MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,155 COMMITMENTS 7,980 0 0 11,015 18,757 18,995 18,757 160 398 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 80) 0 0 0 70 70 70 70 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 0.0 0.0 57.5 97.9 99.2 97.9 0.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 15 11 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,082 COMMITMENTS 7,943 50 0 10,275 18,312 18,218 18,362 864 720 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.6 0.3 0.0 53.8 96.0 95.5 96.2 4.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 9 13 10 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,853 COMMITMENTS 798 1,500 0 52,735 52,093 53,533 53,593 1,320 1,260 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,605) 0 -150 0 3,485 3,755 3,485 3,605 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 2.7 0.0 96.1 95.0 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 15 14 16 17 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,125 COMMITMENTS 750 1,500 0 48,965 47,915 49,715 49,415 410 710 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,545) 0 -150 0 3,545 3,695 3,545 3,545 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 3.0 0.0 97.7 95.6 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 15 16 16 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,215 COMMITMENTS 0 4,200 0 13,805 10,005 13,805 14,205 410 10 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -300) 0 -1,650 0 -290 1,350 -290 -300 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.5 0.0 97.1 70.4 97.1 99.9 2.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 15 8 15 10 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,165 COMMITMENTS 0 4,020 0 15,785 12,140 15,785 16,160 380 5 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,515) 0 -3,300 0 -1,565 1,785 -1,565 -1,515 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.9 0.0 97.6 75.1 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 15 9 15 11 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,894 COMMITMENTS 650 1,750 0 16,750 16,069 17,400 17,819 494 75 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 44) 0 0 0 44 44 44 44 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 9.8 0.0 93.6 89.8 97.2 99.6 2.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 17 10 19 11 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,724 COMMITMENTS 9,501 650 318 43,905 52,756 53,724 53,724 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 150) -3,450 0 318 3,282 -168 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 1.2 0.6 81.7 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 17 26 19 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,857 COMMITMENTS 9,160 550 0 41,697 50,307 50,857 50,857 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,174) -3,250 0 0 2,076 -1,174 -1,174 -1,174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 1.1 0.0 82.0 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 18 22 19 23 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,705 COMMITMENTS 5,000 750 1,000 40,205 44,375 46,205 46,125 500 580 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,030) -300 25 300 4,150 3,705 4,150 4,030 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 1.6 2.1 86.1 95.0 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 20 22 23 25 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,215 COMMITMENTS 14,000 2,075 600 31,865 43,590 46,465 46,265 750 950 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,940) 0 25 0 4,000 3,855 4,000 3,880 -60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 4.4 1.3 67.5 92.3 98.4 98.0 1.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 18 20 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,795 COMMITMENTS 12,800 3,150 770 14,615 24,335 28,185 28,255 610 540 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 10.9 2.7 50.8 84.5 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 14 14 17 16 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,930 COMMITMENTS 350 500 300 26,355 26,205 27,005 27,005 925 925 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.8 1.1 94.4 93.8 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 12 15 13 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,675 COMMITMENTS 0 5,155 2,010 31,410 26,645 33,420 33,810 1,255 865 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -590) 0 -300 375 10 310 385 385 -975 -975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.9 5.8 90.6 76.8 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 4 2 24 18 26 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,075 COMMITMENTS 1,400 12,820 300 35,200 23,995 36,900 37,115 1,175 960 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -220) 0 0 -300 530 80 230 -220 -450 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 33.7 0.8 92.4 63.0 96.9 97.5 3.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 14 20 16 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,799 COMMITMENTS 900 750 0 25,949 27,029 26,849 27,779 950 20 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) -150 0 0 150 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 2.7 0.0 93.3 97.2 96.6 99.9 3.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 13 10 15 11
Updated January 24, 2014