MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,742 COMMITMENTS 7,537 0 0 11,665 19,232 19,202 19,232 540 510 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 75) 0 0 0 175 175 175 175 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 0.0 0.0 59.1 97.4 97.3 97.4 2.7 2.6 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,145 COMMITMENTS 7,501 50 0 11,085 18,560 18,586 18,610 559 535 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 100 100 100 100 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 0.3 0.0 57.9 96.9 97.1 97.2 2.9 2.8 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,363 COMMITMENTS 648 1,450 0 59,065 58,078 59,713 59,528 650 835 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,670) 0 -50 0 1,960 1,915 1,960 1,865 -290 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.4 0.0 97.8 96.2 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 0 20 18 21 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,075 COMMITMENTS 600 1,450 0 53,120 52,050 53,720 53,500 355 575 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,535) 0 -50 0 1,570 1,690 1,570 1,640 -35 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.7 0.0 98.2 96.3 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 0 17 17 18 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,645 COMMITMENTS 100 2,375 75 14,080 12,185 14,255 14,635 390 10 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 16.2 0.5 96.1 83.2 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.EASTERN HUB_month_on_dap - NODAL EXCHANGE Code-064EAS OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,325 COMMITMENTS 1,080 0 600 9,360 10,455 11,040 11,055 285 270 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.0 5.3 82.6 92.3 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 12 14 15 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,845 COMMITMENTS 0 4,895 0 16,185 11,945 16,185 16,840 660 5 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -300 0 -300 0 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.1 0.0 96.1 70.9 96.1 100.0 3.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 9 15 12 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| 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 02/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,421 COMMITMENTS 441 1,300 600 26,630 26,221 27,671 28,121 750 300 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 600) -600 0 600 600 0 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 4.6 2.1 93.7 92.3 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 21 12 23 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,881 COMMITMENTS 345 1,000 600 25,646 25,246 26,591 26,846 290 35 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 600) -600 0 600 600 0 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.7 2.2 95.4 93.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 16 12 18 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,660 COMMITMENTS 8,327 291 768 53,897 61,933 62,992 62,992 4,668 4,668 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,378) 600 0 0 250 850 850 850 3,528 3,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 0.4 1.1 79.7 91.5 93.1 93.1 6.9 6.9 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,495 COMMITMENTS 8,790 345 0 48,117 56,562 56,907 56,907 5,588 5,588 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,308) 600 0 0 -5 595 595 595 4,713 4,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.6 0.0 77.0 90.5 91.1 91.1 8.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 0 20 25 22 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,730 COMMITMENTS 3,450 1,500 2,575 40,020 41,785 46,045 45,860 2,685 2,870 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,845) -275 200 275 -165 -640 -165 -165 2,010 2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 3.1 5.3 82.1 85.7 94.5 94.1 5.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 22 22 25 26 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,405 COMMITMENTS 10,450 1,500 725 33,525 42,235 44,700 44,460 705 945 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -205) -1,050 -125 75 780 -145 -195 -195 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 3.3 1.6 73.8 93.0 98.4 97.9 1.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 21 18 23 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| 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 02/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,535 COMMITMENTS 350 250 300 25,060 25,160 25,710 25,710 825 825 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 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: 22) 1 1 1 13 14 14 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,795 COMMITMENTS 1,025 4,025 2,365 28,785 26,285 32,175 32,675 2,620 2,120 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 625) 240 -200 100 -295 145 45 45 580 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 11.6 6.8 82.7 75.5 92.5 93.9 7.5 6.1 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,855 COMMITMENTS 850 8,315 1,865 33,120 25,790 35,835 35,970 1,020 885 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -75) -125 -1,050 125 -50 875 -50 -50 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 22.6 5.1 89.9 70.0 97.2 97.6 2.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 21 20 23 22 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,215 COMMITMENTS 850 600 0 29,288 30,405 30,138 31,005 1,077 210 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,170) -50 0 0 1,220 1,170 1,170 1,170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 1.9 0.0 93.8 97.4 96.5 99.3 3.5 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,825 COMMITMENTS 850 600 0 28,015 29,185 28,865 29,785 960 40 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,135) -50 0 0 1,185 1,135 1,135 1,135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.0 0.0 93.9 97.9 96.8 99.9 3.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 13 9 16 10
Updated February 28, 2014