MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, December 9, 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 : 21,968: 1,918 25 50 19,175 20,883 21,143 20,958: 825 1,010 Old : 21,968: 1,918 25 50 19,175 20,883 21,143 20,958: 825 1,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -362: -392 0 0 210 -202 -182 -202: -180 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 0.1 0.2 87.3 95.1 96.2 95.4: 3.8 4.6 Old : 100.0: 8.7 0.1 0.2 87.3 95.1 96.2 95.4: 3.8 4.6 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 : 25: 2 1 1 12 15 14 17: Old : 25: 2 1 1 12 15 14 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 : 69.9 54.4 89.2 81.7 61.4 54.4 80.7 79.2 Old : 69.9 54.4 89.2 81.7 61.4 54.4 80.7 79.2 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, December 9, 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 : 18,696: 1,836 25 100 16,081 17,681 18,017 17,806: 679 890 Old : 18,696: 1,836 25 100 16,081 17,681 18,017 17,806: 679 890 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -287: -392 0 0 220 -177 -172 -177: -115 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 0.1 0.5 86.0 94.6 96.4 95.2: 3.6 4.8 Old : 100.0: 9.8 0.1 0.5 86.0 94.6 96.4 95.2: 3.6 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 : 23: 2 1 1 10 15 12 17: Old : 23: 2 1 1 10 15 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 : 80.9 51.2 94.1 81.7 70.9 51.2 81.8 76.8 Old : 80.9 51.2 94.1 81.7 70.9 51.2 81.8 76.8 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, December 9, 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 : 64,295: 290 0 0 61,601 61,660 61,891 61,660: 2,404 2,635 Old : 64,295: 290 0 0 61,601 61,660 61,891 61,660: 2,404 2,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -3,057: 0 0 0 -2,965 -2,976 -2,965 -2,976: -92 -81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.0 0.0 95.8 95.9 96.3 95.9: 3.7 4.1 Old : 100.0: 0.5 0.0 0.0 95.8 95.9 96.3 95.9: 3.7 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 16 21 17 21: Old : 27: 1 0 0 16 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 : 82.4 75.2 91.4 88.0 81.3 70.8 84.7 79.9 Old : 82.4 75.2 91.4 88.0 81.3 70.8 84.7 79.9 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, December 9, 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 : 60,957: 0 0 0 58,677 58,247 58,677 58,247: 2,280 2,710 Old : 60,957: 0 0 0 58,677 58,247 58,677 58,247: 2,280 2,710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -2,640: 0 0 0 -2,590 -2,574 -2,590 -2,574: -50 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.3 95.6 96.3 95.6: 3.7 4.4 Old : 100.0: 0.0 0.0 0.0 96.3 95.6 96.3 95.6: 3.7 4.4 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 : 25: 0 0 0 17 20 17 20: Old : 25: 0 0 0 17 20 17 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 : 83.8 76.9 92.2 88.8 81.3 71.6 84.6 79.6 Old : 83.8 76.9 92.2 88.8 81.3 71.6 84.6 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, December 9, 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 : 14,151: 800 50 6 13,105 14,095 13,911 14,151: 240 0 Old : 14,151: 800 50 6 13,105 14,095 13,911 14,151: 240 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -890: -200 0 0 -680 -890 -880 -890: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 0.4 0.0 92.6 99.6 98.3 100.0: 1.7 0.0 Old : 100.0: 5.7 0.4 0.0 92.6 99.6 98.3 100.0: 1.7 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 : 21: 1 1 1 15 7 16 9: Old : 21: 1 1 1 15 7 16 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 : 58.5 94.7 83.4 100.0 55.4 90.8 74.8 91.2 Old : 58.5 94.7 83.4 100.0 55.4 90.8 74.8 91.2 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, December 9, 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 : 14,712: 150 2,300 102 14,290 12,250 14,542 14,652: 170 60 Old : 14,712: 150 2,300 102 14,290 12,250 14,542 14,652: 170 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -505: 0 -100 0 -490 -395 -490 -495: -15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 15.6 0.7 97.1 83.3 98.8 99.6: 1.2 0.4 Old : 100.0: 1.0 15.6 0.7 97.1 83.3 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 17 11 19 13: Old : 24: 1 2 1 17 11 19 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 : 62.9 65.6 85.6 90.1 56.7 57.0 73.4 77.2 Old : 62.9 65.6 85.6 90.1 56.7 57.0 73.4 77.2 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, December 9, 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 : 13,110: 200 2,795 0 12,150 10,315 12,350 13,110: 760 0 Old : 13,110: 200 2,795 0 12,150 10,315 12,350 13,110: 760 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -820: 0 -125 0 -975 -695 -975 -820: 155 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 21.3 0.0 92.7 78.7 94.2 100.0: 5.8 0.0 Old : 100.0: 1.5 21.3 0.0 92.7 78.7 94.2 100.0: 5.8 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 : 65.3 70.3 87.5 94.5 59.3 61.9 73.3 82.1 Old : 65.3 70.3 87.5 94.5 59.3 61.9 73.3 82.1 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, December 9, 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 : 22,411: 1,345 4,745 0 20,841 17,666 22,186 22,411: 225 0 Old : 22,411: 1,345 4,745 0 20,841 17,666 22,186 22,411: 225 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -670: 50 140 0 -690 -810 -640 -670: -30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 21.2 0.0 93.0 78.8 99.0 100.0: 1.0 0.0 Old : 100.0: 6.0 21.2 0.0 93.0 78.8 99.0 100.0: 1.0 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 15 16 16 18: Old : 27: 1 2 0 15 16 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 : 67.7 92.7 89.3 96.8 67.4 89.2 88.8 93.3 Old : 67.7 92.7 89.3 96.8 67.4 89.2 88.8 93.3 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, December 9, 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 : 57,413: 6,454 1,495 677 47,409 52,368 54,540 54,540: 2,873 2,873 Old : 57,413: 6,454 1,495 677 47,409 52,368 54,540 54,540: 2,873 2,873 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -3,196: 52 50 -115 -2,578 -2,591 -2,641 -2,656: -555 -540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 2.6 1.2 82.6 91.2 95.0 95.0: 5.0 5.0 Old : 100.0: 11.2 2.6 1.2 82.6 91.2 95.0 95.0: 5.0 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 1 1 23 24 25 26: Old : 33: 2 1 1 23 24 25 26: 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 : 51.9 53.4 74.8 73.6 50.0 53.4 67.0 67.6 Old : 51.9 53.4 74.8 73.6 50.0 53.4 67.0 67.6 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, December 9, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 49,213: 10,630 575 0 36,736 46,621 47,366 47,196: 1,847 2,017 Old : 49,213: 10,630 575 0 36,736 46,621 47,366 47,196: 1,847 2,017 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -3,135: -195 100 0 -2,534 -3,004 -2,729 -2,904: -406 -231 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 1.2 0.0 74.6 94.7 96.2 95.9: 3.8 4.1 Old : 100.0: 21.6 1.2 0.0 74.6 94.7 96.2 95.9: 3.8 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 1 0 22 22 24 23: Old : 33: 2 1 0 22 22 24 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 : 56.2 54.0 81.9 76.0 55.3 54.0 72.4 69.0 Old : 56.2 54.0 81.9 76.0 55.3 54.0 72.4 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, December 9, 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 : 30,200: 3,125 5,175 0 25,105 23,560 28,230 28,735: 1,970 1,465 Old : 30,200: 3,125 5,175 0 25,105 23,560 28,230 28,735: 1,970 1,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -2,040: -25 -400 0 -1,875 -1,505 -1,900 -1,905: -140 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 17.1 0.0 83.1 78.0 93.5 95.1: 6.5 4.9 Old : 100.0: 10.3 17.1 0.0 83.1 78.0 93.5 95.1: 6.5 4.9 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 : 29: 1 2 0 22 22 23 24: Old : 29: 1 2 0 22 22 23 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 : 53.3 53.6 80.5 72.3 51.7 45.3 60.5 57.2 Old : 53.3 53.6 80.5 72.3 51.7 45.3 60.5 57.2 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, December 9, 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 : 26,405: 1,100 0 750 23,970 25,570 25,820 26,320: 585 85 Old : 26,405: 1,100 0 750 23,970 25,570 25,820 26,320: 585 85 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -2,380: 150 0 -150 -2,355 -2,195 -2,355 -2,345: -25 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.0 2.8 90.8 96.8 97.8 99.7: 2.2 0.3 Old : 100.0: 4.2 0.0 2.8 90.8 96.8 97.8 99.7: 2.2 0.3 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 : 28: 2 0 1 21 18 23 19: Old : 28: 2 0 1 21 18 23 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 : 61.5 57.5 76.0 78.9 50.9 53.4 59.8 64.7 Old : 61.5 57.5 76.0 78.9 50.9 53.4 59.8 64.7 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, December 9, 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 : 23,190: 12,300 3,610 490 9,855 18,625 22,645 22,725: 545 465 Old : 23,190: 12,300 3,610 490 9,855 18,625 22,645 22,725: 545 465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -505: 0 -10 -190 -570 -580 -760 -780: 255 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.0 15.6 2.1 42.5 80.3 97.6 98.0: 2.4 2.0 Old : 100.0: 53.0 15.6 2.1 42.5 80.3 97.6 98.0: 2.4 2.0 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 : 22: 1 2 1 13 14 15 16: Old : 22: 1 2 1 13 14 15 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 : 76.5 68.3 91.4 89.2 75.8 59.3 80.0 74.3 Old : 76.5 68.3 91.4 89.2 75.8 59.3 80.0 74.3 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, December 9, 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 : 28,368: 5,050 3,300 173 21,300 23,450 26,523 26,923: 1,845 1,445 Old : 28,368: 5,050 3,300 173 21,300 23,450 26,523 26,923: 1,845 1,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -2,395: -380 0 -150 -1,630 -2,020 -2,160 -2,170: -235 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 11.6 0.6 75.1 82.7 93.5 94.9: 6.5 5.1 Old : 100.0: 17.8 11.6 0.6 75.1 82.7 93.5 94.9: 6.5 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 : 32: 3 1 2 22 23 25 26: Old : 32: 3 1 2 22 23 25 26: 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 : 55.5 50.7 75.5 70.2 48.4 40.2 61.8 54.4 Old : 55.5 50.7 75.5 70.2 48.4 40.2 61.8 54.4 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, December 9, 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 : 20,220: 25 208 902 17,185 17,245 18,112 18,355: 2,108 1,865 Old : 20,220: 25 208 902 17,185 17,245 18,112 18,355: 2,108 1,865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2014 : : -1,755: -75 42 -42 -1,585 -1,715 -1,702 -1,715: -53 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 1.0 4.5 85.0 85.3 89.6 90.8: 10.4 9.2 Old : 100.0: 0.1 1.0 4.5 85.0 85.3 89.6 90.8: 10.4 9.2 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 : 26: 1 1 2 19 19 21 21: Old : 26: 1 1 2 19 19 21 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 : 55.2 41.3 73.1 62.2 37.5 32.4 47.8 45.3 Old : 55.2 41.3 73.1 62.2 37.5 32.4 47.8 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2014