MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 21,597: 3,444 0 0 17,503 20,922 20,947 20,922: 650 675
Old : 21,597: 3,444 0 0 17,503 20,922 20,947 20,922: 650 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -778: -368 0 0 -325 -693 -693 -693: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 0.0 81.0 96.9 97.0 96.9: 3.0 3.1
Old : 100.0: 15.9 0.0 0.0 81.0 96.9 97.0 96.9: 3.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 13 18 16 18:
Old : 26: 3 0 0 13 18 16 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 : 67.2 48.6 88.8 79.6 57.1 48.5 77.8 75.4
Old : 67.2 48.6 88.8 79.6 57.1 48.5 77.8 75.4
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, September 9, 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 : 19,201: 2,987 0 0 15,795 18,726 18,782 18,726: 419 475
Old : 19,201: 2,987 0 0 15,795 18,726 18,782 18,726: 419 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -582: -292 0 0 -210 -497 -502 -497: -80 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.0 0.0 82.3 97.5 97.8 97.5: 2.2 2.5
Old : 100.0: 15.6 0.0 0.0 82.3 97.5 97.8 97.5: 2.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 0 10 18 13 18:
Old : 25: 3 0 0 10 18 13 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 : 81.2 51.7 95.0 80.0 70.0 51.7 81.2 73.2
Old : 81.2 51.7 95.0 80.0 70.0 51.7 81.2 73.2
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, September 9, 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 : 63,326: 425 1,600 0 61,966 60,851 62,391 62,451: 935 875
Old : 63,326: 425 1,600 0 61,966 60,851 62,391 62,451: 935 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -1,087: -50 -200 0 -995 -832 -1,045 -1,032: -42 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.5 0.0 97.9 96.1 98.5 98.6: 1.5 1.4
Old : 100.0: 0.7 2.5 0.0 97.9 96.1 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 15 19 16 20:
Old : 26: 1 1 0 15 19 16 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 : 86.5 73.6 94.5 90.9 86.4 71.6 90.5 85.8
Old : 86.5 73.6 94.5 90.9 86.4 71.6 90.5 85.8
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, September 9, 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 : 60,097: 25 1,550 0 59,632 57,648 59,657 59,198: 440 899
Old : 60,097: 25 1,550 0 59,632 57,648 59,657 59,198: 440 899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -330: 0 -150 0 -300 -121 -300 -271: -30 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 99.2 95.9 99.3 98.5: 0.7 1.5
Old : 100.0: 0.0 2.6 0.0 99.2 95.9 99.3 98.5: 0.7 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 : 24: 1 1 0 15 18 16 19:
Old : 24: 1 1 0 15 18 16 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 : 89.5 75.8 95.7 92.1 88.4 72.8 91.5 86.8
Old : 89.5 75.8 95.7 92.1 88.4 72.8 91.5 86.8
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, September 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 15,620: 0 3,645 100 15,315 11,785 15,415 15,530: 205 90
Old : 15,620: 0 3,645 100 15,315 11,785 15,415 15,530: 205 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -1,660: 0 -700 0 -1,635 -950 -1,635 -1,650: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.3 0.6 98.0 75.4 98.7 99.4: 1.3 0.6
Old : 100.0: 0.0 23.3 0.6 98.0 75.4 98.7 99.4: 1.3 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 : 22: 0 3 1 15 11 16 14:
Old : 22: 0 3 1 15 11 16 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 : 63.5 55.1 84.9 85.5 59.3 52.1 71.8 71.5
Old : 63.5 55.1 84.9 85.5 59.3 52.1 71.8 71.5
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, September 9, 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 : 21,138: 0 1,920 0 20,478 19,113 20,478 21,033: 660 105
Old : 21,138: 0 1,920 0 20,478 19,113 20,478 21,033: 660 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -655: 0 770 0 -595 -1,425 -595 -655: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 0.0 96.9 90.4 96.9 99.5: 3.1 0.5
Old : 100.0: 0.0 9.1 0.0 96.9 90.4 96.9 99.5: 3.1 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 : 69.8 88.8 88.3 98.9 68.2 82.3 80.8 87.4
Old : 69.8 88.8 88.3 98.9 68.2 82.3 80.8 87.4
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, September 9, 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 : 55,317: 6,449 0 858 45,170 51,664 52,477 52,522: 2,840 2,795
Old : 55,317: 6,449 0 858 45,170 51,664 52,477 52,522: 2,840 2,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -2,296: -94 0 -64 -1,288 -1,382 -1,446 -1,446: -850 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.0 1.6 81.7 93.4 94.9 94.9: 5.1 5.1
Old : 100.0: 11.7 0.0 1.6 81.7 93.4 94.9 94.9: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 2 21 22 24 24:
Old : 31: 3 0 2 21 22 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 : 47.4 48.5 70.5 70.9 40.4 46.9 58.0 66.7
Old : 47.4 48.5 70.5 70.9 40.4 46.9 58.0 66.7
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, September 9, 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 : 47,946: 6,315 150 368 38,797 44,957 45,480 45,475: 2,466 2,471
Old : 47,946: 6,315 150 368 38,797 44,957 45,480 45,475: 2,466 2,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -2,928: 60 -50 -43 -2,269 -2,154 -2,252 -2,247: -676 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.3 0.8 80.9 93.8 94.9 94.8: 5.1 5.2
Old : 100.0: 13.2 0.3 0.8 80.9 93.8 94.9 94.8: 5.1 5.2
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 19 22 22 24:
Old : 31: 2 1 2 19 22 22 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 : 50.1 46.2 75.9 71.9 41.8 46.2 60.6 67.0
Old : 50.1 46.2 75.9 71.9 41.8 46.2 60.6 67.0
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, September 9, 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 : 35,565: 3,625 6,550 130 29,395 27,170 33,150 33,850: 2,415 1,715
Old : 35,565: 3,625 6,550 130 29,395 27,170 33,150 33,850: 2,415 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -2,535: -250 -375 0 -2,210 -2,083 -2,460 -2,458: -75 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.4 0.4 82.7 76.4 93.2 95.2: 6.8 4.8
Old : 100.0: 10.2 18.4 0.4 82.7 76.4 93.2 95.2: 6.8 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 : 28: 2 2 1 17 21 20 23:
Old : 28: 2 2 1 17 21 20 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 : 58.8 47.3 78.6 67.8 57.5 37.7 62.8 53.3
Old : 58.8 47.3 78.6 67.8 57.5 37.7 62.8 53.3
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, September 9, 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 : 31,880: 1,000 0 1,150 28,995 30,495 31,145 31,645: 735 235
Old : 31,880: 1,000 0 1,150 28,995 30,495 31,145 31,645: 735 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -1,535: 85 -50 -100 -1,495 -1,325 -1,510 -1,475: -25 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 3.6 91.0 95.7 97.7 99.3: 2.3 0.7
Old : 100.0: 3.1 0.0 3.6 91.0 95.7 97.7 99.3: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 2 19 18 22 20:
Old : 28: 3 0 2 19 18 22 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 : 56.4 58.3 72.2 76.9 48.4 54.7 62.6 69.2
Old : 56.4 58.3 72.2 76.9 48.4 54.7 62.6 69.2
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, September 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,585: 12,900 3,065 1,035 10,335 20,465 24,270 24,565: 315 20
Old : 24,585: 12,900 3,065 1,035 10,335 20,465 24,270 24,565: 315 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -1,290: -250 -210 0 -940 -975 -1,190 -1,185: -100 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 12.5 4.2 42.0 83.2 98.7 99.9: 1.3 0.1
Old : 100.0: 52.5 12.5 4.2 42.0 83.2 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 1 13 14 16 16:
Old : 21: 2 2 1 13 14 16 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 : 72.1 64.2 87.6 90.0 70.0 50.5 75.4 70.8
Old : 72.1 64.2 87.6 90.0 70.0 50.5 75.4 70.8
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, September 9, 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 : 31,883: 6,360 4,325 473 23,585 25,740 30,418 30,538: 1,465 1,345
Old : 31,883: 6,360 4,325 473 23,585 25,740 30,418 30,538: 1,465 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -115: -275 -250 0 350 325 75 75: -190 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.6 1.5 74.0 80.7 95.4 95.8: 4.6 4.2
Old : 100.0: 19.9 13.6 1.5 74.0 80.7 95.4 95.8: 4.6 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 : 31: 3 2 2 21 19 24 23:
Old : 31: 3 2 2 21 19 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 : 51.5 50.7 73.3 70.2 47.0 42.7 66.0 58.7
Old : 51.5 50.7 73.3 70.2 47.0 42.7 66.0 58.7
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, September 9, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,760: 0 24 1,261 21,495 21,695 22,756 22,980: 2,004 1,780
Old : 24,760: 0 24 1,261 21,495 21,695 22,756 22,980: 2,004 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: -1,282: -205 24 -56 -1,080 -1,205 -1,341 -1,237: 59 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 5.1 86.8 87.6 91.9 92.8: 8.1 7.2
Old : 100.0: 0.0 0.1 5.1 86.8 87.6 91.9 92.8: 8.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 2 20 18 22 20:
Old : 25: 0 1 2 20 18 22 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 : 46.4 42.7 68.2 67.3 33.4 34.1 45.3 47.4
Old : 46.4 42.7 68.2 67.3 33.4 34.1 45.3 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2014