MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,014: 1,549 600 0 18,790 19,694 20,339 20,294: 675 720
Old : 21,014: 1,549 600 0 18,790 19,694 20,339 20,294: 675 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,078: -128 10 -10 -880 -1,028 -1,018 -1,028: -60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.9 0.0 89.4 93.7 96.8 96.6: 3.2 3.4
Old : 100.0: 7.4 2.9 0.0 89.4 93.7 96.8 96.6: 3.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 12 14 13 15:
Old : 24: 1 1 0 12 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 53.7 91.0 80.4 66.9 53.7 83.9 78.2
Old : 74.1 53.7 91.0 80.4 66.9 53.7 83.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,050: 1,520 600 0 16,056 16,850 17,576 17,450: 474 600
Old : 18,050: 1,520 600 0 16,056 16,850 17,576 17,450: 474 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -907: -127 30 -30 -705 -827 -862 -827: -45 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.3 0.0 89.0 93.4 97.4 96.7: 2.6 3.3
Old : 100.0: 8.4 3.3 0.0 89.0 93.4 97.4 96.7: 2.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 10 15 11 16:
Old : 22: 1 1 0 10 15 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.7 53.4 95.6 81.2 75.4 53.4 86.2 77.6
Old : 82.7 53.4 95.6 81.2 75.4 53.4 86.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,731: 370 0 155 57,011 57,317 57,536 57,472: 2,195 2,259
Old : 59,731: 370 0 155 57,011 57,317 57,536 57,472: 2,195 2,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,831: -240 0 -5 -2,740 -2,871 -2,985 -2,876: 154 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.3 95.4 96.0 96.3 96.2: 3.7 3.8
Old : 100.0: 0.6 0.0 0.3 95.4 96.0 96.3 96.2: 3.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 16 22 17 23:
Old : 28: 1 0 1 16 22 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 71.9 89.2 85.2 77.8 66.0 82.1 77.7
Old : 81.7 71.9 89.2 85.2 77.8 66.0 82.1 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,412: 370 0 155 51,917 51,446 52,442 51,601: 1,970 2,811
Old : 54,412: 370 0 155 51,917 51,446 52,442 51,601: 1,970 2,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,770: 5 0 -5 -2,735 -2,531 -2,735 -2,536: -35 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.3 95.4 94.5 96.4 94.8: 3.6 5.2
Old : 100.0: 0.7 0.0 0.3 95.4 94.5 96.4 94.8: 3.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 16 18 17 19:
Old : 24: 1 0 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 74.6 90.5 87.7 80.5 69.6 83.8 80.4
Old : 83.7 74.6 90.5 87.7 80.5 69.6 83.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 12,465: 1,200 0 0 10,790 12,345 11,990 12,345: 475 120
Old : 12,465: 1,200 0 0 10,790 12,345 11,990 12,345: 475 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -743: 25 0 -28 -885 -715 -888 -743: 145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 86.6 99.0 96.2 99.0: 3.8 1.0
Old : 100.0: 9.6 0.0 0.0 86.6 99.0 96.2 99.0: 3.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 14 8 16 8:
Old : 21: 2 0 0 14 8 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 90.6 82.4 99.0 53.0 86.7 73.2 87.1
Old : 56.6 90.6 82.4 99.0 53.0 86.7 73.2 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 12,133: 0 1,010 323 11,415 10,560 11,738 11,893: 395 240
Old : 12,133: 0 1,010 323 11,415 10,560 11,738 11,893: 395 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -682: -75 -405 -2 -735 -350 -812 -757: 130 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.3 2.7 94.1 87.0 96.7 98.0: 3.3 2.0
Old : 100.0: 0.0 8.3 2.7 94.1 87.0 96.7 98.0: 3.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 14 11 15 13:
Old : 20: 0 2 1 14 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 65.4 82.5 87.7 60.0 52.2 70.7 71.4
Old : 61.1 65.4 82.5 87.7 60.0 52.2 70.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 11,890: 0 3,270 0 11,495 8,410 11,495 11,680: 395 210
Old : 11,890: 0 3,270 0 11,495 8,410 11,495 11,680: 395 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -360: -100 -150 0 175 -295 75 -445: -435 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.5 0.0 96.7 70.7 96.7 98.2: 3.3 1.8
Old : 100.0: 0.0 27.5 0.0 96.7 70.7 96.7 98.2: 3.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 14 9 14 11:
Old : 20: 0 2 0 14 9 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 63.6 84.1 94.1 56.9 56.6 74.3 79.4
Old : 62.2 63.6 84.1 94.1 56.9 56.6 74.3 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,946: 350 5,500 190 27,231 22,131 27,771 27,821: 175 125
Old : 27,946: 350 5,500 190 27,231 22,131 27,771 27,821: 175 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -810: -350 -620 0 -290 -125 -640 -745: -170 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 19.7 0.7 97.4 79.2 99.4 99.6: 0.6 0.4
Old : 100.0: 1.3 19.7 0.7 97.4 79.2 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 18 12 20 13:
Old : 22: 1 1 1 18 12 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 89.3 88.2 97.9 72.4 87.6 87.0 91.8
Old : 73.0 89.3 88.2 97.9 72.4 87.6 87.0 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,405: 50 5,100 0 26,190 21,180 26,240 26,280: 165 125
Old : 26,405: 50 5,100 0 26,190 21,180 26,240 26,280: 165 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -310: -50 -185 0 -125 -115 -175 -300: -135 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 19.3 0.0 99.2 80.2 99.4 99.5: 0.6 0.5
Old : 100.0: 0.2 19.3 0.0 99.2 80.2 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 16 8 17 9:
Old : 21: 1 1 0 16 8 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 91.3 89.9 99.4 75.8 88.9 89.3 93.8
Old : 75.8 91.3 89.9 99.4 75.8 88.9 89.3 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 70,514: 10,982 580 999 55,458 65,850 67,439 67,429: 3,075 3,085
Old : 70,514: 10,982 580 999 55,458 65,850 67,439 67,429: 3,075 3,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -3,523: -561 -270 20 -2,752 -3,063 -3,293 -3,313: -230 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.8 1.4 78.6 93.4 95.6 95.6: 4.4 4.4
Old : 100.0: 15.6 0.8 1.4 78.6 93.4 95.6 95.6: 4.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 3 24 24 27 27:
Old : 33: 2 1 3 24 24 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 60.1 85.3 79.8 65.5 57.2 83.6 76.7
Old : 65.9 60.1 85.3 79.8 65.5 57.2 83.6 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 64,823: 15,651 230 0 47,493 62,923 63,144 63,153: 1,679 1,670
Old : 64,823: 15,651 230 0 47,493 62,923 63,144 63,153: 1,679 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,614: -492 30 0 -2,193 -2,718 -2,685 -2,688: 71 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 0.4 0.0 73.3 97.1 97.4 97.4: 2.6 2.6
Old : 100.0: 24.1 0.4 0.0 73.3 97.1 97.4 97.4: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 0 19 25 21 26:
Old : 33: 2 1 0 19 25 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 63.4 89.6 82.5 66.6 60.9 88.1 78.8
Old : 67.6 63.4 89.6 82.5 66.6 60.9 88.1 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,080: 3,250 4,625 0 24,025 23,275 27,275 27,900: 1,805 1,180
Old : 29,080: 3,250 4,625 0 24,025 23,275 27,275 27,900: 1,805 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,615: -225 -100 0 -1,535 -1,410 -1,760 -1,510: 145 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 15.9 0.0 82.6 80.0 93.8 95.9: 6.2 4.1
Old : 100.0: 11.2 15.9 0.0 82.6 80.0 93.8 95.9: 6.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 0 16 18 18 19:
Old : 25: 2 1 0 16 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 57.6 80.6 79.2 44.7 50.9 59.1 59.7
Old : 49.9 57.6 80.6 79.2 44.7 50.9 59.1 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,750: 1,000 0 600 22,580 23,950 24,180 24,550: 570 200
Old : 24,750: 1,000 0 600 22,580 23,950 24,180 24,550: 570 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,195: -100 0 0 -1,075 -1,180 -1,175 -1,180: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 2.4 91.2 96.8 97.7 99.2: 2.3 0.8
Old : 100.0: 4.0 0.0 2.4 91.2 96.8 97.7 99.2: 2.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 19 15 21 16:
Old : 24: 2 0 1 19 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 58.3 75.6 80.9 46.4 44.4 57.7 57.8
Old : 56.9 58.3 75.6 80.9 46.4 44.4 57.7 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,919: 4,310 4,550 9 21,220 21,340 25,539 25,899: 1,380 1,020
Old : 26,919: 4,310 4,550 9 21,220 21,340 25,539 25,899: 1,380 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,522: -150 -275 -7 -1,250 -1,140 -1,407 -1,422: -115 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.9 0.0 78.8 79.3 94.9 96.2: 5.1 3.8
Old : 100.0: 16.0 16.9 0.0 78.8 79.3 94.9 96.2: 5.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 1 19 18 22 21:
Old : 28: 3 2 1 19 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 47.5 76.9 70.8 51.0 35.8 64.5 55.3
Old : 54.6 47.5 76.9 70.8 51.0 35.8 64.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,015: 100 1,450 710 18,880 17,905 19,690 20,065: 1,325 950
Old : 21,015: 100 1,450 710 18,880 17,905 19,690 20,065: 1,325 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -640: 75 0 -75 -435 -390 -435 -465: -205 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 6.9 3.4 89.8 85.2 93.7 95.5: 6.3 4.5
Old : 100.0: 0.5 6.9 3.4 89.8 85.2 93.7 95.5: 6.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 18 17 20 20:
Old : 25: 1 2 2 18 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 42.3 76.4 67.6 45.8 30.8 55.3 50.9
Old : 59.1 42.3 76.4 67.6 45.8 30.8 55.3 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015