 : 70.9 88.7 89.7 97.8 68.2 80.4 83.0 86.6
Old : 70.9 88.7 89.7 97.8 68.2 80.4 83.0 86.6
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, May 6, 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 : 65,576: 8,945 0 903 51,269 60,214 61,117 61,117: 4,459 4,459
Old : 65,576: 8,945 0 903 51,269 60,214 61,117 61,117: 4,459 4,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,699: 151 0 33 -1,860 -1,709 -1,676 -1,676: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 1.4 78.2 91.8 93.2 93.2: 6.8 6.8
Old : 100.0: 13.6 0.0 1.4 78.2 91.8 93.2 93.2: 6.8 6.8
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 : 34: 3 0 2 22 25 25 27:
Old : 34: 3 0 2 22 25 25 27:
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 : 55.4 46.1 75.3 68.1 46.4 45.9 64.4 62.3
Old : 55.4 46.1 75.3 68.1 46.4 45.9 64.4 62.3
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, May 6, 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 : 60,868: 8,865 300 368 46,927 55,492 56,160 56,160: 4,708 4,708
Old : 60,868: 8,865 300 368 46,927 55,492 56,160 56,160: 4,708 4,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -3,033: -390 0 0 -1,970 -2,360 -2,360 -2,360: -673 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 0.5 0.6 77.1 91.2 92.3 92.3: 7.7 7.7
Old : 100.0: 14.6 0.5 0.6 77.1 91.2 92.3 92.3: 7.7 7.7
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: 2 1 2 22 25 25 27:
Old : 34: 2 1 2 22 25 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 45.2 79.3 69.0 47.9 45.2 65.8 65.4
Old : 58.1 45.2 79.3 69.0 47.9 45.2 65.8 65.4
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, May 6, 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 : 43,174: 4,350 2,375 1,634 34,630 36,706 40,614 40,715: 2,560 2,459
Old : 43,174: 4,350 2,375 1,634 34,630 36,706 40,614 40,715: 2,560 2,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,760: 25 -175 -50 -1,795 -1,400 -1,820 -1,625: 60 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.5 3.8 80.2 85.0 94.1 94.3: 5.9 5.7
Old : 100.0: 10.1 5.5 3.8 80.2 85.0 94.1 94.3: 5.9 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 : 29: 2 2 2 21 20 25 22:
Old : 29: 2 2 2 21 20 25 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 : 52.5 48.7 72.1 72.3 44.0 41.6 56.9 55.2
Old : 52.5 48.7 72.1 72.3 44.0 41.6 56.9 55.2
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, May 6, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,911: 5,975 700 1,216 30,285 35,415 37,476 37,331: 435 580
Old : 37,911: 5,975 700 1,216 30,285 35,415 37,476 37,331: 435 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,980: -750 -75 -75 -1,045 -1,700 -1,870 -1,850: -110 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 1.8 3.2 79.9 93.4 98.9 98.5: 1.1 1.5
Old : 100.0: 15.8 1.8 3.2 79.9 93.4 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 20 17 22 19:
Old : 29: 1 1 2 20 17 22 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 : 46.9 63.9 69.8 81.5 45.0 60.5 64.0 73.1
Old : 46.9 63.9 69.8 81.5 45.0 60.5 64.0 73.1
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, May 6, 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 : 28,020: 12,800 4,505 515 14,130 22,690 27,445 27,710: 575 310
Old : 28,020: 12,800 4,505 515 14,130 22,690 27,445 27,710: 575 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: 615: 0 25 -25 640 705 615 705: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 16.1 1.8 50.4 81.0 97.9 98.9: 2.1 1.1
Old : 100.0: 45.7 16.1 1.8 50.4 81.0 97.9 98.9: 2.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 1 16 15 19 17:
Old : 25: 2 2 1 16 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 61.7 83.3 87.9 61.4 53.6 70.8 74.4
Old : 70.3 61.7 83.3 87.9 61.4 53.6 70.8 74.4
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, May 6, 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 : 23,555: 150 325 300 22,370 22,210 22,820 22,835: 735 720
Old : 23,555: 150 325 300 22,370 22,210 22,820 22,835: 735 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -670: -100 0 0 -545 -635 -645 -635: -25 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.4 1.3 95.0 94.3 96.9 96.9: 3.1 3.1
Old : 100.0: 0.6 1.4 1.3 95.0 94.3 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 14 14 15 16:
Old : 22: 1 1 1 14 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 : 75.6 66.4 89.7 86.1 72.0 64.9 84.2 83.3
Old : 75.6 66.4 89.7 86.1 72.0 64.9 84.2 83.3
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, May 6, 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 : 32,480: 4,965 4,700 1,695 24,020 24,755 30,680 31,150: 1,800 1,330
Old : 32,480: 4,965 4,700 1,695 24,020 24,755 30,680 31,150: 1,800 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -805: -175 50 -5 -165 -400 -345 -355: -460 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.5 5.2 74.0 76.2 94.5 95.9: 5.5 4.1
Old : 100.0: 15.3 14.5 5.2 74.0 76.2 94.5 95.9: 5.5 4.1
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: 2 3 2 22 21 25 25:
Old : 33: 2 3 2 22 21 25 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 : 52.2 49.5 71.7 69.1 47.9 46.0 63.1 60.1
Old : 52.2 49.5 71.7 69.1 47.9 46.0 63.1 60.1
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, May 6, 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 : 31,773: 450 4,060 1,873 28,520 25,030 30,843 30,963: 930 810
Old : 31,773: 450 4,060 1,873 28,520 25,030 30,843 30,963: 930 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2014 :
: -1,015: 50 -560 -250 -970 -240 -1,170 -1,050: 155 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 12.8 5.9 89.8 78.8 97.1 97.5: 2.9 2.5
Old : 100.0: 1.4 12.8 5.9 89.8 78.8 97.1 97.5: 2.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 23 21 25 23:
Old : 26: 1 1 2 23 21 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 : 47.1 55.9 69.0 76.8 40.0 37.0 52.1 51.4
Old : 47.1 55.9 69.0 76.8 40.0 37.0 52.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2014