MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,159 COMMITMENTS 7,179 0 0 11,515 18,724 18,694 18,724 465 435 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,118) -358 0 0 -750 -1,108 -1,108 -1,108 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 0.0 0.0 60.1 97.7 97.6 97.7 2.4 2.3 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 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,748 COMMITMENTS 7,144 0 0 11,170 18,338 18,314 18,338 434 410 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -987) -357 -50 0 -570 -877 -927 -927 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 0.0 0.0 59.6 97.8 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 11 15 12 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,458 COMMITMENTS 498 1,350 0 56,365 55,328 56,863 56,678 595 780 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,660) -150 -100 0 -3,455 -3,505 -3,605 -3,605 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.3 0.0 98.1 96.3 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 0 17 16 18 19 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,545 COMMITMENTS 450 1,350 0 50,750 49,650 51,200 51,000 345 545 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,230) -150 -100 0 -3,070 -3,100 -3,220 -3,200 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.6 0.0 98.5 96.3 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 14 17 15 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,715 COMMITMENTS 100 1,975 75 13,170 11,665 13,345 13,715 370 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -990) 0 -200 0 -970 -780 -970 -980 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 14.4 0.5 96.0 85.1 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 15 7 17 8 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,220 COMMITMENTS 0 4,645 100 14,775 10,475 14,875 15,220 345 0 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -770) 0 -200 100 -855 -665 -755 -765 -15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.5 0.7 97.1 68.8 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 15 9 16 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,441 COMMITMENTS 150 1,050 600 24,976 24,491 25,726 26,141 715 300 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -2,155) -241 -200 -50 -1,829 -1,905 -2,120 -2,155 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 4.0 2.3 94.5 92.6 97.3 98.9 2.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 19 12 21 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,571 COMMITMENTS 0 750 600 24,631 24,051 25,231 25,401 340 170 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,310) -345 -250 0 -1,015 -1,195 -1,360 -1,445 50 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 2.3 96.3 94.1 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 15 8 16 10 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,245 COMMITMENTS 7,103 0 656 51,266 58,369 59,025 59,025 4,220 4,220 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,462) -974 -291 -112 -3,456 -4,139 -4,542 -4,542 3,080 3,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.0 1.0 81.1 92.3 93.3 93.3 6.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 3 17 26 21 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,596 COMMITMENTS 8,495 0 0 45,625 54,141 54,120 54,141 5,476 5,455 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,459) -145 -345 0 -2,997 -2,776 -3,142 -3,121 4,601 4,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.0 0.0 76.6 90.8 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 18 22 21 22 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,225 COMMITMENTS 4,900 2,375 1,525 38,190 40,605 44,615 44,505 2,610 2,720 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 445) 1,025 1,000 -1,175 -1,280 -1,240 -1,430 -1,415 1,875 1,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 5.0 3.2 80.9 86.0 94.5 94.2 5.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 4 22 21 26 26 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,325 COMMITMENTS 9,550 1,275 725 32,455 40,510 42,730 42,510 595 815 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,775) -900 -225 0 -765 -1,420 -1,665 -1,645 -110 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 2.9 1.7 74.9 93.5 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 21 18 24 20 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,370 COMMITMENTS 12,800 3,055 565 12,415 22,260 25,780 25,880 590 490 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,250) 0 -35 -115 -1,125 -1,075 -1,240 -1,225 -10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 11.6 2.1 47.1 84.4 97.8 98.1 2.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 13 17 14 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,330 COMMITMENTS 350 0 300 23,665 24,240 24,315 24,540 1,015 790 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,505) 0 -250 0 -1,695 -1,220 -1,695 -1,470 190 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 1.2 93.4 95.7 96.0 96.9 4.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 12 13 13 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,156 COMMITMENTS 2,265 4,800 1,961 27,490 25,445 31,716 32,206 2,440 1,950 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,294) 605 175 -404 -1,315 -895 -1,114 -1,124 -180 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 14.1 5.7 80.5 74.5 92.9 94.3 7.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 3 23 20 27 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,260 COMMITMENTS 815 7,690 1,575 31,905 25,160 34,295 34,425 965 835 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,595) -35 -520 -290 -1,215 -720 -1,540 -1,530 -55 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 21.8 4.5 90.5 71.4 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 22 20 25 23 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,855 COMMITMENTS 750 450 0 28,984 30,205 29,734 30,655 1,121 200 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,335) -100 -150 0 -1,279 -1,175 -1,379 -1,325 44 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.5 0.0 93.9 97.9 96.4 99.4 3.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 11 9 14 10 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,620 COMMITMENTS 750 450 0 27,960 29,140 28,710 29,590 910 30 CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,180) -100 -150 0 -1,030 -1,020 -1,130 -1,170 -50 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.5 0.0 94.4 98.4 96.9 99.9 3.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 12 9 15 10
Updated March 18, 2014