MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 19,919: 3,785 0 0 15,324 19,204 19,109 19,204: 810 715
Old : 19,919: 3,785 0 0 15,324 19,204 19,109 19,204: 810 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -1,178: -443 0 0 -650 -1,093 -1,093 -1,093: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 0.0 0.0 76.9 96.4 95.9 96.4: 4.1 3.6
Old : 100.0: 19.0 0.0 0.0 76.9 96.4 95.9 96.4: 4.1 3.6
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 12 16 14 16:
Old : 25: 2 0 0 12 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 45.9 92.3 77.3 72.5 45.9 89.8 76.7
Old : 75.1 45.9 92.3 77.3 72.5 45.9 89.8 76.7
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, July 8, 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 : 18,625: 3,351 0 0 14,575 17,980 17,926 17,980: 699 645
Old : 18,625: 3,351 0 0 14,575 17,980 17,926 17,980: 699 645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -867: -292 0 0 -495 -782 -787 -782: -80 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 0.0 78.3 96.5 96.2 96.5: 3.8 3.5
Old : 100.0: 18.0 0.0 0.0 78.3 96.5 96.2 96.5: 3.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 10 18 12 18:
Old : 25: 2 0 0 10 18 12 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 : 79.3 47.2 93.9 74.1 73.0 47.2 84.4 69.7
Old : 79.3 47.2 93.9 74.1 73.0 47.2 84.4 69.7
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, July 8, 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 : 59,365: 525 1,050 0 57,661 57,321 58,186 58,371: 1,179 994
Old : 59,365: 525 1,050 0 57,661 57,321 58,186 58,371: 1,179 994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -2,977: -50 0 0 -3,005 -2,904 -3,055 -2,904: 78 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.8 0.0 97.1 96.6 98.0 98.3: 2.0 1.7
Old : 100.0: 0.9 1.8 0.0 97.1 96.6 98.0 98.3: 2.0 1.7
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 : 25: 1 1 0 15 16 16 17:
Old : 25: 1 1 0 15 16 16 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 : 81.8 82.1 92.7 92.3 81.8 80.4 90.6 88.3
Old : 81.8 82.1 92.7 92.3 81.8 80.4 90.6 88.3
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,247: 25 950 0 54,607 53,197 54,632 54,147: 615 1,100
Old : 55,247: 25 950 0 54,607 53,197 54,632 54,147: 615 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -2,530: 0 -50 0 -2,615 -2,508 -2,615 -2,558: 85 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 98.8 96.3 98.9 98.0: 1.1 2.0
Old : 100.0: 0.0 1.7 0.0 98.8 96.3 98.9 98.0: 1.1 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 : 25: 1 1 0 16 16 17 17:
Old : 25: 1 1 0 16 16 17 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 : 85.4 84.3 94.3 93.1 85.3 82.6 91.8 89.2
Old : 85.4 84.3 94.3 93.1 85.3 82.6 91.8 89.2
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, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 14,166: 1,150 350 156 12,450 13,660 13,756 14,166: 410 0
Old : 14,166: 1,150 350 156 12,450 13,660 13,756 14,166: 410 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -1,440: -200 -50 0 -1,385 -1,365 -1,585 -1,415: 145 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 2.5 1.1 87.9 96.4 97.1 100.0: 2.9 0.0
Old : 100.0: 8.1 2.5 1.1 87.9 96.4 97.1 100.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 14 7 16 9:
Old : 20: 2 1 1 14 7 16 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 : 60.9 94.5 80.2 99.7 59.5 93.9 76.6 94.9
Old : 60.9 94.5 80.2 99.7 59.5 93.9 76.6 94.9
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, July 8, 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 : 11,190: 0 750 0 10,855 10,190 10,855 10,940: 335 250
Old : 11,190: 0 750 0 10,855 10,190 10,855 10,940: 335 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -430: 0 -50 0 -360 -320 -360 -370: -70 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 97.0 91.1 97.0 97.8: 3.0 2.2
Old : 100.0: 0.0 6.7 0.0 97.0 91.1 97.0 97.8: 3.0 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: 0 2 0 12 12 12 14:
Old : 22: 0 2 0 12 12 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 56.5 90.2 85.3 49.0 42.3 60.4 56.8
Old : 68.0 56.5 90.2 85.3 49.0 42.3 60.4 56.8
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, July 8, 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 : 17,950: 0 4,745 0 17,475 13,095 17,475 17,840: 475 110
Old : 17,950: 0 4,745 0 17,475 13,095 17,475 17,840: 475 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -1,015: 0 -100 0 -1,000 -905 -1,000 -1,005: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.4 0.0 97.4 73.0 97.4 99.4: 2.6 0.6
Old : 100.0: 0.0 26.4 0.0 97.4 73.0 97.4 99.4: 2.6 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 : 21: 0 3 0 14 11 14 14:
Old : 21: 0 3 0 14 11 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 : 67.3 56.2 85.0 88.1 62.0 53.7 71.5 75.6
Old : 67.3 56.2 85.0 88.1 62.0 53.7 71.5 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 22,665: 0 1,300 0 22,005 21,260 22,005 22,560: 660 105
Old : 22,665: 0 1,300 0 22,005 21,260 22,005 22,560: 660 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -1,313: 0 -50 0 -1,438 -1,368 -1,438 -1,418: 125 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 0.0 97.1 93.8 97.1 99.5: 2.9 0.5
Old : 100.0: 0.0 5.7 0.0 97.1 93.8 97.1 99.5: 2.9 0.5
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 : 21: 0 2 0 13 11 13 13:
Old : 21: 0 2 0 13 11 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 88.5 87.5 97.4 68.1 80.2 82.7 88.6
Old : 69.4 88.5 87.5 97.4 68.1 80.2 82.7 88.6
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, July 8, 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 : 60,143: 8,557 0 736 46,702 55,259 55,995 55,995: 4,148 4,148
Old : 60,143: 8,557 0 736 46,702 55,259 55,995 55,995: 4,148 4,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -4,189: -339 0 -114 -3,088 -3,427 -3,541 -3,541: -648 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.0 1.2 77.7 91.9 93.1 93.1: 6.9 6.9
Old : 100.0: 14.2 0.0 1.2 77.7 91.9 93.1 93.1: 6.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 0 2 22 24 25 26:
Old : 33: 3 0 2 22 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 47.3 74.1 70.2 47.1 47.3 66.4 65.7
Old : 52.1 47.3 74.1 70.2 47.1 47.3 66.4 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,400: 5,915 250 454 44,085 49,735 50,454 50,439: 3,946 3,961
Old : 54,400: 5,915 250 454 44,085 49,735 50,454 50,439: 3,946 3,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -4,158: -460 -50 0 -3,144 -3,549 -3,604 -3,599: -554 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.5 0.8 81.0 91.4 92.7 92.7: 7.3 7.3
Old : 100.0: 10.9 0.5 0.8 81.0 91.4 92.7 92.7: 7.3 7.3
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 : 32: 2 1 2 20 22 23 24:
Old : 32: 2 1 2 20 22 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 : 55.2 45.7 77.7 69.1 46.9 45.7 66.4 67.8
Old : 55.2 45.7 77.7 69.1 46.9 45.7 66.4 67.8
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, July 8, 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 : 39,035: 4,125 6,150 645 32,115 30,281 36,885 37,076: 2,150 1,959
Old : 39,035: 4,125 6,150 645 32,115 30,281 36,885 37,076: 2,150 1,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -2,055: 275 -450 0 -2,195 -1,455 -1,920 -1,905: -135 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.8 1.7 82.3 77.6 94.5 95.0: 5.5 5.0
Old : 100.0: 10.6 15.8 1.7 82.3 77.6 94.5 95.0: 5.5 5.0
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 : 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 : 53.5 51.7 75.4 73.6 48.9 41.0 61.6 59.2
Old : 53.5 51.7 75.4 73.6 48.9 41.0 61.6 59.2
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, July 8, 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 : 34,860: 1,300 300 1,380 31,860 32,815 34,540 34,495: 320 365
Old : 34,860: 1,300 300 1,380 31,860 32,815 34,540 34,495: 320 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -2,000: 0 -50 -100 -1,825 -1,755 -1,925 -1,905: -75 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.9 4.0 91.4 94.1 99.1 99.0: 0.9 1.0
Old : 100.0: 3.7 0.9 4.0 91.4 94.1 99.1 99.0: 0.9 1.0
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 : 29: 2 1 2 21 16 24 18:
Old : 29: 2 1 2 21 16 24 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 : 45.1 64.1 65.6 82.3 41.3 60.3 59.8 71.3
Old : 45.1 64.1 65.6 82.3 41.3 60.3 59.8 71.3
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, July 8, 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 : 27,395: 13,700 4,185 335 12,805 22,605 26,840 27,125: 555 270
Old : 27,395: 13,700 4,185 335 12,805 22,605 26,840 27,125: 555 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -1,390: 0 -110 -90 -1,290 -1,175 -1,380 -1,375: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 15.3 1.2 46.7 82.5 98.0 99.0: 2.0 1.0
Old : 100.0: 50.0 15.3 1.2 46.7 82.5 98.0 99.0: 2.0 1.0
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 : 24: 2 2 1 17 13 20 15:
Old : 24: 2 2 1 17 13 20 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 : 69.7 58.7 84.2 87.8 64.5 49.1 71.9 69.4
Old : 69.7 58.7 84.2 87.8 64.5 49.1 71.9 69.4
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, July 8, 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 : 20,935: 0 200 300 19,525 19,805 19,825 20,305: 1,110 630
Old : 20,935: 0 200 300 19,525 19,805 19,825 20,305: 1,110 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -1,560: -50 -100 0 -1,460 -1,395 -1,510 -1,495: -50 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.4 93.3 94.6 94.7 97.0: 5.3 3.0
Old : 100.0: 0.0 1.0 1.4 93.3 94.6 94.7 97.0: 5.3 3.0
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 1 14 12 15 14:
Old : 20: 0 1 1 14 12 15 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 : 75.2 67.2 88.2 86.8 71.8 65.3 83.0 83.5
Old : 75.2 67.2 88.2 86.8 71.8 65.3 83.0 83.5
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, July 8, 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 : 32,620: 6,430 5,125 830 23,295 25,050 30,555 31,005: 2,065 1,615
Old : 32,620: 6,430 5,125 830 23,295 25,050 30,555 31,005: 2,065 1,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -1,815: -515 300 0 -1,240 -2,065 -1,755 -1,765: -60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.7 2.5 71.4 76.8 93.7 95.0: 6.3 5.0
Old : 100.0: 19.7 15.7 2.5 71.4 76.8 93.7 95.0: 6.3 5.0
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 : 31: 3 2 2 21 20 24 24:
Old : 31: 3 2 2 21 20 24 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 44.6 70.5 63.5 42.8 39.2 59.8 56.3
Old : 49.5 44.6 70.5 63.5 42.8 39.2 59.8 56.3
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, July 8, 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 : 25,315: 335 0 1,665 22,025 22,470 24,025 24,135: 1,290 1,180
Old : 25,315: 335 0 1,665 22,025 22,470 24,025 24,135: 1,290 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2014 :
: -2,430: -95 0 -25 -2,430 -2,415 -2,550 -2,440: 120 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 6.6 87.0 88.8 94.9 95.3: 5.1 4.7
Old : 100.0: 1.3 0.0 6.6 87.0 88.8 94.9 95.3: 5.1 4.7
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 : 26: 2 0 2 21 20 23 22:
Old : 26: 2 0 2 21 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 47.5 66.8 68.7 34.0 33.3 49.5 46.3
Old : 44.7 47.5 66.8 68.7 34.0 33.3 49.5 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2014