MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,667 COMMITMENTS 7,537 0 0 11,490 19,057 19,027 19,057 640 610 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -148) -443 0 0 475 300 32 300 -180 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 0.0 0.0 58.4 96.9 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 11 16 12 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,170 COMMITMENTS 7,501 50 0 10,985 18,460 18,486 18,510 684 660 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 88) -442 0 0 710 148 268 148 -180 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.1 0.3 0.0 57.3 96.3 96.4 96.6 3.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 14 11 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,328 COMMITMENTS 648 1,500 0 53,740 52,798 54,388 54,298 940 1,030 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -3,025) -150 -50 0 -2,540 -2,890 -2,690 -2,940 -335 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.7 0.0 97.1 95.4 98.3 98.1 1.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 0 18 15 19 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,315 COMMITMENTS 600 1,500 0 48,325 47,135 48,925 48,635 390 680 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,605) -150 -50 0 -2,435 -2,525 -2,585 -2,575 -20 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.0 0.0 98.0 95.6 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 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,595 COMMITMENTS 100 2,375 75 14,030 12,135 14,205 14,585 390 10 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 120) 100 -300 0 40 420 140 120 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 16.3 0.5 96.1 83.1 97.3 99.9 2.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 17 8 19 10 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,845 COMMITMENTS 0 4,920 0 16,485 11,920 16,485 16,840 360 5 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 375) 0 500 0 395 -125 395 375 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.2 0.0 97.9 70.8 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 16 9 16 12 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,685 COMMITMENTS 0 3,795 0 14,980 11,890 14,980 15,685 705 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.2 0.0 95.5 75.8 95.5 100.0 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 14 8 14 10 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,871 COMMITMENTS 1,041 1,250 50 26,030 26,271 27,121 27,571 750 300 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 9,412) 250 -500 0 9,151 9,912 9,401 9,412 11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.5 0.2 93.4 94.3 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 21 12 24 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,281 COMMITMENTS 945 1,000 0 25,046 25,246 25,991 26,246 290 35 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 10,146) 250 -250 0 9,920 10,416 10,170 10,166 -24 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 3.8 0.0 95.3 96.1 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 16 12 18 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,752 COMMITMENTS 7,152 291 1,143 54,317 61,178 62,612 62,612 1,140 1,140 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 8,092) -1,199 -350 -50 8,471 7,572 7,222 7,172 870 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.5 1.8 85.2 96.0 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 18 30 21 34 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,187 COMMITMENTS 8,540 345 0 48,772 56,967 57,312 57,312 875 875 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 5,765) -595 -350 0 5,485 5,240 4,890 4,890 875 875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 0.6 0.0 83.8 97.9 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 0 19 25 21 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,485 COMMITMENTS 3,725 600 2,625 38,635 41,575 44,985 44,800 500 685 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,055) -275 75 0 -1,780 -2,235 -2,055 -2,160 0 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 1.3 5.8 84.9 91.4 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 21 22 24 26 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,905 COMMITMENTS 11,600 1,625 650 30,940 40,675 43,190 42,950 715 955 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,145) -1,150 -175 0 -1,425 -2,440 -2,575 -2,615 430 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 3.7 1.5 70.5 92.6 98.4 97.8 1.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 21 18 23 20 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,550 COMMITMENTS 12,800 3,090 680 13,470 23,265 26,950 27,035 600 515 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,320) 0 -60 -90 -1,220 -1,145 -1,310 -1,295 -10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.5 11.2 2.5 48.9 84.4 97.8 98.1 2.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 14 13 17 15 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,510 COMMITMENTS 350 250 300 25,035 25,135 25,685 25,685 825 825 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,420) 0 -250 0 -1,320 -1,070 -1,320 -1,320 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.9 1.1 94.4 94.8 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 12 14 13 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,590 COMMITMENTS 785 4,325 2,265 28,500 25,460 31,550 32,050 2,040 1,540 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,265) 465 -200 -485 -2,615 -1,960 -2,635 -2,645 370 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 12.9 6.7 84.8 75.8 93.9 95.4 6.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 3 24 20 27 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,940 COMMITMENTS 975 9,465 1,740 32,180 23,825 34,895 35,030 1,045 910 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,110) -150 -1,905 955 -2,860 -1,110 -2,055 -2,060 -55 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 26.3 4.8 89.5 66.3 97.1 97.5 2.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 20 19 22 21 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,045 COMMITMENTS 900 600 0 28,068 29,235 28,968 29,835 1,077 210 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,439) -50 -150 0 -1,396 -1,479 -1,446 -1,629 7 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.0 0.0 93.4 97.3 96.4 99.3 3.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 13 9 16 10 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,690 COMMITMENTS 900 600 0 26,830 28,050 27,730 28,650 960 40 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,360) -50 -150 0 -1,260 -1,200 -1,310 -1,350 -50 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 2.1 0.0 93.5 97.8 96.7 99.9 3.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 13 9 16 10
Updated February 14, 2014