MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 22,137: 2,944 0 0 18,003 20,922 20,947 20,922: 1,190 1,215 Old : 22,137: 2,944 0 0 18,003 20,922 20,947 20,922: 1,190 1,215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 540: -500 0 0 500 0 0 0: 540 540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 0.0 0.0 81.3 94.5 94.6 94.5: 5.4 5.5 Old : 100.0: 13.3 0.0 0.0 81.3 94.5 94.6 94.5: 5.4 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 : 26: 2 0 0 14 18 16 18: Old : 26: 2 0 0 14 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 : 65.6 49.0 86.6 77.7 55.7 48.9 75.9 73.6 Old : 65.6 49.0 86.6 77.7 55.7 48.9 75.9 73.6 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 30, 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 : 19,741: 2,912 0 0 15,870 18,726 18,782 18,726: 959 1,015 Old : 19,741: 2,912 0 0 15,870 18,726 18,782 18,726: 959 1,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 540: -75 0 0 75 0 0 0: 540 540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 0.0 0.0 80.4 94.9 95.1 94.9: 4.9 5.1 Old : 100.0: 14.8 0.0 0.0 80.4 94.9 95.1 94.9: 4.9 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 : 25: 2 0 0 11 18 13 18: Old : 25: 2 0 0 11 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 : 78.9 50.3 92.4 77.8 68.1 50.3 79.0 71.2 Old : 78.9 50.3 92.4 77.8 68.1 50.3 79.0 71.2 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 30, 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 : 64,046: 0 1,600 0 62,991 61,451 62,991 63,051: 1,055 995 Old : 64,046: 0 1,600 0 62,991 61,451 62,991 63,051: 1,055 995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 720: -425 0 0 1,025 600 600 600: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.5 0.0 98.4 95.9 98.4 98.4: 1.6 1.6 Old : 100.0: 0.0 2.5 0.0 98.4 95.9 98.4 98.4: 1.6 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 : 26: 0 1 0 16 19 16 20: Old : 26: 0 1 0 16 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 : 86.4 73.7 94.4 90.8 86.4 71.7 90.4 85.8 Old : 86.4 73.7 94.4 90.8 86.4 71.7 90.4 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 30, 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 : 60,217: 0 1,550 0 59,657 57,648 59,657 59,198: 560 1,019 Old : 60,217: 0 1,550 0 59,657 57,648 59,657 59,198: 560 1,019 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 120: -25 0 0 25 0 0 0: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.6 0.0 99.1 95.7 99.1 98.3: 0.9 1.7 Old : 100.0: 0.0 2.6 0.0 99.1 95.7 99.1 98.3: 0.9 1.7 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 : 24: 0 1 0 16 18 16 19: Old : 24: 0 1 0 16 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 : 89.3 75.6 95.5 91.9 88.3 72.7 91.4 86.6 Old : 89.3 75.6 95.5 91.9 88.3 72.7 91.4 86.6 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 30, 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 : 16,430: 100 3,955 100 16,015 12,285 16,215 16,340: 215 90 Old : 16,430: 100 3,955 100 16,015 12,285 16,215 16,340: 215 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 510: 100 310 0 400 200 500 510: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 24.1 0.6 97.5 74.8 98.7 99.5: 1.3 0.5 Old : 100.0: 0.6 24.1 0.6 97.5 74.8 98.7 99.5: 1.3 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 : 24: 1 3 1 17 12 19 15: Old : 24: 1 3 1 17 12 19 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 : 61.3 53.0 82.8 83.7 51.8 51.6 63.4 66.1 Old : 61.3 53.0 82.8 83.7 51.8 51.6 63.4 66.1 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 30, 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 : 23,513: 400 3,470 100 22,353 19,838 22,853 23,408: 660 105 Old : 23,513: 400 3,470 100 22,353 19,838 22,853 23,408: 660 105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 25: 200 0 100 -275 -75 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 14.8 0.4 95.1 84.4 97.2 99.6: 2.8 0.4 Old : 100.0: 1.7 14.8 0.4 95.1 84.4 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 1 1 14 11 16 13: Old : 22: 1 1 1 14 11 16 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 : 69.0 86.1 88.0 97.2 67.0 80.9 83.0 88.9 Old : 69.0 86.1 88.0 97.2 67.0 80.9 83.0 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, September 30, 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 : 59,814: 8,259 1,200 1,008 46,897 54,001 56,164 56,209: 3,650 3,605 Old : 59,814: 8,259 1,200 1,008 46,897 54,001 56,164 56,209: 3,650 3,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 577: 410 650 0 -33 -273 377 377: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 2.0 1.7 78.4 90.3 93.9 94.0: 6.1 6.0 Old : 100.0: 13.8 2.0 1.7 78.4 90.3 93.9 94.0: 6.1 6.0 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 : 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 : 49.4 49.6 71.5 69.9 43.6 49.3 60.5 66.7 Old : 49.4 49.6 71.5 69.9 43.6 49.3 60.5 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 30, 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 : 50,871: 8,465 1,050 368 39,327 46,737 48,160 48,155: 2,711 2,716 Old : 50,871: 8,465 1,050 368 39,327 46,737 48,160 48,155: 2,711 2,716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 575: 600 300 0 -25 275 575 575: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 2.1 0.7 77.3 91.9 94.7 94.7: 5.3 5.3 Old : 100.0: 16.6 2.1 0.7 77.3 91.9 94.7 94.7: 5.3 5.3 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 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 : 52.0 48.5 76.8 72.4 46.2 48.5 64.2 68.0 Old : 52.0 48.5 76.8 72.4 46.2 48.5 64.2 68.0 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 30, 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 : 36,265: 3,625 6,550 130 30,095 27,870 33,850 34,550: 2,415 1,715 Old : 36,265: 3,625 6,550 130 30,095 27,870 33,850 34,550: 2,415 1,715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 18.1 0.4 83.0 76.9 93.3 95.3: 6.7 4.7 Old : 100.0: 10.0 18.1 0.4 83.0 76.9 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 : 58.0 48.0 77.4 68.8 56.7 37.8 62.1 53.1 Old : 58.0 48.0 77.4 68.8 56.7 37.8 62.1 53.1 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 30, 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 23, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 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 30, 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 : 25,880: 13,500 3,665 1,035 11,030 21,160 25,565 25,860: 315 20 Old : 25,880: 13,500 3,665 1,035 11,030 21,160 25,565 25,860: 315 20 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.2 14.2 4.0 42.6 81.8 98.8 99.9: 1.2 0.1 Old : 100.0: 52.2 14.2 4.0 42.6 81.8 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 : 69.6 64.5 85.8 89.0 67.7 50.3 75.8 69.6 Old : 69.6 64.5 85.8 89.0 67.7 50.3 75.8 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 30, 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 : 32,763: 6,360 4,925 473 24,090 25,645 30,923 31,043: 1,840 1,720 Old : 32,763: 6,360 4,925 473 24,090 25,645 30,923 31,043: 1,840 1,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 105: 0 0 0 -95 -95 -95 -95: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 15.0 1.4 73.5 78.3 94.4 94.8: 5.6 5.2 Old : 100.0: 19.4 15.0 1.4 73.5 78.3 94.4 94.8: 5.6 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 : 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 : 52.1 47.9 73.3 66.6 47.5 40.5 65.0 57.1 Old : 52.1 47.9 73.3 66.6 47.5 40.5 65.0 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 25,385: 0 624 1,261 22,120 21,720 23,381 23,605: 2,004 1,780 Old : 25,385: 0 624 1,261 22,120 21,720 23,381 23,605: 2,004 1,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2014 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.5 5.0 87.1 85.6 92.1 93.0: 7.9 7.0 Old : 100.0: 0.0 2.5 5.0 87.1 85.6 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 : 47.4 40.8 68.7 65.1 35.0 33.7 46.8 47.8 Old : 47.4 40.8 68.7 65.1 35.0 33.7 46.8 47.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2014