MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,145 COMMITMENTS 7,980 0 0 11,015 18,757 18,995 18,757 150 388 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -10) 0 0 0 0 0 0 0 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 0.0 0.0 57.5 98.0 99.2 98.0 0.8 2.0 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 01/28/14 | --------------------------------------------------------------| 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 01/21/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,243 COMMITMENTS 798 1,550 0 56,125 55,473 56,923 57,023 1,320 1,220 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 3,390) 0 50 0 3,390 3,380 3,390 3,430 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.7 0.0 96.4 95.2 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 0 15 15 16 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,545 COMMITMENTS 750 1,550 0 51,385 50,285 52,135 51,835 410 710 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 2,420) 0 50 0 2,420 2,370 2,420 2,420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.9 0.0 97.8 95.7 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 0 16 17 17 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,865 COMMITMENTS 0 4,200 0 14,455 10,655 14,455 14,855 410 10 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 650) 0 0 0 650 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.3 0.0 97.2 71.7 97.2 99.9 2.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 16 9 16 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,200 COMMITMENTS 0 4,420 0 15,820 11,775 15,820 16,195 380 5 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 35) 0 400 0 35 -365 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.3 0.0 97.7 72.7 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 15 9 15 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,444 COMMITMENTS 741 1,800 0 16,984 16,344 17,725 18,144 719 300 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 550) 91 50 0 234 275 325 325 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 9.8 0.0 92.1 88.6 96.1 98.4 3.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 17 12 19 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,149 COMMITMENTS 9,851 641 418 43,880 53,090 54,149 54,149 0 0 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 425) 350 -9 100 -25 334 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 1.2 0.8 81.0 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 2 18 27 21 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,982 COMMITMENTS 9,160 550 0 42,822 51,432 51,982 51,982 0 0 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,125) 0 0 0 1,125 1,125 1,125 1,125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 1.1 0.0 82.4 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 18 24 19 25 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,690 COMMITMENTS 4,225 400 2,375 40,590 44,335 47,190 47,110 500 580 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 985) -775 -350 1,375 385 -40 985 985 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.8 5.0 85.1 93.0 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 21 23 24 26 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,040 COMMITMENTS 13,150 1,900 600 32,490 43,540 46,240 46,040 800 1,000 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -175) -850 -175 0 625 -50 -225 -225 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 4.0 1.3 69.1 92.6 98.3 97.9 1.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 21 20 23 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| 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 01/21/14 (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 01/28/14 | --------------------------------------------------------------| 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 01/21/14 (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 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,515 COMMITMENTS 95 4,675 2,700 31,390 27,200 34,185 34,575 1,330 940 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 840) 95 -480 690 -20 555 765 765 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 13.2 7.6 88.4 76.6 96.3 97.4 3.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 3 24 20 27 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,840 COMMITMENTS 1,225 11,970 325 35,190 24,585 36,740 36,880 1,100 960 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: -235) -175 -850 25 -10 590 -160 -235 -75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 31.6 0.9 93.0 65.0 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 20 16 21 18 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,175 COMMITMENTS 950 750 0 29,275 30,405 30,225 31,155 950 20 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 3,376) 50 0 0 3,326 3,376 3,376 3,376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.4 0.0 93.9 97.5 97.0 99.9 3.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 14 10 17 11 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,855 COMMITMENTS 950 750 0 27,895 29,055 28,845 29,805 1,010 50 CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 2.5 0.0 93.4 97.3 96.6 99.8 3.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 13 9 16 10
Updated January 31, 2014