MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 22,092: 1,677 590 10 19,670 20,722 21,357 21,322: 735 770
Old : 22,092: 1,677 590 10 19,670 20,722 21,357 21,322: 735 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -983: -128 10 -10 -935 -1,083 -1,073 -1,083: 90 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.7 0.0 89.0 93.8 96.7 96.5: 3.3 3.5
Old : 100.0: 7.6 2.7 0.0 89.0 93.8 96.7 96.5: 3.3 3.5
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 1 1 13 14 15 15:
Old : 25: 1 1 1 13 14 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 : 73.4 53.9 90.7 81.1 65.9 53.9 83.2 78.6
Old : 73.4 53.9 90.7 81.1 65.9 53.9 83.2 78.6
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 with Delta-adjusted Options and Futures Combined, February 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 : 18,957: 1,647 570 30 16,761 17,677 18,438 18,277: 519 680
Old : 18,957: 1,647 570 30 16,761 17,677 18,438 18,277: 519 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -942: -127 10 -10 -760 -882 -897 -882: -45 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.0 0.2 88.4 93.2 97.3 96.4: 2.7 3.6
Old : 100.0: 8.7 3.0 0.2 88.4 93.2 97.3 96.4: 2.7 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 : 22: 1 1 1 10 15 12 16:
Old : 22: 1 1 1 10 15 12 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 : 82.3 53.2 95.3 81.7 74.7 53.2 85.8 77.5
Old : 82.3 53.2 95.3 81.7 74.7 53.2 85.8 77.5
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, February 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 : 62,502: 245 0 0 60,216 60,053 60,461 60,053: 2,041 2,449
Old : 62,502: 245 0 0 60,216 60,053 60,461 60,053: 2,041 2,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -3,261: -45 0 0 -3,170 -3,261 -3,215 -3,261: -46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.3 96.1 96.7 96.1: 3.3 3.9
Old : 100.0: 0.4 0.0 0.0 96.3 96.1 96.7 96.1: 3.3 3.9
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 : 29: 1 0 0 18 22 19 22:
Old : 29: 1 0 0 18 22 19 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 : 83.4 72.9 90.8 86.0 79.5 67.5 83.6 77.7
Old : 83.4 72.9 90.8 86.0 79.5 67.5 83.6 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, February 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 : 57,122: 0 0 0 55,117 53,942 55,117 53,942: 2,005 3,180
Old : 57,122: 0 0 0 55,117 53,942 55,117 53,942: 2,005 3,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -3,585: 0 0 0 -3,550 -3,586 -3,550 -3,586: -35 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 94.4 96.5 94.4: 3.5 5.6
Old : 100.0: 0.0 0.0 0.0 96.5 94.4 96.5 94.4: 3.5 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 : 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 : 85.2 75.2 91.9 88.3 82.0 69.4 85.1 80.4
Old : 85.2 75.2 91.9 88.3 82.0 69.4 85.1 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, February 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 : 13,208: 1,175 0 28 11,675 13,060 12,878 13,088: 330 120
Old : 13,208: 1,175 0 28 11,675 13,060 12,878 13,088: 330 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -728: 25 0 -28 -690 -820 -693 -848: -35 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.2 88.4 98.9 97.5 99.1: 2.5 0.9
Old : 100.0: 8.9 0.0 0.2 88.4 98.9 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 : 21: 2 0 2 15 8 17 10:
Old : 21: 2 0 2 15 8 17 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 : 56.8 92.3 81.8 98.9 53.4 85.6 72.9 85.6
Old : 56.8 92.3 81.8 98.9 53.4 85.6 72.9 85.6
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 with Delta-adjusted Options and Futures Combined, February 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 : 9,240: 0 90 100 9,060 9,050 9,160 9,240: 80 0
Old : 9,240: 0 90 100 9,060 9,050 9,160 9,240: 80 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -70: -10 90 -90 35 -70 -65 -70: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.1 98.1 97.9 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 1.0 1.1 98.1 97.9 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: 0 1 1 12 11 13 12:
Old : 20: 0 1 1 12 11 13 12:
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 : 73.5 69.7 91.2 94.2 58.9 58.5 67.6 69.2
Old : 73.5 69.7 91.2 94.2 58.9 58.5 67.6 69.2
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, February 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 : 12,715: 75 1,390 325 12,050 10,835 12,450 12,550: 265 165
Old : 12,715: 75 1,390 325 12,050 10,835 12,450 12,550: 265 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,657: -75 -405 -2 -1,565 -1,240 -1,642 -1,647: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 10.9 2.6 94.8 85.2 97.9 98.7: 2.1 1.3
Old : 100.0: 0.6 10.9 2.6 94.8 85.2 97.9 98.7: 2.1 1.3
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 : 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 : 57.3 59.1 79.9 87.3 51.4 51.2 63.9 66.3
Old : 57.3 59.1 79.9 87.3 51.4 51.2 63.9 66.3
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, February 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 : 12,200: 100 3,420 0 11,270 8,655 11,370 12,075: 830 125
Old : 12,200: 100 3,420 0 11,270 8,655 11,370 12,075: 830 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -965: -100 -150 0 -835 -815 -935 -965: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 28.0 0.0 92.4 70.9 93.2 99.0: 6.8 1.0
Old : 100.0: 0.8 28.0 0.0 92.4 70.9 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 : 59.2 63.4 83.7 94.1 49.5 55.9 69.4 79.1
Old : 59.2 63.4 83.7 94.1 49.5 55.9 69.4 79.1
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, February 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 : 25,496: 700 3,945 165 24,406 21,256 25,271 25,366: 225 130
Old : 25,496: 700 3,945 165 24,406 21,256 25,271 25,366: 225 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 3,845: -375 -670 50 4,195 4,485 3,870 3,865: -25 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 15.5 0.6 95.7 83.4 99.1 99.5: 0.9 0.5
Old : 100.0: 2.7 15.5 0.6 95.7 83.4 99.1 99.5: 0.9 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 : 25: 1 2 1 17 12 19 14:
Old : 25: 1 2 1 17 12 19 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 : 72.3 88.1 89.6 97.2 71.4 86.0 88.2 93.1
Old : 72.3 88.1 89.6 97.2 71.4 86.0 88.2 93.1
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, February 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 : 23,875: 100 3,185 0 23,595 20,615 23,695 23,800: 180 75
Old : 23,875: 100 3,185 0 23,595 20,615 23,695 23,800: 180 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 13.3 0.0 98.8 86.3 99.2 99.7: 0.8 0.3
Old : 100.0: 0.4 13.3 0.0 98.8 86.3 99.2 99.7: 0.8 0.3
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 : 20: 1 1 0 15 9 16 10:
Old : 20: 1 1 0 15 9 16 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 : 77.8 90.1 93.8 99.4 77.8 87.4 91.7 95.2
Old : 77.8 90.1 93.8 99.4 77.8 87.4 91.7 95.2
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, February 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 : 62,597: 4,743 750 979 53,549 57,552 59,271 59,281: 3,326 3,316
Old : 62,597: 4,743 750 979 53,549 57,552 59,271 59,281: 3,326 3,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 3,172: -811 -425 50 3,676 3,290 2,915 2,915: 257 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.2 1.6 85.5 91.9 94.7 94.7: 5.3 5.3
Old : 100.0: 7.6 1.2 1.6 85.5 91.9 94.7 94.7: 5.3 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 : 33: 2 1 2 22 25 24 28:
Old : 33: 2 1 2 22 25 24 28:
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 : 60.1 52.6 81.8 75.7 59.3 50.2 79.2 71.1
Old : 60.1 52.6 81.8 75.7 59.3 50.2 79.2 71.1
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, February 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 : 55,839: 9,543 200 0 44,688 53,863 54,231 54,063: 1,608 1,776
Old : 55,839: 9,543 200 0 44,688 53,863 54,231 54,063: 1,608 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 4,397: -492 -150 0 4,938 4,593 4,446 4,443: -49 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.4 0.0 80.0 96.5 97.1 96.8: 2.9 3.2
Old : 100.0: 17.1 0.4 0.0 80.0 96.5 97.1 96.8: 2.9 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 : 33: 2 1 0 19 23 21 24:
Old : 33: 2 1 0 19 23 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 : 63.5 57.8 88.9 79.2 62.8 54.2 86.4 75.6
Old : 63.5 57.8 88.9 79.2 62.8 54.2 86.4 75.6
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, February 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 : 28,795: 3,475 4,725 0 23,660 22,785 27,135 27,510: 1,660 1,285
Old : 28,795: 3,475 4,725 0 23,660 22,785 27,135 27,510: 1,660 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -865: -225 -100 0 -470 -600 -695 -700: -170 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 16.4 0.0 82.2 79.1 94.2 95.5: 5.8 4.5
Old : 100.0: 12.1 16.4 0.0 82.2 79.1 94.2 95.5: 5.8 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 : 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 : 52.1 57.5 80.9 76.4 46.4 44.9 57.7 56.0
Old : 52.1 57.5 80.9 76.4 46.4 44.9 57.7 56.0
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, February 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 : 23,980: 1,100 0 600 21,690 23,165 23,390 23,765: 590 215
Old : 23,980: 1,100 0 600 21,690 23,165 23,390 23,765: 590 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -845: -100 0 0 -725 -830 -825 -830: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 2.5 90.5 96.6 97.5 99.1: 2.5 0.9
Old : 100.0: 4.6 0.0 2.5 90.5 96.6 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 : 61.0 56.9 78.1 79.5 50.2 46.7 60.2 59.7
Old : 61.0 56.9 78.1 79.5 50.2 46.7 60.2 59.7
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, February 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 : 27,006: 4,520 4,825 16 21,225 21,295 25,761 26,136: 1,245 870
Old : 27,006: 4,520 4,825 16 21,225 21,295 25,761 26,136: 1,245 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -822: -150 325 -7 -550 -1,040 -707 -722: -115 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.9 0.1 78.6 78.9 95.4 96.8: 4.6 3.2
Old : 100.0: 16.7 17.9 0.1 78.6 78.9 95.4 96.8: 4.6 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 : 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 : 58.6 50.8 76.5 74.1 50.7 40.7 64.7 58.6
Old : 58.6 50.8 76.5 74.1 50.7 40.7 64.7 58.6
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, February 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 : 20,130: 25 1,450 785 17,440 16,420 18,250 18,655: 1,880 1,475
Old : 20,130: 25 1,450 785 17,440 16,420 18,250 18,655: 1,880 1,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -100: 25 550 -25 105 -450 105 75: -205 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.2 3.9 86.6 81.6 90.7 92.7: 9.3 7.3
Old : 100.0: 0.1 7.2 3.9 86.6 81.6 90.7 92.7: 9.3 7.3
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 : 26: 1 2 2 19 18 21 21:
Old : 26: 1 2 2 19 18 21 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 : 56.3 41.5 74.7 66.4 41.3 28.0 50.8 45.7
Old : 56.3 41.5 74.7 66.4 41.3 28.0 50.8 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2015