MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 16, 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 23, 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 16, 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 23, 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 16, 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 86.5 71.6 90.5 85.8 Old : 86.5 73.6 94.5 90.9 86.5 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 23, 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 16, 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 88.5 72.8 91.6 86.8 Old : 89.5 75.8 95.7 92.1 88.5 72.8 91.6 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 23, 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 16, 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 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 16 11 17 14: Old : 22: 0 3 1 16 11 17 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 : 63.2 53.7 84.2 83.5 54.4 52.4 66.7 67.3 Old : 63.2 53.7 84.2 83.5 54.4 52.4 66.7 67.3 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 23, 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 16, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 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 23, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 59,237: 7,849 550 1,008 46,930 54,274 55,787 55,832: 3,450 3,405 Old : 59,237: 7,849 550 1,008 46,930 54,274 55,787 55,832: 3,450 3,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : 675: -200 350 150 515 -35 465 465: 210 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 0.9 1.7 79.2 91.6 94.2 94.3: 5.8 5.7 Old : 100.0: 13.3 0.9 1.7 79.2 91.6 94.2 94.3: 5.8 5.7 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 : 32: 2 2 2 21 22 24 25: Old : 32: 2 2 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 : 49.3 49.6 71.5 70.2 43.2 49.0 60.0 67.0 Old : 49.3 49.6 71.5 70.2 43.2 49.0 60.0 67.0 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 23, 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 : 50,296: 7,865 750 368 39,352 46,462 47,585 47,580: 2,711 2,716 Old : 50,296: 7,865 750 368 39,352 46,462 47,585 47,580: 2,711 2,716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : 475: 100 600 0 130 -370 230 230: 245 245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 1.5 0.7 78.2 92.4 94.6 94.6: 5.4 5.4 Old : 100.0: 15.6 1.5 0.7 78.2 92.4 94.6 94.6: 5.4 5.4 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 : 32: 3 1 2 18 22 22 24: Old : 32: 3 1 2 18 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 : 51.7 48.8 76.9 72.8 45.7 48.8 63.7 68.5 Old : 51.7 48.8 76.9 72.8 45.7 48.8 63.7 68.5 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 23, 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 29,995 27,770 33,750 34,450: 2,415 1,715 Old : 36,165: 3,625 6,550 130 29,995 27,770 33,750 34,450: 2,415 1,715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : 0: 0 0 0 300 0 300 0: -300 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 18.1 0.4 82.9 76.8 93.3 95.3: 6.7 4.7 Old : 100.0: 10.0 18.1 0.4 82.9 76.8 93.3 95.3: 6.7 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 19 21 22 23: Old : 28: 2 2 1 19 21 22 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 53.2 Old : 57.9 48.2 77.3 68.5 56.5 37.9 62.0 53.2 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, September 23, 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 30,295 31,195 32,445 32,945: 735 235 Old : 33,180: 800 400 1,350 30,295 31,195 32,445 32,945: 735 235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : 0: 0 0 0 300 0 300 0: -300 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 1.2 4.1 91.3 94.0 97.8 99.3: 2.2 0.7 Old : 100.0: 2.4 1.2 4.1 91.3 94.0 97.8 99.3: 2.2 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 21 18 24 21: Old : 29: 2 1 3 21 18 24 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 66.5 Old : 56.0 56.9 72.1 74.8 47.4 53.5 62.0 66.5 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 23, 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 : 25,855: 13,500 3,665 1,035 11,005 21,135 25,540 25,835: 315 20 Old : 25,855: 13,500 3,665 1,035 11,005 21,135 25,540 25,835: 315 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : 420: 0 600 0 420 -180 420 420: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 14.2 4.0 42.6 81.7 98.8 99.9: 1.2 0.1 Old : 100.0: 52.2 14.2 4.0 42.6 81.7 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 14 16 16: Old : 22: 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 : 69.7 64.6 85.8 89.1 67.7 50.4 76.3 69.6 Old : 69.7 64.6 85.8 89.1 67.7 50.4 76.3 69.6 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 23, 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 : 32,658: 6,360 4,925 473 24,185 25,740 31,018 31,138: 1,640 1,520 Old : 32,658: 6,360 4,925 473 24,185 25,740 31,018 31,138: 1,640 1,520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2014 : : 175: 0 0 0 0 0 0 0: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 15.1 1.4 74.1 78.8 95.0 95.3: 5.0 4.7 Old : 100.0: 19.5 15.1 1.4 74.1 78.8 95.0 95.3: 5.0 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 : 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 : 52.6 48.6 73.9 67.4 48.3 41.2 66.1 57.9 Old : 52.6 48.6 73.9 67.4 48.3 41.2 66.1 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 16, 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 2.5 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 26, 2014