ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 14,937: 270 150 0 14,557 14,302 14,827 14,452: 110 485 Old : 14,937: 270 150 0 14,557 14,302 14,827 14,452: 110 485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 20: 0 0 0 20 20 20 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 1.0 0.0 97.5 95.7 99.3 96.8: 0.7 3.2 Old : 100.0: 1.8 1.0 0.0 97.5 95.7 99.3 96.8: 0.7 3.2 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 : 20: 1 1 0 12 9 13 10: Old : 20: 1 1 0 12 9 13 10: 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 : 71.2 68.5 90.4 95.4 71.2 64.8 84.4 85.5 Old : 71.2 68.5 90.4 95.4 71.2 64.8 84.4 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,776: 2,652 0 0 17,939 20,566 20,591 20,566: 1,185 1,210 Old : 21,776: 2,652 0 0 17,939 20,566 20,591 20,566: 1,185 1,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 365: 0 0 0 365 365 365 365: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 0.0 0.0 82.4 94.4 94.6 94.4: 5.4 5.6 Old : 100.0: 12.2 0.0 0.0 82.4 94.4 94.6 94.4: 5.4 5.6 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 : 24: 2 0 0 12 16 14 16: Old : 24: 2 0 0 12 16 14 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 : 66.8 51.4 87.0 80.0 57.3 51.4 77.5 76.2 Old : 66.8 51.4 87.0 80.0 57.3 51.4 77.5 76.2 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 19,525: 2,620 0 0 15,996 18,535 18,616 18,535: 909 990 Old : 19,525: 2,620 0 0 15,996 18,535 18,616 18,535: 909 990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 221: 0 0 0 221 221 221 221: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 0.0 0.0 81.9 94.9 95.3 94.9: 4.7 5.1 Old : 100.0: 13.4 0.0 0.0 81.9 94.9 95.3 94.9: 4.7 5.1 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 : 24: 2 0 0 10 17 12 17: Old : 24: 2 0 0 10 17 12 17: 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 : 80.1 51.6 92.9 80.9 71.0 51.6 81.9 73.8 Old : 80.1 51.6 92.9 80.9 71.0 51.6 81.9 73.8 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 60,834: 100 1,500 0 59,751 58,442 59,851 59,942: 983 892 Old : 60,834: 100 1,500 0 59,751 58,442 59,851 59,942: 983 892 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 180: 0 0 0 180 210 180 210: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 2.5 0.0 98.2 96.1 98.4 98.5: 1.6 1.5 Old : 100.0: 0.2 2.5 0.0 98.2 96.1 98.4 98.5: 1.6 1.5 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 : 27: 1 1 0 15 20 16 21: Old : 27: 1 1 0 15 20 16 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 : 86.9 73.5 94.7 91.0 86.9 72.9 90.7 86.2 Old : 86.9 73.5 94.7 91.0 86.9 72.9 90.7 86.2 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 57,672: 0 1,500 0 57,162 55,260 57,162 56,760: 510 912 Old : 57,672: 0 1,500 0 57,162 55,260 57,162 56,760: 510 912 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 180: 0 0 0 180 210 180 210: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.6 0.0 99.1 95.8 99.1 98.4: 0.9 1.6 Old : 100.0: 0.0 2.6 0.0 99.1 95.8 99.1 98.4: 0.9 1.6 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 : 25: 0 1 0 16 19 16 20: Old : 25: 0 1 0 16 19 16 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 : 89.5 75.1 95.9 91.9 88.4 73.8 91.7 86.7 Old : 89.5 75.1 95.9 91.9 88.4 73.8 91.7 86.7 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 15,392: 100 3,580 77 15,015 11,655 15,192 15,312: 200 80 Old : 15,392: 100 3,580 77 15,015 11,655 15,192 15,312: 200 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 102: 0 -225 77 25 250 102 102: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 23.3 0.5 97.6 75.7 98.7 99.5: 1.3 0.5 Old : 100.0: 0.6 23.3 0.5 97.6 75.7 98.7 99.5: 1.3 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 : 24: 1 3 2 16 10 19 13: Old : 24: 1 3 2 16 10 19 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 : 61.2 54.2 83.6 84.6 53.4 51.5 64.2 67.3 Old : 61.2 54.2 83.6 84.6 53.4 51.5 64.2 67.3 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,859: 720 4,060 100 21,424 18,614 22,244 22,774: 615 85 Old : 22,859: 720 4,060 100 21,424 18,614 22,244 22,774: 615 85 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 364: 320 490 0 44 -126 364 364: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 17.8 0.4 93.7 81.4 97.3 99.6: 2.7 0.4 Old : 100.0: 3.1 17.8 0.4 93.7 81.4 97.3 99.6: 2.7 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 : 23: 1 3 1 14 11 16 14: Old : 23: 1 3 1 14 11 16 14: 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 : 68.7 86.7 88.0 96.4 68.2 82.0 85.2 90.0 Old : 68.7 86.7 88.0 96.4 68.2 82.0 85.2 90.0 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,292: 7,655 1,370 994 44,398 50,713 53,047 53,077: 3,245 3,215 Old : 56,292: 7,655 1,370 994 44,398 50,713 53,047 53,077: 3,245 3,215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 765: -15 270 50 730 445 765 765: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 2.4 1.8 78.9 90.1 94.2 94.3: 5.8 5.7 Old : 100.0: 13.6 2.4 1.8 78.9 90.1 94.2 94.3: 5.8 5.7 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 : 32: 2 2 2 20 22 23 25: Old : 32: 2 2 2 20 22 23 25: 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 : 47.8 49.9 71.2 70.0 43.5 49.9 61.1 67.3 Old : 47.8 49.9 71.2 70.0 43.5 49.9 61.1 67.3 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 47,248: 8,050 950 300 36,618 43,718 44,968 44,968: 2,280 2,280 Old : 47,248: 8,050 950 300 36,618 43,718 44,968 44,968: 2,280 2,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 120: -30 0 0 150 120 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 2.0 0.6 77.5 92.5 95.2 95.2: 4.8 4.8 Old : 100.0: 17.0 2.0 0.6 77.5 92.5 95.2 95.2: 4.8 4.8 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 : 32: 3 1 1 18 21 22 22: Old : 32: 3 1 1 18 21 22 22: 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 : 50.4 49.8 76.7 74.1 46.9 49.8 65.3 69.1 Old : 50.4 49.8 76.7 74.1 46.9 49.8 65.3 69.1 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 34,255: 3,700 5,975 0 28,125 26,545 31,825 32,520: 2,430 1,735 Old : 34,255: 3,700 5,975 0 28,125 26,545 31,825 32,520: 2,430 1,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 30: 100 -130 0 -70 30 30 -100: 0 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 17.4 0.0 82.1 77.5 92.9 94.9: 7.1 5.1 Old : 100.0: 10.8 17.4 0.0 82.1 77.5 92.9 94.9: 7.1 5.1 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 : 28: 2 2 0 19 22 21 24: Old : 28: 2 2 0 19 22 21 24: 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 : 57.1 48.7 77.4 69.2 55.7 39.4 61.1 52.3 Old : 57.1 48.7 77.4 69.2 55.7 39.4 61.1 52.3 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,140: 800 600 1,050 28,655 29,345 30,505 30,995: 635 145 Old : 31,140: 800 600 1,050 28,655 29,345 30,505 30,995: 635 145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 0: 0 0 0 0 -10 0 -10: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 1.9 3.4 92.0 94.2 98.0 99.5: 2.0 0.5 Old : 100.0: 2.6 1.9 3.4 92.0 94.2 98.0 99.5: 2.0 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 : 29: 1 1 1 21 18 23 20: Old : 29: 1 1 1 21 18 23 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 : 58.0 56.2 73.0 74.8 49.6 53.5 63.3 66.2 Old : 58.0 56.2 73.0 74.8 49.6 53.5 63.3 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,825: 13,500 3,630 870 10,140 20,310 24,510 24,810: 315 15 Old : 24,825: 13,500 3,630 870 10,140 20,310 24,510 24,810: 315 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 14.6 3.5 40.8 81.8 98.7 99.9: 1.3 0.1 Old : 100.0: 54.4 14.6 3.5 40.8 81.8 98.7 99.9: 1.3 0.1 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 : 22: 2 2 1 13 15 16 17: Old : 22: 2 2 1 13 15 16 17: 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 : 71.0 66.1 86.5 90.0 70.6 54.6 78.7 72.6 Old : 71.0 66.1 86.5 90.0 70.6 54.6 78.7 72.6 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,248: 5,810 5,025 473 22,875 24,080 29,158 29,578: 2,090 1,670 Old : 31,248: 5,810 5,025 473 22,875 24,080 29,158 29,578: 2,090 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 150: 0 100 0 100 0 100 100: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 16.1 1.5 73.2 77.1 93.3 94.7: 6.7 5.3 Old : 100.0: 18.6 16.1 1.5 73.2 77.1 93.3 94.7: 6.7 5.3 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 : 32: 3 2 2 22 21 25 25: Old : 32: 3 2 2 22 21 25 25: 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 : 52.5 48.8 73.6 67.7 48.1 41.0 65.0 57.7 Old : 52.5 48.8 73.6 67.7 48.1 41.0 65.0 57.7 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, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,715: 175 724 986 20,440 20,140 21,601 21,850: 2,114 1,865 Old : 23,715: 175 724 986 20,440 20,140 21,601 21,850: 2,114 1,865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 3.1 4.2 86.2 84.9 91.1 92.1: 8.9 7.9 Old : 100.0: 0.7 3.1 4.2 86.2 84.9 91.1 92.1: 8.9 7.9 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 : 27: 1 2 2 20 19 22 22: Old : 27: 1 2 2 20 19 22 22: 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 : 48.6 39.2 68.7 64.1 33.9 32.2 44.7 47.2 Old : 48.6 39.2 68.7 64.1 33.9 32.2 44.7 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,415: 600 100 0 24,925 26,315 25,525 26,415: 890 0 Old : 26,415: 600 100 0 24,925 26,315 25,525 26,415: 890 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2014 : : 530: 0 0 0 530 530 530 530: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.4 0.0 94.4 99.6 96.6 100.0: 3.4 0.0 Old : 100.0: 2.3 0.4 0.0 94.4 99.6 96.6 100.0: 3.4 0.0 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: 1 1 0 12 8 13 9: Old : 20: 1 1 0 12 8 13 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 : 71.1 83.8 89.1 99.6 71.1 83.8 89.1 98.3 Old : 71.1 83.8 89.1 99.6 71.1 83.8 89.1 98.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2014