MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 22,100: 3,417 0 0 17,828 21,340 21,245 21,340: 855 760 Old : 22,100: 3,417 0 0 17,828 21,340 21,245 21,340: 855 760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 170: 0 0 0 170 170 170 170: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 0.0 0.0 80.7 96.6 96.1 96.6: 3.9 3.4 Old : 100.0: 15.5 0.0 0.0 80.7 96.6 96.1 96.6: 3.9 3.4 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 : 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 : 70.3 45.1 89.2 76.2 56.8 45.0 75.3 71.4 Old : 70.3 45.1 89.2 76.2 56.8 45.0 75.3 71.4 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 19, 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 : 19,683: 3,059 0 0 16,005 19,123 19,064 19,123: 619 560 Old : 19,683: 3,059 0 0 16,005 19,123 19,064 19,123: 619 560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 120: 0 0 0 120 120 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 0.0 0.0 81.3 97.2 96.9 97.2: 3.1 2.8 Old : 100.0: 15.5 0.0 0.0 81.3 97.2 96.9 97.2: 3.1 2.8 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 : 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 : 81.4 46.8 95.1 77.1 66.6 46.8 77.1 67.4 Old : 81.4 46.8 95.1 77.1 66.6 46.8 77.1 67.4 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 19, 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 : 63,913: 475 1,750 0 62,466 61,238 62,941 62,988: 972 925 Old : 63,913: 475 1,750 0 62,466 61,238 62,941 62,988: 972 925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 2.7 0.0 97.7 95.8 98.5 98.6: 1.5 1.4 Old : 100.0: 0.7 2.7 0.0 97.7 95.8 98.5 98.6: 1.5 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 85.1 73.6 93.5 91.1 85.1 70.7 89.5 85.1 Old : 85.1 73.6 93.5 91.1 85.1 70.7 89.5 85.1 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 19, 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 : 60,427: 25 1,700 0 59,932 57,769 59,957 59,469: 470 958 Old : 60,427: 25 1,700 0 59,932 57,769 59,957 59,469: 470 958 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : 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 : 88.6 75.0 95.1 91.6 87.6 71.8 90.7 85.6 Old : 88.6 75.0 95.1 91.6 87.6 71.8 90.7 85.6 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 19, 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 12, 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 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 19, 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 12, 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 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 19, 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 : 21,710: 0 1,150 0 20,990 20,455 20,990 21,605: 720 105 Old : 21,710: 0 1,150 0 20,990 20,455 20,990 21,605: 720 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 20: 0 0 0 -100 20 -100 20: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.3 0.0 96.7 94.2 96.7 99.5: 3.3 0.5 Old : 100.0: 0.0 5.3 0.0 96.7 94.2 96.7 99.5: 3.3 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 88.1 98.9 68.8 81.1 82.0 89.2 Old : 70.9 89.1 88.1 98.9 68.8 81.1 82.0 89.2 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, August 19, 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 : 55,724: 6,643 0 922 44,469 51,157 52,034 52,079: 3,690 3,645 Old : 55,724: 6,643 0 922 44,469 51,157 52,034 52,079: 3,690 3,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 475: -850 0 150 1,175 325 475 475: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 0.0 1.7 79.8 91.8 93.4 93.5: 6.6 6.5 Old : 100.0: 11.9 0.0 1.7 79.8 91.8 93.4 93.5: 6.6 6.5 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 : 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 : 48.2 48.4 70.2 70.7 40.5 48.4 59.6 67.4 Old : 48.2 48.4 70.2 70.7 40.5 48.4 59.6 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 19, 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 : 50,679: 6,255 200 411 40,766 46,811 47,432 47,422: 3,247 3,257 Old : 50,679: 6,255 200 411 40,766 46,811 47,432 47,422: 3,247 3,257 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 65: 0 0 0 65 65 65 65: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 0.4 0.8 80.4 92.4 93.6 93.6: 6.4 6.4 Old : 100.0: 12.3 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 45.9 74.1 68.8 39.3 45.9 57.9 64.4 Old : 49.7 45.9 74.1 68.8 39.3 45.9 57.9 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 19, 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 : 38,100: 3,875 6,925 130 31,620 29,268 35,625 36,323: 2,475 1,777 Old : 38,100: 3,875 6,925 130 31,620 29,268 35,625 36,323: 2,475 1,777 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 390: 0 0 0 400 400 400 400: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 18.2 0.3 83.0 76.8 93.5 95.3: 6.5 4.7 Old : 100.0: 10.2 18.2 0.3 83.0 76.8 93.5 95.3: 6.5 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 20 22 23 24: Old : 29: 2 2 1 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 : 59.2 49.5 78.9 69.3 57.7 39.0 64.0 55.2 Old : 59.2 49.5 78.9 69.3 57.7 39.0 64.0 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, August 19, 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 : 33,290: 915 50 1,250 30,365 31,695 32,530 32,995: 760 295 Old : 33,290: 915 50 1,250 30,365 31,695 32,530 32,995: 760 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : -95: -400 0 0 305 -95 -95 -95: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.2 3.8 91.2 95.2 97.7 99.1: 2.3 0.9 Old : 100.0: 2.7 0.2 3.8 91.2 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 18 23 20: Old : 28: 2 1 2 20 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 : 53.3 59.8 70.9 76.8 45.2 55.5 61.2 69.3 Old : 53.3 59.8 70.9 76.8 45.2 55.5 61.2 69.3 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, August 19, 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 : 25,875: 13,150 3,275 1,035 11,275 21,440 25,460 25,750: 415 125 Old : 25,875: 13,150 3,275 1,035 11,275 21,440 25,460 25,750: 415 125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 30: 0 0 0 30 30 30 30: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.8 12.7 4.0 43.6 82.9 98.4 99.5: 1.6 0.5 Old : 100.0: 50.8 12.7 4.0 43.6 82.9 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 : 70.3 60.2 85.9 89.4 67.1 48.1 72.7 69.4 Old : 70.3 60.2 85.9 89.4 67.1 48.1 72.7 69.4 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, August 19, 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 : 32,158: 6,635 4,575 473 23,395 25,575 30,503 30,623: 1,655 1,535 Old : 32,158: 6,635 4,575 473 23,395 25,575 30,503 30,623: 1,655 1,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 1,605: 0 0 0 1,660 1,340 1,660 1,340: -55 265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 14.2 1.5 72.8 79.5 94.9 95.2: 5.1 4.8 Old : 100.0: 20.6 14.2 1.5 72.8 79.5 94.9 95.2: 5.1 4.8 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 : 31: 3 2 2 22 20 25 24: Old : 31: 3 2 2 22 20 25 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 51.0 70.5 70.3 48.8 44.5 67.5 60.1 Old : 51.6 51.0 70.5 70.3 48.8 44.5 67.5 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, August 19, 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: 205 0 1,317 22,575 22,900 24,097 24,217: 1,945 1,825 Old : 26,042: 205 0 1,317 22,575 22,900 24,097 24,217: 1,945 1,825 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 12, 2014 : : 0: 130 -180 -220 -15 295 -105 -105: 105 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 5.1 86.7 87.9 92.5 93.0: 7.5 7.0 Old : 100.0: 0.8 0.0 5.1 86.7 87.9 92.5 93.0: 7.5 7.0 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: 2 0 2 21 18 23 20: Old : 25: 2 0 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 : 46.2 44.5 66.5 67.2 34.8 36.4 47.7 48.9 Old : 46.2 44.5 66.5 67.2 34.8 36.4 47.7 48.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2014