ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 15,647: 480 100 0 15,077 15,087 15,557 15,187: 90 460
Old : 15,647: 480 100 0 15,077 15,087 15,557 15,187: 90 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -35: -90 -50 0 75 40 -15 -10: -20 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.6 0.0 96.4 96.4 99.4 97.1: 0.6 2.9
Old : 100.0: 3.1 0.6 0.0 96.4 96.4 99.4 97.1: 0.6 2.9
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 : 20: 1 1 0 11 9 12 10:
Old : 20: 1 1 0 11 9 12 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 : 76.6 71.3 93.9 96.1 76.6 70.8 91.2 91.6
Old : 76.6 71.3 93.9 96.1 76.6 70.8 91.2 91.6
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, November 11, 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 : 22,085: 2,360 0 0 18,720 21,035 21,080 21,035: 1,005 1,050
Old : 22,085: 2,360 0 0 18,720 21,035 21,080 21,035: 1,005 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -291: -292 0 0 181 -131 -111 -131: -180 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.0 84.8 95.2 95.4 95.2: 4.6 4.8
Old : 100.0: 10.7 0.0 0.0 84.8 95.2 95.4 95.2: 4.6 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 : 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 : 68.6 55.4 88.0 83.1 60.2 55.4 79.6 78.8
Old : 68.6 55.4 88.0 83.1 60.2 55.4 79.6 78.8
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, November 11, 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 : 18,738: 2,328 0 0 15,616 17,858 17,944 17,858: 794 880
Old : 18,738: 2,328 0 0 15,616 17,858 17,944 17,858: 794 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -907: -292 0 0 -500 -797 -792 -797: -115 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.0 83.3 95.3 95.8 95.3: 4.2 4.7
Old : 100.0: 12.4 0.0 0.0 83.3 95.3 95.8 95.3: 4.2 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 : 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 : 80.3 52.4 93.4 82.0 71.1 52.4 82.0 75.2
Old : 80.3 52.4 93.4 82.0 71.1 52.4 82.0 75.2
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, November 11, 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 : 64,272: 290 0 0 61,486 61,736 61,776 61,736: 2,496 2,536
Old : 64,272: 290 0 0 61,486 61,736 61,776 61,736: 2,496 2,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -587: 240 0 0 -565 -456 -325 -456: -262 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 95.7 96.1 96.1 96.1: 3.9 3.9
Old : 100.0: 0.5 0.0 0.0 95.7 96.1 96.1 96.1: 3.9 3.9
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 : 28: 1 0 0 16 22 17 22:
Old : 28: 1 0 0 16 22 17 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 : 81.3 75.1 90.9 88.2 80.0 71.0 83.6 79.8
Old : 81.3 75.1 90.9 88.2 80.0 71.0 83.6 79.8
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, November 11, 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 : 60,937: 0 0 0 58,607 58,341 58,607 58,341: 2,330 2,596
Old : 60,937: 0 0 0 58,607 58,341 58,607 58,341: 2,330 2,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -685: 0 0 0 -705 -569 -705 -569: 20 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.2 95.7 96.2 95.7: 3.8 4.3
Old : 100.0: 0.0 0.0 0.0 96.2 95.7 96.2 95.7: 3.8 4.3
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 : 26: 0 0 0 17 21 17 21:
Old : 26: 0 0 0 17 21 17 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 : 83.3 76.7 91.4 88.8 80.4 72.0 84.0 79.6
Old : 83.3 76.7 91.4 88.8 80.4 72.0 84.0 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 14,681: 250 50 156 14,085 14,475 14,491 14,681: 190 0
Old : 14,681: 250 50 156 14,085 14,475 14,491 14,681: 190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -865: -200 0 0 -655 -865 -855 -865: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.3 1.1 95.9 98.6 98.7 100.0: 1.3 0.0
Old : 100.0: 1.7 0.3 1.1 95.9 98.6 98.7 100.0: 1.3 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 1 15 5 16 7:
Old : 20: 1 1 1 15 5 16 7:
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 : 60.7 97.9 82.8 100.0 60.7 91.3 76.1 91.3
Old : 60.7 97.9 82.8 100.0 60.7 91.3 76.1 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 9,670: 0 190 50 9,540 9,395 9,590 9,635: 80 35
Old : 9,670: 0 190 50 9,540 9,395 9,590 9,635: 80 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -345: 0 -50 0 -335 -295 -335 -345: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.5 98.7 97.2 99.2 99.6: 0.8 0.4
Old : 100.0: 0.0 2.0 0.5 98.7 97.2 99.2 99.6: 0.8 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 : 20: 0 1 1 12 12 13 13:
Old : 20: 0 1 1 12 12 13 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 : 75.2 54.0 94.7 85.1 55.7 43.6 65.5 62.8
Old : 75.2 54.0 94.7 85.1 55.7 43.6 65.5 62.8
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, November 11, 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 : 15,796: 150 2,805 96 15,365 12,825 15,611 15,726: 185 70
Old : 15,796: 150 2,805 96 15,365 12,825 15,611 15,726: 185 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -810: 0 -100 0 -795 -700 -795 -800: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.8 0.6 97.3 81.2 98.8 99.6: 1.2 0.4
Old : 100.0: 0.9 17.8 0.6 97.3 81.2 98.8 99.6: 1.2 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 : 24: 1 2 1 16 11 18 13:
Old : 24: 1 2 1 16 11 18 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 : 58.2 65.4 81.4 90.2 51.7 56.4 68.6 76.5
Old : 58.2 65.4 81.4 90.2 51.7 56.4 68.6 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 14,230: 200 2,920 0 13,545 11,310 13,745 14,230: 485 0
Old : 14,230: 200 2,920 0 13,545 11,310 13,745 14,230: 485 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -895: 0 -125 0 -870 -770 -870 -895: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 20.5 0.0 95.2 79.5 96.6 100.0: 3.4 0.0
Old : 100.0: 1.4 20.5 0.0 95.2 79.5 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 2 0 13 9 14 11:
Old : 20: 1 2 0 13 9 14 11:
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 : 59.4 66.9 86.2 92.1 53.0 57.4 69.9 77.4
Old : 59.4 66.9 86.2 92.1 53.0 57.4 69.9 77.4
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, November 11, 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 : 22,978: 1,245 4,555 0 21,478 18,423 22,723 22,978: 255 0
Old : 22,978: 1,245 4,555 0 21,478 18,423 22,723 22,978: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -408: 0 140 0 -333 -463 -333 -323: -75 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 19.8 0.0 93.5 80.2 98.9 100.0: 1.1 0.0
Old : 100.0: 5.4 19.8 0.0 93.5 80.2 98.9 100.0: 1.1 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 : 27: 1 2 0 16 16 17 18:
Old : 27: 1 2 0 16 16 17 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 : 67.4 86.3 88.3 96.4 67.4 82.6 87.4 91.7
Old : 67.4 86.3 88.3 96.4 67.4 82.6 87.4 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 20,915: 150 3,110 0 20,525 17,710 20,675 20,820: 240 95
Old : 20,915: 150 3,110 0 20,525 17,710 20,675 20,820: 240 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 14.9 0.0 98.1 84.7 98.9 99.5: 1.1 0.5
Old : 100.0: 0.7 14.9 0.0 98.1 84.7 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 74.5 89.0 93.7 99.1 74.5 84.0 89.7 92.9
Old : 74.5 89.0 93.7 99.1 74.5 84.0 89.7 92.9
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, November 11, 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 : 57,203: 7,837 1,395 294 46,322 52,779 54,453 54,468: 2,750 2,735
Old : 57,203: 7,837 1,395 294 46,322 52,779 54,453 54,468: 2,750 2,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -2,639: 102 0 -115 -1,851 -2,364 -1,864 -2,479: -775 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 2.4 0.5 81.0 92.3 95.2 95.2: 4.8 4.8
Old : 100.0: 13.7 2.4 0.5 81.0 92.3 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: 2 1 1 22 23 24 25:
Old : 32: 2 1 1 22 23 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 : 50.3 51.8 73.0 73.6 49.1 51.8 66.7 68.2
Old : 50.3 51.8 73.0 73.6 49.1 51.8 66.7 68.2
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, November 11, 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 : 50,113: 9,455 350 0 38,554 47,664 48,009 48,014: 2,104 2,099
Old : 50,113: 9,455 350 0 38,554 47,664 48,009 48,014: 2,104 2,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -2,285: -295 0 0 -1,429 -2,319 -1,724 -2,319: -561 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 0.7 0.0 76.9 95.1 95.8 95.8: 4.2 4.2
Old : 100.0: 18.9 0.7 0.0 76.9 95.1 95.8 95.8: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 0 21 22 23 23:
Old : 32: 2 1 0 21 22 23 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 : 54.3 52.3 78.7 75.3 53.1 52.3 72.1 70.1
Old : 54.3 52.3 78.7 75.3 53.1 52.3 72.1 70.1
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, November 11, 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 : 31,640: 3,150 5,575 0 26,200 24,465 29,350 30,040: 2,290 1,600
Old : 31,640: 3,150 5,575 0 26,200 24,465 29,350 30,040: 2,290 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -2,615: -25 -400 0 -2,450 -2,080 -2,475 -2,480: -140 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.6 0.0 82.8 77.3 92.8 94.9: 7.2 5.1
Old : 100.0: 10.0 17.6 0.0 82.8 77.3 92.8 94.9: 7.2 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 : 28: 1 2 0 20 22 21 24:
Old : 28: 1 2 0 20 22 21 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 : 56.3 49.3 78.4 69.4 54.8 40.7 60.0 52.7
Old : 56.3 49.3 78.4 69.4 54.8 40.7 60.0 52.7
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, November 11, 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 : 28,835: 950 0 900 26,375 27,815 28,225 28,715: 610 120
Old : 28,835: 950 0 900 26,375 27,815 28,225 28,715: 610 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -2,305: 150 0 -150 -2,280 -2,130 -2,280 -2,280: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 3.1 91.5 96.5 97.9 99.6: 2.1 0.4
Old : 100.0: 3.3 0.0 3.1 91.5 96.5 97.9 99.6: 2.1 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: 2 0 1 21 19 23 20:
Old : 29: 2 0 1 21 19 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 : 59.6 55.9 73.6 74.1 51.5 53.2 63.1 65.5
Old : 59.6 55.9 73.6 74.1 51.5 53.2 63.1 65.5
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, November 11, 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 : 23,695: 12,300 3,620 680 10,425 19,205 23,405 23,505: 290 190
Old : 23,695: 12,300 3,620 680 10,425 19,205 23,405 23,505: 290 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -1,130: 0 -10 -190 -915 -1,105 -1,105 -1,305: -25 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 15.3 2.9 44.0 81.1 98.8 99.2: 1.2 0.8
Old : 100.0: 51.9 15.3 2.9 44.0 81.1 98.8 99.2: 1.2 0.8
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 : 22: 1 2 1 14 14 16 16:
Old : 22: 1 2 1 14 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 : 74.2 68.1 88.1 91.0 74.1 59.6 82.5 76.0
Old : 74.2 68.1 88.1 91.0 74.1 59.6 82.5 76.0
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, November 11, 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 : 29,263: 5,430 3,300 323 21,430 23,970 27,183 27,593: 2,080 1,670
Old : 29,263: 5,430 3,300 323 21,430 23,970 27,183 27,593: 2,080 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -1,985: -380 0 -150 -1,845 -1,635 -2,375 -1,785: 390 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.3 1.1 73.2 81.9 92.9 94.3: 7.1 5.7
Old : 100.0: 18.6 11.3 1.1 73.2 81.9 92.9 94.3: 7.1 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: 3 1 2 22 22 25 25:
Old : 32: 3 1 2 22 22 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 : 52.7 49.4 73.9 68.2 48.4 41.3 64.9 57.4
Old : 52.7 49.4 73.9 68.2 48.4 41.3 64.9 57.4
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, November 11, 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 : 21,975: 100 166 944 18,770 18,960 19,814 20,070: 2,161 1,905
Old : 21,975: 100 166 944 18,770 18,960 19,814 20,070: 2,161 1,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -1,740: -75 42 -42 -2,170 -1,680 -2,287 -1,680: 547 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.8 4.3 85.4 86.3 90.2 91.3: 9.8 8.7
Old : 100.0: 0.5 0.8 4.3 85.4 86.3 90.2 91.3: 9.8 8.7
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 : 27: 1 1 2 20 20 22 22:
Old : 27: 1 1 2 20 20 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 39.0 69.3 62.9 32.8 31.7 44.9 46.1
Old : 50.0 39.0 69.3 62.9 32.8 31.7 44.9 46.1
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, November 11, 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 : 27,510: 0 290 0 26,555 27,220 26,555 27,510: 955 0
Old : 27,510: 0 290 0 26,555 27,220 26,555 27,510: 955 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: -1,000: 0 240 0 -1,065 -1,240 -1,065 -1,000: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 96.5 98.9 96.5 100.0: 3.5 0.0
Old : 100.0: 0.0 1.1 0.0 96.5 98.9 96.5 100.0: 3.5 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: 0 1 0 15 8 15 9:
Old : 20: 0 1 0 15 8 15 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 : 71.2 83.7 89.4 99.5 71.2 83.2 89.4 98.1
Old : 71.2 83.7 89.4 99.5 71.2 83.2 89.4 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2014