MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 22,275: 3,592 0 0 17,828 21,515 21,420 21,515: 855 760 Old : 22,275: 3,592 0 0 17,828 21,515 21,420 21,515: 855 760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : 175: 175 0 0 0 175 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 0.0 0.0 80.0 96.6 96.2 96.6: 3.8 3.4 Old : 100.0: 16.1 0.0 0.0 80.0 96.6 96.2 96.6: 3.8 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 : 69.8 44.7 88.5 76.0 56.4 44.6 74.7 71.3 Old : 69.8 44.7 88.5 76.0 56.4 44.6 74.7 71.3 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 26, 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 19, 2014 : : 0: 0 0 0 0 0 0 0: 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 26, 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 : 64,363: 475 1,750 0 62,911 61,683 63,386 63,433: 977 930 Old : 64,363: 475 1,750 0 62,911 61,683 63,386 63,433: 977 930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : 450: 0 0 0 445 445 445 445: 5 5 : : : : : 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 19 18 20: Old : 26: 1 1 0 17 19 18 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 : 85.1 73.1 93.5 90.5 85.1 70.2 89.6 84.5 Old : 85.1 73.1 93.5 90.5 85.1 70.2 89.6 84.5 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 26, 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 19, 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 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.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 13,611: 900 200 156 12,335 13,255 13,391 13,611: 220 0 Old : 13,611: 900 200 156 12,335 13,255 13,391 13,611: 220 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 1.5 1.1 90.6 97.4 98.4 100.0: 1.6 0.0 Old : 100.0: 6.6 1.5 1.1 90.6 97.4 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 : 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 : 63.2 96.0 80.6 99.9 61.9 91.9 77.0 92.5 Old : 63.2 96.0 80.6 99.9 61.9 91.9 77.0 92.5 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 26, 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 19, 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 26, 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 : 16,680: 0 4,345 100 16,350 12,135 16,450 16,580: 230 100 Old : 16,680: 0 4,345 100 16,350 12,135 16,450 16,580: 230 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : 95: 0 0 0 95 95 95 95: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 26.0 0.6 98.0 72.8 98.6 99.4: 1.4 0.6 Old : 100.0: 0.0 26.0 0.6 98.0 72.8 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 : 65.9 55.3 85.5 86.9 60.7 53.0 70.3 71.4 Old : 65.9 55.3 85.5 86.9 60.7 53.0 70.3 71.4 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 26, 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 : 21,793: 0 1,150 0 21,073 20,538 21,073 21,688: 720 105 Old : 21,793: 0 1,150 0 21,073 20,538 21,073 21,688: 720 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : 83: 0 0 0 83 83 83 83: 0 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 : 71.3 88.7 88.1 98.9 69.2 80.8 81.7 88.9 Old : 71.3 88.7 88.1 98.9 69.2 80.8 81.7 88.9 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 26, 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 : 57,613: 6,543 0 922 46,458 53,046 53,923 53,968: 3,690 3,645 Old : 57,613: 6,543 0 922 46,458 53,046 53,923 53,968: 3,690 3,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : 1,889: -100 0 0 1,989 1,889 1,889 1,889: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 0.0 1.6 80.6 92.1 93.6 93.7: 6.4 6.3 Old : 100.0: 11.4 0.0 1.6 80.6 92.1 93.6 93.7: 6.4 6.3 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: 3 0 2 22 22 25 24: Old : 32: 3 0 2 22 22 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 : 46.0 47.3 67.9 69.2 36.8 47.3 55.2 65.6 Old : 46.0 47.3 67.9 69.2 36.8 47.3 55.2 65.6 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 26, 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 : 50,874: 6,255 200 411 41,066 47,111 47,732 47,722: 3,142 3,152 Old : 50,874: 6,255 200 411 41,066 47,111 47,732 47,722: 3,142 3,152 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : 195: 0 0 0 300 300 300 300: -105 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 0.4 0.8 80.7 92.6 93.8 93.8: 6.2 6.2 Old : 100.0: 12.3 0.4 0.8 80.7 92.6 93.8 93.8: 6.2 6.2 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 : 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 : 49.5 46.2 73.8 69.1 39.2 46.2 57.4 64.3 Old : 49.5 46.2 73.8 69.1 39.2 46.2 57.4 64.3 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 26, 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 31,605 29,253 35,610 36,308: 2,490 1,792 Old : 38,100: 3,875 6,925 130 31,605 29,253 35,610 36,308: 2,490 1,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : 0: 0 0 0 -15 -15 -15 -15: 15 15 : : : : : 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 70.3 57.7 40.0 64.0 56.2 Old : 59.2 49.5 78.9 70.3 57.7 40.0 64.0 56.2 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 26, 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 19, 2014 : : 0: 0 0 0 0 0 0 0: 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 26, 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 19, 2014 : : 0: 0 0 0 0 0 0 0: 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 26, 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 : 31,998: 6,635 4,575 473 23,235 25,415 30,343 30,463: 1,655 1,535 Old : 31,998: 6,635 4,575 473 23,235 25,415 30,343 30,463: 1,655 1,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : -160: 0 0 0 -160 -160 -160 -160: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 14.3 1.5 72.6 79.4 94.8 95.2: 5.2 4.8 Old : 100.0: 20.7 14.3 1.5 72.6 79.4 94.8 95.2: 5.2 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 : 52.3 51.1 70.7 70.5 49.8 44.1 67.2 59.8 Old : 52.3 51.1 70.7 70.5 49.8 44.1 67.2 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 19, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 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 29, 2014