MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,694 COMMITMENTS 7,179 0 0 12,050 19,259 19,229 19,259 465 435 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 535) 0 0 0 535 535 535 535 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 0.0 0.0 61.2 97.8 97.6 97.8 2.4 2.2 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 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,043 COMMITMENTS 7,144 0 0 11,465 18,633 18,609 18,633 434 410 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 295) 0 0 0 295 295 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 0.0 0.0 60.2 97.8 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 15 11 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,518 COMMITMENTS 498 850 0 52,250 51,713 52,748 52,563 770 955 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -3,550) 0 -50 0 -3,550 -3,500 -3,550 -3,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.6 0.0 97.6 96.6 98.6 98.2 1.4 1.8 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 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,535 COMMITMENTS 450 850 0 46,565 45,965 47,015 46,815 520 720 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -3,325) 0 -50 0 -3,325 -3,275 -3,325 -3,325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.8 0.0 98.0 96.7 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 0 15 17 16 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,145 COMMITMENTS 100 1,975 75 16,600 15,095 16,775 17,145 370 0 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 2,040) 0 0 0 2,040 2,040 2,040 2,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 11.5 0.4 96.8 88.0 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 8 16 9 PJM.EASTERN HUB_month_on_dap - NODAL EXCHANGE Code-064EAS OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,980 COMMITMENTS 1,220 50 300 9,225 10,415 10,745 10,765 235 215 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.5 2.7 84.0 94.9 97.9 98.0 2.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 1 8 12 11 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,320 COMMITMENTS 0 4,745 100 14,875 10,475 14,975 15,320 345 0 CHANGES FROM 03/18/14 (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 31.0 0.7 97.1 68.4 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 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,576 COMMITMENTS 0 1,300 750 26,111 25,226 26,861 27,276 715 300 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 700) -50 50 50 700 600 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 2.7 94.7 91.5 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 2 19 12 21 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,291 COMMITMENTS 0 1,050 600 25,351 24,471 25,951 26,121 340 170 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 2.3 96.4 93.1 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 16 8 17 10 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,294 COMMITMENTS 8,613 0 346 50,535 59,148 59,494 59,494 4,800 4,800 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 45) 100 0 0 -55 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 0.0 0.5 78.6 92.0 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 3 19 26 23 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,311 COMMITMENTS 10,245 0 0 45,870 56,186 56,115 56,186 6,196 6,125 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -95) 0 0 0 -95 -95 -95 -95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 0.0 0.0 73.6 90.2 90.1 90.2 9.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 0 19 23 22 23 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,110 COMMITMENTS 5,500 3,175 1,275 37,565 39,780 44,340 44,230 2,770 2,880 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -290) 0 450 -250 0 -450 -250 -250 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 6.7 2.7 79.7 84.4 94.1 93.9 5.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 4 23 21 27 26 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,941 COMMITMENTS 8,900 1,175 741 32,655 40,160 42,296 42,076 645 865 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -384) -550 -100 16 100 -350 -434 -434 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 2.7 1.7 76.0 93.5 98.5 98.0 1.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 21 18 24 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,070 COMMITMENTS 12,800 3,055 565 12,115 21,960 25,480 25,580 590 490 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.1 11.7 2.2 46.5 84.2 97.7 98.1 2.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 14 17 15 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,415 COMMITMENTS 350 0 300 23,750 24,325 24,400 24,625 1,015 790 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -275) 0 0 0 -275 -275 -275 -275 0 0 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 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,173 COMMITMENTS 3,295 4,770 1,933 26,580 25,595 31,808 32,298 2,365 1,875 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -250) 150 -450 50 -425 200 -225 -200 -25 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 14.0 5.7 77.8 74.9 93.1 94.5 6.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 4 3 24 21 28 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,048 COMMITMENTS 1,165 7,230 1,178 31,880 25,815 34,223 34,223 825 825 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -217) 380 -325 -417 -230 475 -267 -267 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 20.6 3.4 91.0 73.7 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 3 23 21 26 24 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,725 COMMITMENTS 250 450 0 25,354 26,075 25,604 26,525 1,121 200 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -4,075) -50 0 0 -4,025 -4,075 -4,075 -4,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.7 0.0 94.9 97.6 95.8 99.3 4.2 0.7 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 03/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,010 COMMITMENTS 250 450 0 24,850 25,530 25,100 25,980 910 30 CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -3,625) -50 0 0 -3,575 -3,625 -3,625 -3,625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.7 0.0 95.5 98.2 96.5 99.9 3.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 12 9 15 10
Updated March 28, 2014