MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,277 COMMITMENTS 7,537 0 0 12,265 19,832 19,802 19,832 475 445 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 535) 0 0 0 600 600 600 600 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 0.0 0.0 60.5 97.8 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 11 17 12 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,735 COMMITMENTS 7,501 50 0 11,740 19,215 19,241 19,265 494 470 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 590) 0 0 0 655 655 655 655 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 0.3 0.0 59.5 97.4 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 11 15 12 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,118 COMMITMENTS 648 1,450 0 59,820 58,833 60,468 60,283 650 835 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 755) 0 0 0 755 755 755 755 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.4 0.0 97.9 96.3 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,775 COMMITMENTS 600 1,450 0 53,820 52,750 54,420 54,200 355 575 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.6 0.0 98.3 96.3 99.4 99.0 0.6 1.0 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,705 COMMITMENTS 100 2,175 75 14,140 12,445 14,315 14,695 390 10 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 60) 0 -200 0 60 260 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 14.8 0.5 96.2 84.6 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,675 COMMITMENTS 1,080 0 600 9,710 10,805 11,390 11,405 285 270 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 0.0 5.1 83.2 92.5 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 13 14 16 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,990 COMMITMENTS 0 4,845 0 15,630 11,140 15,630 15,985 360 5 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -855) 0 -50 0 -555 -805 -555 -855 -300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.3 0.0 97.7 69.7 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 17 9 17 12 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,485 COMMITMENTS 0 3,795 0 13,780 10,690 13,780 14,485 705 0 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -1,200) 0 0 0 -1,200 -1,200 -1,200 -1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.2 0.0 95.1 73.8 95.1 100.0 4.9 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,596 COMMITMENTS 391 1,250 650 26,805 26,396 27,846 28,296 750 300 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 175) -50 -50 50 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 4.4 2.3 93.7 92.3 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 21 13 24 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 | --------------------------------------------------------------| 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 02/25/14 (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 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,707 COMMITMENTS 8,077 291 768 54,722 62,508 63,567 63,567 1,140 1,140 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -2,953) -250 0 0 825 575 575 575 -3,528 -3,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 0.4 1.2 84.6 96.6 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 18 30 21 33 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,137 COMMITMENTS 8,640 345 0 48,622 56,917 57,262 57,262 875 875 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -4,358) -150 0 0 505 355 355 355 -4,713 -4,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 0.6 0.0 83.6 97.9 98.5 98.5 1.5 1.5 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,780 COMMITMENTS 3,875 1,375 2,700 39,470 41,845 46,045 45,920 735 860 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -1,950) 425 -125 125 -550 60 0 60 -1,950 -2,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 2.9 5.8 84.4 89.5 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 4 22 22 26 26 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,100 COMMITMENTS 10,450 1,500 725 33,220 41,930 44,395 44,155 705 945 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -305) 0 0 0 -305 -305 -305 -305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 3.3 1.6 73.7 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,620 COMMITMENTS 12,800 3,090 680 13,540 23,335 27,020 27,105 600 515 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 70) 0 0 0 70 70 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 11.2 2.5 49.0 84.5 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,835 COMMITMENTS 350 250 300 25,360 25,460 26,010 26,010 825 825 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.9 1.1 94.5 94.9 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,450 COMMITMENTS 1,660 4,625 2,365 28,805 26,340 32,830 33,330 2,620 2,120 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 655) 635 600 0 20 55 655 655 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 13.0 6.7 81.3 74.3 92.6 94.0 7.4 6.0 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,855 COMMITMENTS 850 8,210 1,865 33,120 25,880 35,835 35,955 1,020 900 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 0) 0 -105 0 0 90 0 -15 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 22.3 5.1 89.9 70.2 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,190 COMMITMENTS 850 600 0 30,263 31,380 31,113 31,980 1,077 210 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 975) 0 0 0 975 975 975 975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.9 0.0 94.0 97.5 96.7 99.3 3.3 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 03/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,800 COMMITMENTS 850 600 0 28,990 30,160 29,840 30,760 960 40 CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 975) 0 0 0 975 975 975 975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.9 0.0 94.1 97.9 96.9 99.9 3.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 13 9 16 10
Updated March 7, 2014