MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders - Futures Only, January 27, 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 : 22,535: 1,555 0 0 20,215 21,865 21,770 21,865: 765 670
Old : 22,535: 1,555 0 0 20,215 21,865 21,770 21,865: 765 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 89.7 97.0 96.6 97.0: 3.4 3.0
Old : 100.0: 6.9 0.0 0.0 89.7 97.0 96.6 97.0: 3.4 3.0
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 : 25: 1 0 0 14 15 15 15:
Old : 25: 1 0 0 14 15 15 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 : 72.9 55.2 90.0 83.5 64.7 55.2 81.7 80.6
Old : 72.9 55.2 90.0 83.5 64.7 55.2 81.7 80.6
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 - Futures Only, January 27, 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 : 19,359: 1,664 0 0 17,131 18,619 18,795 18,619: 564 740
Old : 19,359: 1,664 0 0 17,131 18,619 18,795 18,619: 564 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 20: 140 0 0 0 0 140 0: -120 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 88.5 96.2 97.1 96.2: 2.9 3.8
Old : 100.0: 8.6 0.0 0.0 88.5 96.2 97.1 96.2: 2.9 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 : 23: 2 0 0 11 15 13 15:
Old : 23: 2 0 0 11 15 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 : 80.7 53.7 94.0 83.7 72.3 53.7 84.0 79.0
Old : 80.7 53.7 94.0 83.7 72.3 53.7 84.0 79.0
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 - Futures Only, January 27, 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 : 65,088: 290 0 0 62,711 62,759 63,001 62,759: 2,087 2,329
Old : 65,088: 290 0 0 62,711 62,759 63,001 62,759: 2,087 2,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 175: 0 0 0 175 355 175 355: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.3 96.4 96.8 96.4: 3.2 3.6
Old : 100.0: 0.4 0.0 0.0 96.3 96.4 96.8 96.4: 3.2 3.6
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 : 28: 1 0 0 18 21 19 21:
Old : 28: 1 0 0 18 21 19 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 : 84.0 74.1 91.3 87.3 79.7 69.0 83.1 78.4
Old : 84.0 74.1 91.3 87.3 79.7 69.0 83.1 78.4
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 - Futures Only, January 27, 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 : 60,107: 0 0 0 58,067 57,048 58,067 57,048: 2,040 3,059
Old : 60,107: 0 0 0 58,067 57,048 58,067 57,048: 2,040 3,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 94.9 96.6 94.9: 3.4 5.1
Old : 100.0: 0.0 0.0 0.0 96.6 94.9 96.6 94.9: 3.4 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 : 22: 0 0 0 16 17 16 17:
Old : 22: 0 0 0 16 17 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 : 84.8 75.6 91.4 88.8 81.0 69.1 84.8 80.3
Old : 84.8 75.6 91.4 88.8 81.0 69.1 84.8 80.3
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 - Futures Only, January 27, 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 : 13,936: 1,150 0 56 12,365 13,880 13,571 13,936: 365 0
Old : 13,936: 1,150 0 56 12,365 13,880 13,571 13,936: 365 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 600: 550 -50 50 0 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 0.4 88.7 99.6 97.4 100.0: 2.6 0.0
Old : 100.0: 8.3 0.0 0.4 88.7 99.6 97.4 100.0: 2.6 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 : 21: 2 0 2 15 7 17 9:
Old : 21: 2 0 2 15 7 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 : 57.1 93.7 80.5 100.0 53.9 86.5 72.8 87.9
Old : 57.1 93.7 80.5 100.0 53.9 86.5 72.8 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders - Futures Only, January 27, 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 : 9,310: 10 0 190 9,025 9,120 9,225 9,310: 85 0
Old : 9,310: 10 0 190 9,025 9,120 9,225 9,310: 85 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 2.0 96.9 98.0 99.1 100.0: 0.9 0.0
Old : 100.0: 0.1 0.0 2.0 96.9 98.0 99.1 100.0: 0.9 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 0 1 12 10 13 11:
Old : 20: 1 0 1 12 10 13 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 : 74.5 62.5 90.4 96.1 54.6 52.7 65.0 67.3
Old : 74.5 62.5 90.4 96.1 54.6 52.7 65.0 67.3
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 - Futures Only, January 27, 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 : 14,352: 150 1,795 327 13,595 12,055 14,072 14,177: 280 175
Old : 14,352: 150 1,795 327 13,595 12,055 14,072 14,177: 280 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 75: 0 -505 225 -150 355 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 12.5 2.3 94.7 84.0 98.0 98.8: 2.0 1.2
Old : 100.0: 1.0 12.5 2.3 94.7 84.0 98.0 98.8: 2.0 1.2
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 : 23: 1 2 1 16 13 18 15:
Old : 23: 1 2 1 16 13 18 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 : 59.5 60.9 81.9 87.6 51.4 52.5 66.5 70.9
Old : 59.5 60.9 81.9 87.6 51.4 52.5 66.5 70.9
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 - Futures Only, January 27, 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 : 12,565: 200 3,270 0 11,505 9,170 11,705 12,440: 860 125
Old : 12,565: 200 3,270 0 11,505 9,170 11,705 12,440: 860 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 26.0 0.0 91.6 73.0 93.2 99.0: 6.8 1.0
Old : 100.0: 1.6 26.0 0.0 91.6 73.0 93.2 99.0: 6.8 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 : 20: 1 2 0 13 9 14 11:
Old : 20: 1 2 0 13 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 : 63.2 62.0 84.1 93.6 55.2 55.3 70.0 79.0
Old : 63.2 62.0 84.1 93.6 55.2 55.3 70.0 79.0
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 - Futures Only, January 27, 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 : 21,526: 1,100 4,640 90 20,021 16,626 21,211 21,356: 315 170
Old : 21,526: 1,100 4,640 90 20,021 16,626 21,211 21,356: 315 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 21.6 0.4 93.0 77.2 98.5 99.2: 1.5 0.8
Old : 100.0: 5.1 21.6 0.4 93.0 77.2 98.5 99.2: 1.5 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 : 22: 1 2 1 14 11 16 13:
Old : 22: 1 2 1 14 11 16 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 : 67.0 93.3 88.8 97.8 66.5 89.6 88.2 94.1
Old : 67.0 93.3 88.8 97.8 66.5 89.6 88.2 94.1
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 - Futures Only, January 27, 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 : 58,125: 5,579 1,200 904 48,787 53,176 55,270 55,280: 2,855 2,845
Old : 58,125: 5,579 1,200 904 48,787 53,176 55,270 55,280: 2,855 2,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 840: -781 0 341 1,280 499 840 840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.1 1.6 83.9 91.5 95.1 95.1: 4.9 4.9
Old : 100.0: 9.6 2.1 1.6 83.9 91.5 95.1 95.1: 4.9 4.9
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 : 33: 2 1 2 23 24 25 27:
Old : 33: 2 1 2 23 24 25 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 : 53.5 51.8 78.3 71.2 52.1 51.8 69.6 66.7
Old : 53.5 51.8 78.3 71.2 52.1 51.8 69.6 66.7
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 - Futures Only, January 27, 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 : 49,777: 10,035 350 0 38,085 47,605 48,120 47,955: 1,657 1,822
Old : 49,777: 10,035 350 0 38,085 47,605 48,120 47,955: 1,657 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 290: 120 0 0 170 290 290 290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 0.7 0.0 76.5 95.6 96.7 96.3: 3.3 3.7
Old : 100.0: 20.2 0.7 0.0 76.5 95.6 96.7 96.3: 3.3 3.7
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 : 33: 2 1 0 20 23 22 24:
Old : 33: 2 1 0 20 23 22 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 : 59.5 52.1 85.0 72.9 57.1 52.1 76.5 69.7
Old : 59.5 52.1 85.0 72.9 57.1 52.1 76.5 69.7
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 - Futures Only, January 27, 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 : 29,660: 3,700 4,825 0 24,130 23,385 27,830 28,210: 1,830 1,450
Old : 29,660: 3,700 4,825 0 24,130 23,385 27,830 28,210: 1,830 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 16.3 0.0 81.4 78.8 93.8 95.1: 6.2 4.9
Old : 100.0: 12.5 16.3 0.0 81.4 78.8 93.8 95.1: 6.2 4.9
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 : 30: 2 1 0 19 22 21 23:
Old : 30: 2 1 0 19 22 21 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 : 51.8 55.4 80.2 74.9 46.9 45.6 56.6 57.7
Old : 51.8 55.4 80.2 74.9 46.9 45.6 56.6 57.7
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 - Futures Only, January 27, 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 : 24,825: 1,200 0 600 22,415 23,995 24,215 24,595: 610 230
Old : 24,825: 1,200 0 600 22,415 23,995 24,215 24,595: 610 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 2.4 90.3 96.7 97.5 99.1: 2.5 0.9
Old : 100.0: 4.8 0.0 2.4 90.3 96.7 97.5 99.1: 2.5 0.9
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 : 25: 2 0 1 19 15 21 16:
Old : 25: 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 : 61.5 56.1 77.6 78.8 53.1 47.5 63.5 61.4
Old : 61.5 56.1 77.6 78.8 53.1 47.5 63.5 61.4
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 - Futures Only, January 27, 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 : 27,268: 4,670 3,900 23 21,215 22,325 25,908 26,248: 1,360 1,020
Old : 27,268: 4,670 3,900 23 21,215 22,325 25,908 26,248: 1,360 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 175: 0 0 0 175 125 175 125: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.3 0.1 77.8 81.9 95.0 96.3: 5.0 3.7
Old : 100.0: 17.1 14.3 0.1 77.8 81.9 95.0 96.3: 5.0 3.7
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 : 30: 3 2 1 21 18 24 21:
Old : 30: 3 2 1 21 18 24 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 : 57.3 50.7 75.1 73.1 45.9 38.8 60.2 53.8
Old : 57.3 50.7 75.1 73.1 45.9 38.8 60.2 53.8
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 - Futures Only, January 27, 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 : 19,580: 0 300 810 16,685 16,820 17,495 17,930: 2,085 1,650
Old : 19,580: 0 300 810 16,685 16,820 17,495 17,930: 2,085 1,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 4.1 85.2 85.9 89.4 91.6: 10.6 8.4
Old : 100.0: 0.0 1.5 4.1 85.2 85.9 89.4 91.6: 10.6 8.4
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: 0 2 2 18 17 20 19:
Old : 23: 0 2 2 18 17 20 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 : 52.0 44.8 72.7 65.6 35.0 30.1 45.8 42.8
Old : 52.0 44.8 72.7 65.6 35.0 30.1 45.8 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2015