ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 14,917: 270 150 0 14,537 14,282 14,807 14,432: 110 485
Old : 14,917: 270 150 0 14,537 14,282 14,807 14,432: 110 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.0 0.0 97.5 95.7 99.3 96.7: 0.7 3.3
Old : 100.0: 1.8 1.0 0.0 97.5 95.7 99.3 96.7: 0.7 3.3
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 : 20: 1 1 0 12 9 13 10:
Old : 20: 1 1 0 12 9 13 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 : 74.4 67.7 90.4 95.4 71.1 64.1 84.4 85.4
Old : 74.4 67.7 90.4 95.4 71.1 64.1 84.4 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 21,411: 2,652 0 0 17,574 20,201 20,226 20,201: 1,185 1,210
Old : 21,411: 2,652 0 0 17,574 20,201 20,226 20,201: 1,185 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -726: -292 0 0 -429 -721 -721 -721: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.0 82.1 94.3 94.5 94.3: 5.5 5.7
Old : 100.0: 12.4 0.0 0.0 82.1 94.3 94.5 94.3: 5.5 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 : 24: 2 0 0 12 16 14 16:
Old : 24: 2 0 0 12 16 14 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 : 66.3 51.4 86.8 78.9 57.3 51.4 75.7 74.4
Old : 66.3 51.4 86.8 78.9 57.3 51.4 75.7 74.4
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, October 7, 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 : 19,304: 2,620 0 0 15,775 18,314 18,395 18,314: 909 990
Old : 19,304: 2,620 0 0 15,775 18,314 18,395 18,314: 909 990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -437: -292 0 0 -95 -412 -387 -412: -50 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 0.0 81.7 94.9 95.3 94.9: 4.7 5.1
Old : 100.0: 13.6 0.0 0.0 81.7 94.9 95.3 94.9: 4.7 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 : 24: 2 0 0 10 17 12 17:
Old : 24: 2 0 0 10 17 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 52.8 92.8 79.1 68.4 52.8 79.4 72.8
Old : 79.2 52.8 92.8 79.1 68.4 52.8 79.4 72.8
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, October 7, 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 : 60,654: 100 1,500 0 59,571 58,232 59,671 59,732: 983 922
Old : 60,654: 100 1,500 0 59,571 58,232 59,671 59,732: 983 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,392: 100 -100 0 -3,420 -3,219 -3,320 -3,319: -72 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.5 0.0 98.2 96.0 98.4 98.5: 1.6 1.5
Old : 100.0: 0.2 2.5 0.0 98.2 96.0 98.4 98.5: 1.6 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 : 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 : 86.9 73.5 94.7 91.3 86.9 71.6 90.7 86.5
Old : 86.9 73.5 94.7 91.3 86.9 71.6 90.7 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,492: 0 1,500 0 56,982 55,050 56,982 56,550: 510 942
Old : 57,492: 0 1,500 0 56,982 55,050 56,982 56,550: 510 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,725: 0 -50 0 -2,675 -2,598 -2,675 -2,648: -50 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 99.1 95.8 99.1 98.4: 0.9 1.6
Old : 100.0: 0.0 2.6 0.0 99.1 95.8 99.1 98.4: 0.9 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 : 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 : 89.5 75.3 95.8 92.2 88.4 72.4 91.7 87.0
Old : 89.5 75.3 95.8 92.2 88.4 72.4 91.7 87.0
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, October 7, 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 : 15,290: 100 3,805 0 14,990 11,405 15,090 15,210: 200 80
Old : 15,290: 100 3,805 0 14,990 11,405 15,090 15,210: 200 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,140: 0 -150 -100 -1,025 -880 -1,125 -1,130: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 24.9 0.0 98.0 74.6 98.7 99.5: 1.3 0.5
Old : 100.0: 0.7 24.9 0.0 98.0 74.6 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 0 16 10 17 13:
Old : 24: 1 3 0 16 10 17 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 : 61.6 54.9 84.0 84.5 53.7 52.3 65.1 68.0
Old : 61.6 54.9 84.0 84.5 53.7 52.3 65.1 68.0
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, October 7, 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 : 22,495: 400 3,570 100 21,380 18,740 21,880 22,410: 615 85
Old : 22,495: 400 3,570 100 21,380 18,740 21,880 22,410: 615 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,018: 0 100 0 -973 -1,098 -973 -998: -45 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 15.9 0.4 95.0 83.3 97.3 99.6: 2.7 0.4
Old : 100.0: 1.8 15.9 0.4 95.0 83.3 97.3 99.6: 2.7 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 : 69.6 87.2 88.5 97.0 68.6 82.4 84.6 89.9
Old : 69.6 87.2 88.5 97.0 68.6 82.4 84.6 89.9
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, October 7, 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 : 55,527: 7,670 1,100 944 43,668 50,268 52,282 52,312: 3,245 3,215
Old : 55,527: 7,670 1,100 944 43,668 50,268 52,282 52,312: 3,245 3,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -4,287: -589 -100 -64 -3,229 -3,733 -3,882 -3,897: -405 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.0 1.7 78.6 90.5 94.2 94.2: 5.8 5.8
Old : 100.0: 13.8 2.0 1.7 78.6 90.5 94.2 94.2: 5.8 5.8
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 : 32: 2 2 2 20 22 23 25:
Old : 32: 2 2 2 20 22 23 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 : 48.1 50.2 71.3 70.3 43.6 50.1 61.3 67.5
Old : 48.1 50.2 71.3 70.3 43.6 50.1 61.3 67.5
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, October 7, 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 : 47,128: 8,080 950 300 36,468 43,598 44,848 44,848: 2,280 2,280
Old : 47,128: 8,080 950 300 36,468 43,598 44,848 44,848: 2,280 2,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,743: -385 -100 -68 -2,859 -3,139 -3,312 -3,307: -431 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.0 0.6 77.4 92.5 95.2 95.2: 4.8 4.8
Old : 100.0: 17.1 2.0 0.6 77.4 92.5 95.2 95.2: 4.8 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 : 32: 3 1 1 18 21 22 22:
Old : 32: 3 1 1 18 21 22 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 : 50.0 49.9 76.7 74.0 47.1 49.9 65.5 69.0
Old : 50.0 49.9 76.7 74.0 47.1 49.9 65.5 69.0
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, October 7, 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 : 34,225: 3,600 6,105 0 28,195 26,515 31,795 32,620: 2,430 1,605
Old : 34,225: 3,600 6,105 0 28,195 26,515 31,795 32,620: 2,430 1,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,040: -25 -445 -130 -1,900 -1,355 -2,055 -1,930: 15 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.8 0.0 82.4 77.5 92.9 95.3: 7.1 4.7
Old : 100.0: 10.5 17.8 0.0 82.4 77.5 92.9 95.3: 7.1 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 0 19 21 21 23:
Old : 28: 2 2 0 19 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 : 57.2 48.7 77.5 69.3 55.8 39.4 61.1 52.8
Old : 57.2 48.7 77.5 69.3 55.8 39.4 61.1 52.8
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, October 7, 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 : 31,140: 800 600 1,050 28,655 29,355 30,505 31,005: 635 135
Old : 31,140: 800 600 1,050 28,655 29,355 30,505 31,005: 635 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,040: 0 200 -300 -1,640 -1,840 -1,940 -1,940: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.9 3.4 92.0 94.3 98.0 99.6: 2.0 0.4
Old : 100.0: 2.6 1.9 3.4 92.0 94.3 98.0 99.6: 2.0 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 : 29: 1 1 1 21 18 23 20:
Old : 29: 1 1 1 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 56.2 73.0 74.8 49.6 53.5 63.3 66.2
Old : 58.0 56.2 73.0 74.8 49.6 53.5 63.3 66.2
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, October 7, 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 : 24,825: 13,500 3,630 870 10,140 20,310 24,510 24,810: 315 15
Old : 24,825: 13,500 3,630 870 10,140 20,310 24,510 24,810: 315 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,055: 0 -35 -165 -890 -850 -1,055 -1,050: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 14.6 3.5 40.8 81.8 98.7 99.9: 1.3 0.1
Old : 100.0: 54.4 14.6 3.5 40.8 81.8 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 : 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 : 71.0 66.1 86.5 90.0 70.6 54.6 78.7 72.6
Old : 71.0 66.1 86.5 90.0 70.6 54.6 78.7 72.6
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, October 7, 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 : 31,098: 5,810 4,925 473 22,775 24,080 29,058 29,478: 2,040 1,620
Old : 31,098: 5,810 4,925 473 22,775 24,080 29,058 29,478: 2,040 1,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,665: -550 0 0 -1,315 -1,565 -1,865 -1,565: 200 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 15.8 1.5 73.2 77.4 93.4 94.8: 6.6 5.2
Old : 100.0: 18.7 15.8 1.5 73.2 77.4 93.4 94.8: 6.6 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 : 31: 3 2 2 21 20 24 24:
Old : 31: 3 2 2 21 20 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 : 52.7 49.2 73.9 67.8 48.4 41.0 65.3 57.8
Old : 52.7 49.2 73.9 67.8 48.4 41.0 65.3 57.8
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, October 7, 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 : 23,715: 175 724 986 20,440 20,140 21,601 21,850: 2,114 1,865
Old : 23,715: 175 724 986 20,440 20,140 21,601 21,850: 2,114 1,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,670: 175 100 -275 -1,680 -1,580 -1,780 -1,755: 110 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.1 4.2 86.2 84.9 91.1 92.1: 8.9 7.9
Old : 100.0: 0.7 3.1 4.2 86.2 84.9 91.1 92.1: 8.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 20 19 22 22:
Old : 27: 1 2 2 20 19 22 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 : 48.6 39.2 68.7 64.1 33.9 32.2 44.7 47.2
Old : 48.6 39.2 68.7 64.1 33.9 32.2 44.7 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 25,885: 600 100 0 24,395 25,785 24,995 25,885: 890 0
Old : 25,885: 600 100 0 24,395 25,785 24,995 25,885: 890 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.4 0.0 94.2 99.6 96.6 100.0: 3.4 0.0
Old : 100.0: 2.3 0.4 0.0 94.2 99.6 96.6 100.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 13 8 14 9:
Old : 20: 1 1 0 13 8 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 83.4 87.4 99.6 69.1 82.7 87.4 96.8
Old : 69.1 83.4 87.4 99.6 69.1 82.7 87.4 96.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2014