ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,557: 0 0 0 29,892 30,177 29,892 30,177: 1,665 1,380
Old : 31,557: 0 0 0 29,892 30,177 29,892 30,177: 1,665 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,240: 0 0 0 3,240 3,240 3,240 3,240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 95.6 94.7 95.6: 5.3 4.4
Old : 100.0: 0.0 0.0 0.0 94.7 95.6 94.7 95.6: 5.3 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 : 20: 0 0 0 11 14 11 14:
Old : 20: 0 0 0 11 14 11 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 : 76.4 61.9 92.4 84.8 64.8 59.9 80.5 77.0
Old : 76.4 61.9 92.4 84.8 64.8 59.9 80.5 77.0
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,172: 0 850 0 34,382 33,362 34,382 34,212: 2,790 2,960
Old : 37,172: 0 850 0 34,382 33,362 34,382 34,212: 2,790 2,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -1,060: 0 0 0 -1,025 -975 -1,025 -975: -35 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 92.5 89.8 92.5 92.0: 7.5 8.0
Old : 100.0: 0.0 2.3 0.0 92.5 89.8 92.5 92.0: 7.5 8.0
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 : 24: 0 1 0 13 18 13 19:
Old : 24: 0 1 0 13 18 13 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 : 77.4 50.2 90.7 73.6 77.4 50.2 83.2 73.2
Old : 77.4 50.2 90.7 73.6 77.4 50.2 83.2 73.2
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 - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,065: 0 850 0 30,958 29,938 30,958 30,788: 3,107 3,277
Old : 34,065: 0 850 0 30,958 29,938 30,958 30,788: 3,107 3,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -420: 0 0 0 -435 -385 -435 -385: 15 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 90.9 87.9 90.9 90.4: 9.1 9.6
Old : 100.0: 0.0 2.5 0.0 90.9 87.9 90.9 90.4: 9.1 9.6
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: 0 1 0 11 18 11 19:
Old : 24: 0 1 0 11 18 11 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 : 76.6 50.0 89.4 71.7 76.6 50.0 84.2 71.2
Old : 76.6 50.0 89.4 71.7 76.6 50.0 84.2 71.2
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,785: 0 21,260 405 31,175 10,325 31,580 31,990: 2,205 1,795
Old : 33,785: 0 21,260 405 31,175 10,325 31,580 31,990: 2,205 1,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 290: 0 -950 150 -55 895 95 95: 195 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 62.9 1.2 92.3 30.6 93.5 94.7: 6.5 5.3
Old : 100.0: 0.0 62.9 1.2 92.3 30.6 93.5 94.7: 6.5 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 : 26: 0 5 2 15 13 17 18:
Old : 26: 0 5 2 15 13 17 18:
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 : 69.3 79.9 84.9 88.0 65.9 79.0 79.6 85.3
Old : 69.3 79.9 84.9 88.0 65.9 79.0 79.6 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,730: 0 16,615 710 28,190 11,865 28,900 29,190: 1,830 1,540
Old : 30,730: 0 16,615 710 28,190 11,865 28,900 29,190: 1,830 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 135: 0 -250 0 5 255 5 5: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 54.1 2.3 91.7 38.6 94.0 95.0: 6.0 5.0
Old : 100.0: 0.0 54.1 2.3 91.7 38.6 94.0 95.0: 6.0 5.0
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 : 26: 0 5 2 13 15 15 20:
Old : 26: 0 5 2 13 15 15 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 : 69.5 76.8 83.3 86.7 64.3 74.0 75.7 80.9
Old : 69.5 76.8 83.3 86.7 64.3 74.0 75.7 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,913: 3,475 3,035 100 21,658 22,178 25,233 25,313: 1,680 1,600
Old : 26,913: 3,475 3,035 100 21,658 22,178 25,233 25,313: 1,680 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -655: 0 -50 0 -715 -665 -715 -715: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.3 0.4 80.5 82.4 93.8 94.1: 6.2 5.9
Old : 100.0: 12.9 11.3 0.4 80.5 82.4 93.8 94.1: 6.2 5.9
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 : 26: 2 3 1 18 13 21 16:
Old : 26: 2 3 1 18 13 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 : 53.4 77.2 76.4 89.0 36.1 60.5 57.9 65.7
Old : 53.4 77.2 76.4 89.0 36.1 60.5 57.9 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,973: 3,475 3,060 100 18,005 18,573 21,580 21,733: 1,393 1,240
Old : 22,973: 3,475 3,060 100 18,005 18,573 21,580 21,733: 1,393 1,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -730: 0 -50 0 -650 -600 -650 -650: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.3 0.4 78.4 80.8 93.9 94.6: 6.1 5.4
Old : 100.0: 15.1 13.3 0.4 78.4 80.8 93.9 94.6: 6.1 5.4
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: 2 3 1 16 13 19 16:
Old : 24: 2 3 1 16 13 19 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 : 52.2 77.6 78.3 89.5 35.6 57.5 55.9 62.2
Old : 52.2 77.6 78.3 89.5 35.6 57.5 55.9 62.2
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 - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,055: 0 16,790 0 42,750 26,080 42,750 42,870: 305 185
Old : 43,055: 0 16,790 0 42,750 26,080 42,750 42,870: 305 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 200: 0 -250 0 375 625 375 375: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 39.0 0.0 99.3 60.6 99.3 99.6: 0.7 0.4
Old : 100.0: 0.0 39.0 0.0 99.3 60.6 99.3 99.6: 0.7 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 : 27: 0 4 0 16 16 16 20:
Old : 27: 0 4 0 16 16 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 : 79.9 85.2 93.5 92.7 75.1 83.4 87.4 89.7
Old : 79.9 85.2 93.5 92.7 75.1 83.4 87.4 89.7
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,825: 0 15,815 0 36,370 20,675 36,370 36,490: 455 335
Old : 36,825: 0 15,815 0 36,370 20,675 36,370 36,490: 455 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 175: 0 -300 0 350 650 350 350: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.9 0.0 98.8 56.1 98.8 99.1: 1.2 0.9
Old : 100.0: 0.0 42.9 0.0 98.8 56.1 98.8 99.1: 1.2 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: 0 4 0 14 12 14 16:
Old : 25: 0 4 0 14 12 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 : 79.4 87.8 92.4 94.9 74.4 85.0 86.4 90.1
Old : 79.4 87.8 92.4 94.9 74.4 85.0 86.4 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,215: 1,100 1,630 280 27,430 26,870 28,810 28,780: 1,405 1,435
Old : 30,215: 1,100 1,630 280 27,430 26,870 28,810 28,780: 1,405 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -150: -200 -50 0 50 -100 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.4 0.9 90.8 88.9 95.3 95.3: 4.7 4.7
Old : 100.0: 3.6 5.4 0.9 90.8 88.9 95.3 95.3: 4.7 4.7
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 : 26: 2 3 2 19 7 23 10:
Old : 26: 2 3 2 19 7 23 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 : 72.9 83.3 85.5 94.5 70.7 80.2 80.0 85.3
Old : 72.9 83.3 85.5 94.5 70.7 80.2 80.0 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,795: 1,280 1,510 520 26,805 26,545 28,605 28,575: 1,190 1,220
Old : 29,795: 1,280 1,510 520 26,805 26,545 28,605 28,575: 1,190 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -150: -200 -50 0 50 -100 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 5.1 1.7 90.0 89.1 96.0 95.9: 4.0 4.1
Old : 100.0: 4.3 5.1 1.7 90.0 89.1 96.0 95.9: 4.0 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 : 26: 4 1 2 19 7 23 10:
Old : 26: 4 1 2 19 7 23 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 : 72.4 83.6 84.1 95.3 68.7 78.4 76.6 82.4
Old : 72.4 83.6 84.1 95.3 68.7 78.4 76.6 82.4
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 - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,384: 5,420 1,775 725 24,209 27,869 30,354 30,369: 2,030 2,015
Old : 32,384: 5,420 1,775 725 24,209 27,869 30,354 30,369: 2,030 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 100: 25 -75 75 0 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.5 2.2 74.8 86.1 93.7 93.8: 6.3 6.2
Old : 100.0: 16.7 5.5 2.2 74.8 86.1 93.7 93.8: 6.3 6.2
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 : 26: 2 2 3 19 11 22 15:
Old : 26: 2 2 3 19 11 22 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 : 56.7 74.8 77.9 88.2 49.3 58.2 62.3 67.4
Old : 56.7 74.8 77.9 88.2 49.3 58.2 62.3 67.4
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 - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,805: 1,095 1,290 400 20,550 20,365 22,045 22,055: 1,760 1,750
Old : 23,805: 1,095 1,290 400 20,550 20,365 22,045 22,055: 1,760 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 100: 0 -50 50 50 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 5.4 1.7 86.3 85.5 92.6 92.6: 7.4 7.4
Old : 100.0: 4.6 5.4 1.7 86.3 85.5 92.6 92.6: 7.4 7.4
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 : 27: 2 2 3 19 12 22 16:
Old : 27: 2 2 3 19 12 22 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 : 53.8 70.7 73.1 87.1 39.7 44.3 52.7 59.8
Old : 53.8 70.7 73.1 87.1 39.7 44.3 52.7 59.8
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 - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 122,967: 35,415 225 495 79,207 114,392 115,117 115,112: 7,850 7,855
Old : 122,967: 35,415 225 495 79,207 114,392 115,117 115,112: 7,850 7,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 4,760: -875 225 225 5,370 4,270 4,720 4,720: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 0.2 0.4 64.4 93.0 93.6 93.6: 6.4 6.4
Old : 100.0: 28.8 0.2 0.4 64.4 93.0 93.6 93.6: 6.4 6.4
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 : 40: 6 1 2 21 27 27 30:
Old : 40: 6 1 2 21 27 27 30:
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 : 62.5 56.8 80.1 73.9 57.5 54.3 69.7 67.3
Old : 62.5 56.8 80.1 73.9 57.5 54.3 69.7 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 - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 109,615: 33,285 0 625 69,395 102,650 103,305 103,275: 6,310 6,340
Old : 109,615: 33,285 0 625 69,395 102,650 103,305 103,275: 6,310 6,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 4,075: -400 0 50 4,945 4,545 4,595 4,595: -520 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 0.0 0.6 63.3 93.6 94.2 94.2: 5.8 5.8
Old : 100.0: 30.4 0.0 0.6 63.3 93.6 94.2 94.2: 5.8 5.8
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 : 36: 5 0 2 19 25 24 27:
Old : 36: 5 0 2 19 25 24 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 : 69.7 58.3 84.5 74.6 66.2 57.0 77.5 70.0
Old : 69.7 58.3 84.5 74.6 66.2 57.0 77.5 70.0
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,290: 100 275 0 17,400 17,225 17,500 17,500: 790 790
Old : 18,290: 100 275 0 17,400 17,225 17,500 17,500: 790 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -200: 0 0 0 -200 -200 -200 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.5 0.0 95.1 94.2 95.7 95.7: 4.3 4.3
Old : 100.0: 0.5 1.5 0.0 95.1 94.2 95.7 95.7: 4.3 4.3
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 : 25: 1 2 0 18 15 19 17:
Old : 25: 1 2 0 18 15 19 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 : 53.8 74.1 76.8 85.6 51.8 61.2 70.8 70.8
Old : 53.8 74.1 76.8 85.6 51.8 61.2 70.8 70.8
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,695: 900 225 0 16,090 16,880 16,990 17,105: 705 590
Old : 17,695: 900 225 0 16,090 16,880 16,990 17,105: 705 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -150: 0 0 0 -150 -150 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.3 0.0 90.9 95.4 96.0 96.7: 4.0 3.3
Old : 100.0: 5.1 1.3 0.0 90.9 95.4 96.0 96.7: 4.0 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 : 25: 1 2 0 17 13 18 15:
Old : 25: 1 2 0 17 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 : 50.0 72.8 73.0 86.7 37.7 62.5 60.2 71.5
Old : 50.0 72.8 73.0 86.7 37.7 62.5 60.2 71.5
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,050: 0 2,775 0 32,415 29,640 32,415 32,415: 3,635 3,635
Old : 36,050: 0 2,775 0 32,415 29,640 32,415 32,415: 3,635 3,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -630: 0 -175 0 65 240 65 65: -695 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 0.0 89.9 82.2 89.9 89.9: 10.1 10.1
Old : 100.0: 0.0 7.7 0.0 89.9 82.2 89.9 89.9: 10.1 10.1
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 : 29: 0 3 0 14 19 14 22:
Old : 29: 0 3 0 14 19 14 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 : 71.3 44.4 82.6 67.5 70.2 38.5 77.7 61.6
Old : 71.3 44.4 82.6 67.5 70.2 38.5 77.7 61.6
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 - Futures Only, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,550: 100 1,675 0 23,505 21,810 23,605 23,485: 3,945 4,065
Old : 27,550: 100 1,675 0 23,505 21,810 23,605 23,485: 3,945 4,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 520: 0 0 0 470 350 470 350: 50 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 6.1 0.0 85.3 79.2 85.7 85.2: 14.3 14.8
Old : 100.0: 0.4 6.1 0.0 85.3 79.2 85.7 85.2: 14.3 14.8
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 : 27: 1 1 0 16 18 17 19:
Old : 27: 1 1 0 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 : 45.3 47.4 68.3 68.3 35.6 31.7 47.1 48.4
Old : 45.3 47.4 68.3 68.3 35.6 31.7 47.1 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017