MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 21,930: 3,417 0 0 17,658 21,170 21,075 21,170: 855 760 Old : 21,930: 3,417 0 0 17,658 21,170 21,075 21,170: 855 760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -1,154: -234 0 0 -681 -857 -915 -857: -239 -297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 0.0 0.0 80.5 96.5 96.1 96.5: 3.9 3.5 Old : 100.0: 15.6 0.0 0.0 80.5 96.5 96.1 96.5: 3.9 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 14 17 16 17: Old : 25: 2 0 0 14 17 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 : 70.7 44.7 89.2 76.0 57.0 44.6 75.1 71.2 Old : 70.7 44.7 89.2 76.0 57.0 44.6 75.1 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 19,563: 3,059 0 0 15,885 19,003 18,944 19,003: 619 560 Old : 19,563: 3,059 0 0 15,885 19,003 18,944 19,003: 619 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -997: -158 0 0 -625 -742 -783 -742: -214 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 0.0 0.0 81.2 97.1 96.8 97.1: 3.2 2.9 Old : 100.0: 15.6 0.0 0.0 81.2 97.1 96.8 97.1: 3.2 2.9 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 : 24: 2 0 0 9 17 11 17: Old : 24: 2 0 0 9 17 11 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 : 81.9 46.5 95.7 77.0 67.0 46.5 77.4 67.2 Old : 81.9 46.5 95.7 77.0 67.0 46.5 77.4 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 63,313: 475 1,750 0 61,866 60,638 62,341 62,388: 972 925 Old : 63,313: 475 1,750 0 61,866 60,638 62,341 62,388: 972 925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -3,027: -50 100 0 -2,935 -828 -2,985 -728: -42 -2,299 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 2.8 0.0 97.7 95.8 98.5 98.5: 1.5 1.5 Old : 100.0: 0.8 2.8 0.0 97.7 95.8 98.5 98.5: 1.5 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 1 0 17 18 18 19: Old : 26: 1 1 0 17 18 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.0 73.3 93.5 91.0 85.0 70.5 89.4 85.0 Old : 85.0 73.3 93.5 91.0 85.0 70.5 89.4 85.0 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, August 12, 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 : 59,827: 25 1,700 0 59,332 57,169 59,357 58,869: 470 958 Old : 59,827: 25 1,700 0 59,332 57,169 59,357 58,869: 470 958 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -2,340: 0 150 0 -2,310 -798 -2,310 -648: -30 -1,692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.8 0.0 99.2 95.6 99.2 98.4: 0.8 1.6 Old : 100.0: 0.0 2.8 0.0 99.2 95.6 99.2 98.4: 0.8 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 : 25: 1 1 0 17 18 18 19: Old : 25: 1 1 0 17 18 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.5 74.7 95.1 91.5 87.5 71.5 90.6 85.5 Old : 88.5 74.7 95.1 91.5 87.5 71.5 90.6 85.5 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, August 12, 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 : 9,960: 0 750 0 9,760 9,085 9,760 9,835: 200 125 Old : 9,960: 0 750 0 9,760 9,085 9,760 9,835: 200 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -730: 0 -50 0 -520 -425 -520 -475: -210 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.5 0.0 98.0 91.2 98.0 98.7: 2.0 1.3 Old : 100.0: 0.0 7.5 0.0 98.0 91.2 98.0 98.7: 2.0 1.3 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 : 21: 0 2 0 11 11 11 13: Old : 21: 0 2 0 11 11 11 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 : 74.9 56.1 94.6 87.2 52.4 45.8 63.2 61.9 Old : 74.9 56.1 94.6 87.2 52.4 45.8 63.2 61.9 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, August 12, 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 : 16,585: 0 4,345 100 16,255 12,040 16,355 16,485: 230 100 Old : 16,585: 0 4,345 100 16,255 12,040 16,355 16,485: 230 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -1,560: 0 -650 50 -1,535 -925 -1,485 -1,525: -75 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 26.2 0.6 98.0 72.6 98.6 99.4: 1.4 0.6 Old : 100.0: 0.0 26.2 0.6 98.0 72.6 98.6 99.4: 1.4 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 : 23: 0 3 1 15 12 16 15: Old : 23: 0 3 1 15 12 16 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 : 66.3 55.7 85.4 87.5 61.1 53.3 71.0 72.4 Old : 66.3 55.7 85.4 87.5 61.1 53.3 71.0 72.4 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, August 12, 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 : 21,690: 0 1,150 0 21,090 20,435 21,090 21,585: 600 105 Old : 21,690: 0 1,150 0 21,090 20,435 21,090 21,585: 600 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -1,006: 0 100 0 -916 -1,106 -916 -1,006: -90 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.3 0.0 97.2 94.2 97.2 99.5: 2.8 0.5 Old : 100.0: 0.0 5.3 0.0 97.2 94.2 97.2 99.5: 2.8 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 : 20: 0 1 0 14 9 14 10: Old : 20: 0 1 0 14 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 : 70.9 89.1 88.6 98.9 68.8 81.2 82.6 89.3 Old : 70.9 89.1 88.6 98.9 68.8 81.2 82.6 89.3 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, August 12, 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 : 55,249: 7,493 0 772 43,294 50,832 51,559 51,604: 3,690 3,645 Old : 55,249: 7,493 0 772 43,294 50,832 51,559 51,604: 3,690 3,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -4,324: -1,122 0 19 -2,003 -3,367 -3,106 -3,348: -1,218 -976 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 0.0 1.4 78.4 92.0 93.3 93.4: 6.7 6.6 Old : 100.0: 13.6 0.0 1.4 78.4 92.0 93.3 93.4: 6.7 6.6 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 : 32: 3 0 2 22 24 25 26: Old : 32: 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 : 48.9 48.5 71.3 70.6 42.1 48.5 60.7 67.4 Old : 48.9 48.5 71.3 70.6 42.1 48.5 60.7 67.4 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, August 12, 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 : 50,614: 6,255 200 411 40,701 46,746 47,367 47,357: 3,247 3,257 Old : 50,614: 6,255 200 411 40,701 46,746 47,367 47,357: 3,247 3,257 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -3,456: 311 -50 -14 -2,839 -2,404 -2,542 -2,468: -914 -988 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 0.4 0.8 80.4 92.4 93.6 93.6: 6.4 6.4 Old : 100.0: 12.4 0.4 0.8 80.4 92.4 93.6 93.6: 6.4 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 1 2 20 22 23 24: Old : 31: 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 : 49.7 46.0 74.1 69.0 39.4 46.0 57.7 64.4 Old : 49.7 46.0 74.1 69.0 39.4 46.0 57.7 64.4 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, August 12, 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 : 37,710: 3,875 6,925 130 31,220 28,868 35,225 35,923: 2,485 1,787 Old : 37,710: 3,875 6,925 130 31,220 28,868 35,225 35,923: 2,485 1,787 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -2,585: -250 -550 0 -780 -1,788 -1,030 -2,338: -1,555 -247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 18.4 0.3 82.8 76.6 93.4 95.3: 6.6 4.7 Old : 100.0: 10.3 18.4 0.3 82.8 76.6 93.4 95.3: 6.6 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 : 29: 2 2 1 21 21 24 23: Old : 29: 2 2 1 21 21 24 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 : 59.8 52.0 79.7 72.0 58.3 43.0 64.7 59.3 Old : 59.8 52.0 79.7 72.0 58.3 43.0 64.7 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 33,385: 1,315 50 1,250 30,060 31,790 32,625 33,090: 760 295 Old : 33,385: 1,315 50 1,250 30,060 31,790 32,625 33,090: 760 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -2,295: 15 -150 -130 -1,285 -1,985 -1,400 -2,265: -895 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.1 3.7 90.0 95.2 97.7 99.1: 2.3 0.9 Old : 100.0: 3.9 0.1 3.7 90.0 95.2 97.7 99.1: 2.3 0.9 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 : 28: 2 1 2 20 17 23 19: Old : 28: 2 1 2 20 17 23 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 : 52.5 60.3 70.1 77.1 43.9 56.0 61.0 69.7 Old : 52.5 60.3 70.1 77.1 43.9 56.0 61.0 69.7 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, August 12, 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 : 25,845: 13,150 3,275 1,035 11,245 21,410 25,430 25,720: 415 125 Old : 25,845: 13,150 3,275 1,035 11,245 21,410 25,430 25,720: 415 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -1,410: -250 -210 0 -1,060 -965 -1,310 -1,175: -100 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.9 12.7 4.0 43.5 82.8 98.4 99.5: 1.6 0.5 Old : 100.0: 50.9 12.7 4.0 43.5 82.8 98.4 99.5: 1.6 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 : 23: 2 2 1 16 14 19 16: Old : 23: 2 2 1 16 14 19 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 : 70.4 60.2 86.0 89.5 67.2 48.3 72.8 69.5 Old : 70.4 60.2 86.0 89.5 67.2 48.3 72.8 69.5 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, August 12, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 30,553: 6,635 4,575 473 21,735 24,235 28,843 29,283: 1,710 1,270 Old : 30,553: 6,635 4,575 473 21,735 24,235 28,843 29,283: 1,710 1,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -2,250: -439 -250 -50 -1,655 -1,405 -2,144 -1,705: -106 -545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 15.0 1.5 71.1 79.3 94.4 95.8: 5.6 4.2 Old : 100.0: 21.7 15.0 1.5 71.1 79.3 94.4 95.8: 5.6 4.2 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 : 30: 3 2 2 20 19 23 23: Old : 30: 3 2 2 20 19 23 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 : 54.3 50.3 73.1 70.5 51.3 43.4 68.7 59.9 Old : 54.3 50.3 73.1 70.5 51.3 43.4 68.7 59.9 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, August 12, 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 : 26,042: 75 180 1,537 22,590 22,605 24,202 24,322: 1,840 1,720 Old : 26,042: 75 180 1,537 22,590 22,605 24,202 24,322: 1,840 1,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -2,460: -75 33 -148 -1,875 -1,710 -2,098 -1,825: -362 -635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.7 5.9 86.7 86.8 92.9 93.4: 7.1 6.6 Old : 100.0: 0.3 0.7 5.9 86.7 86.8 92.9 93.4: 7.1 6.6 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: 1 1 2 21 18 23 20: Old : 25: 1 1 2 21 18 23 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 : 45.8 44.2 66.2 66.8 34.8 35.7 48.1 48.2 Old : 45.8 44.2 66.2 66.8 34.8 35.7 48.1 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2014