MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 9, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 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 16, 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 9, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 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 16, 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 9, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 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 16, 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 9, 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 2.6 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 16, 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 : 15,920: 0 3,645 100 15,615 12,085 15,715 15,830: 205 90 Old : 15,920: 0 3,645 100 15,615 12,085 15,715 15,830: 205 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 300: 0 0 0 300 300 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 22.9 0.6 98.1 75.9 98.7 99.4: 1.3 0.6 Old : 100.0: 0.0 22.9 0.6 98.1 75.9 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 : 64.2 53.7 85.2 83.5 54.4 52.4 66.7 66.6 Old : 64.2 53.7 85.2 83.5 54.4 52.4 66.7 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 23,488: 200 3,470 0 22,628 19,913 22,828 23,383: 660 105 Old : 23,488: 200 3,470 0 22,628 19,913 22,828 23,383: 660 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 2,350: 200 1,550 0 2,150 800 2,350 2,350: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 14.8 0.0 96.3 84.8 97.2 99.6: 2.8 0.4 Old : 100.0: 0.9 14.8 0.0 96.3 84.8 97.2 99.6: 2.8 0.4 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 : 22: 1 2 0 14 10 15 12: Old : 22: 1 2 0 14 10 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.4 86.3 89.3 97.8 67.4 80.7 83.2 88.4 Old : 69.4 86.3 89.3 97.8 67.4 80.7 83.2 88.4 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 16, 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 : 58,562: 8,049 200 858 46,415 54,309 55,322 55,367: 3,240 3,195 Old : 58,562: 8,049 200 858 46,415 54,309 55,322 55,367: 3,240 3,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 3,245: 1,600 200 0 1,245 2,645 2,845 2,845: 400 400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 0.3 1.5 79.3 92.7 94.5 94.5: 5.5 5.5 Old : 100.0: 13.7 0.3 1.5 79.3 92.7 94.5 94.5: 5.5 5.5 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 1 2 21 22 24 25: Old : 32: 3 1 2 21 22 24 25: 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 : 49.0 49.1 71.4 71.2 43.2 48.1 60.2 66.7 Old : 49.0 49.1 71.4 71.2 43.2 48.1 60.2 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 16, 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 : 49,821: 7,765 150 368 39,222 46,832 47,355 47,350: 2,466 2,471 Old : 49,821: 7,765 150 368 39,222 46,832 47,355 47,350: 2,466 2,471 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 1,875: 1,450 0 0 425 1,875 1,875 1,875: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 0.3 0.7 78.7 94.0 95.1 95.0: 4.9 5.0 Old : 100.0: 15.6 0.3 0.7 78.7 94.0 95.1 95.0: 4.9 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 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 : 51.5 48.6 76.8 74.1 45.5 48.1 63.7 67.9 Old : 51.5 48.6 76.8 74.1 45.5 48.1 63.7 67.9 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 16, 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 : 36,165: 3,625 6,550 130 29,695 27,770 33,450 34,450: 2,715 1,715 Old : 36,165: 3,625 6,550 130 29,695 27,770 33,450 34,450: 2,715 1,715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 600: 0 0 0 300 600 300 600: 300 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 18.1 0.4 82.1 76.8 92.5 95.3: 7.5 4.7 Old : 100.0: 10.0 18.1 0.4 82.1 76.8 92.5 95.3: 7.5 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 : 28: 2 2 1 18 21 21 23: Old : 28: 2 2 1 18 21 21 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 : 57.9 48.2 77.3 68.5 56.5 37.9 62.0 53.4 Old : 57.9 48.2 77.3 68.5 56.5 37.9 62.0 53.4 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 16, 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 : 33,180: 800 400 1,350 29,995 31,195 32,145 32,945: 1,035 235 Old : 33,180: 800 400 1,350 29,995 31,195 32,145 32,945: 1,035 235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 1,300: -200 400 200 1,000 700 1,000 1,300: 300 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 1.2 4.1 90.4 94.0 96.9 99.3: 3.1 0.7 Old : 100.0: 2.4 1.2 4.1 90.4 94.0 96.9 99.3: 3.1 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 : 29: 2 1 3 20 18 23 21: Old : 29: 2 1 3 20 18 23 21: 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 : 56.0 56.9 72.1 74.8 47.4 53.5 62.0 67.4 Old : 56.0 56.9 72.1 74.8 47.4 53.5 62.0 67.4 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 16, 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 : 25,435: 13,500 3,065 1,035 10,585 21,315 25,120 25,415: 315 20 Old : 25,435: 13,500 3,065 1,035 10,585 21,315 25,120 25,415: 315 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 850: 600 0 0 250 850 850 850: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 12.1 4.1 41.6 83.8 98.8 99.9: 1.2 0.1 Old : 100.0: 53.1 12.1 4.1 41.6 83.8 98.8 99.9: 1.2 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 : 22: 2 2 1 13 15 16 17: Old : 22: 2 2 1 13 15 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 : 70.9 63.3 87.3 88.2 68.8 48.8 75.2 68.4 Old : 70.9 63.3 87.3 88.2 68.8 48.8 75.2 68.4 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, September 16, 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 : 32,483: 6,360 4,925 473 24,185 25,740 31,018 31,138: 1,465 1,345 Old : 32,483: 6,360 4,925 473 24,185 25,740 31,018 31,138: 1,465 1,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 600: 0 600 0 600 0 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 15.2 1.5 74.5 79.2 95.5 95.9: 4.5 4.1 Old : 100.0: 19.6 15.2 1.5 74.5 79.2 95.5 95.9: 4.5 4.1 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 : 32: 3 2 2 22 21 25 25: Old : 32: 3 2 2 22 21 25 25: 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 : 52.9 49.4 74.2 68.3 48.5 42.0 66.5 58.8 Old : 52.9 49.4 74.2 68.3 48.5 42.0 66.5 58.8 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, September 16, 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 : 25,325: 0 624 1,261 22,060 21,660 23,321 23,545: 2,004 1,780 Old : 25,325: 0 624 1,261 22,060 21,660 23,321 23,545: 2,004 1,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : 565: 0 600 0 565 -35 565 565: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.5 5.0 87.1 85.5 92.1 93.0: 7.9 7.0 Old : 100.0: 0.0 2.5 5.0 87.1 85.5 92.1 93.0: 7.9 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 : 27: 0 2 2 21 19 23 22: Old : 27: 0 2 2 21 19 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 40.9 68.8 65.2 35.0 33.7 46.7 47.9 Old : 47.5 40.9 68.8 65.2 35.0 33.7 46.7 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2014