ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, February 07, 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 : 30,317: 0 0 0 28,752 29,057 28,752 29,057: 1,565 1,260 Old : 30,317: 0 0 0 28,752 29,057 28,752 29,057: 1,565 1,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : -1,240: 0 0 0 -1,140 -1,120 -1,140 -1,120: -100 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.8 95.8 94.8 95.8: 5.2 4.2 Old : 100.0: 0.0 0.0 0.0 94.8 95.8 94.8 95.8: 5.2 4.2 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 : 21: 0 0 0 12 14 12 14: Old : 21: 0 0 0 12 14 12 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 : 76.2 61.0 92.1 84.5 63.7 58.9 79.4 76.5 Old : 76.2 61.0 92.1 84.5 63.7 58.9 79.4 76.5 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 - Futures Only, February 07, 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 : 37,123: 0 850 0 34,712 33,702 34,712 34,552: 2,411 2,571 Old : 37,123: 0 850 0 34,712 33,702 34,712 34,552: 2,411 2,571 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : -49: 0 0 0 330 340 330 340: -379 -389 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 93.5 90.8 93.5 93.1: 6.5 6.9 Old : 100.0: 0.0 2.3 0.0 93.5 90.8 93.5 93.1: 6.5 6.9 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 : 24: 0 1 0 13 19 13 20: Old : 24: 0 1 0 13 19 13 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 : 80.5 51.5 92.1 74.8 80.5 51.5 84.4 73.9 Old : 80.5 51.5 92.1 74.8 80.5 51.5 84.4 73.9 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, February 07, 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 : 34,573: 0 850 0 31,908 30,898 31,908 31,748: 2,665 2,825 Old : 34,573: 0 850 0 31,908 30,898 31,908 31,748: 2,665 2,825 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 508: 0 0 0 950 960 950 960: -442 -452 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.5 0.0 92.3 89.4 92.3 91.8: 7.7 8.2 Old : 100.0: 0.0 2.5 0.0 92.3 89.4 92.3 91.8: 7.7 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 11 19 11 20: Old : 24: 0 1 0 11 19 11 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 : 79.2 50.9 91.1 72.6 79.2 50.9 84.4 71.9 Old : 79.2 50.9 91.1 72.6 79.2 50.9 84.4 71.9 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, February 07, 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 : 35,625: 0 21,165 405 33,270 12,485 33,675 34,055: 1,950 1,570 Old : 35,625: 0 21,165 405 33,270 12,485 33,675 34,055: 1,950 1,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 1,840: 0 -95 0 2,095 2,160 2,095 2,065: -255 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 59.4 1.1 93.4 35.0 94.5 95.6: 5.5 4.4 Old : 100.0: 0.0 59.4 1.1 93.4 35.0 94.5 95.6: 5.5 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 : 26: 0 5 2 14 15 16 20: Old : 26: 0 5 2 14 15 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 : 72.5 79.9 86.9 88.0 68.4 79.9 82.2 86.4 Old : 72.5 79.9 86.9 88.0 68.4 79.9 82.2 86.4 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, February 07, 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 : 33,380: 0 17,055 710 30,955 14,170 31,665 31,935: 1,715 1,445 Old : 33,380: 0 17,055 710 30,955 14,170 31,665 31,935: 1,715 1,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 2,650: 0 440 0 2,765 2,305 2,765 2,745: -115 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 51.1 2.1 92.7 42.5 94.9 95.7: 5.1 4.3 Old : 100.0: 0.0 51.1 2.1 92.7 42.5 94.9 95.7: 5.1 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 : 26: 0 5 2 13 18 15 23: Old : 26: 0 5 2 13 18 15 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 : 72.3 76.6 85.6 86.0 68.3 76.0 79.4 82.9 Old : 72.3 76.6 85.6 86.0 68.3 76.0 79.4 82.9 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, February 07, 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 : 34,723: 3,095 2,585 145 29,812 30,403 33,052 33,133: 1,671 1,590 Old : 34,723: 3,095 2,585 145 29,812 30,403 33,052 33,133: 1,671 1,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 7,810: -380 -450 45 8,154 8,225 7,819 7,820: -9 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 7.4 0.4 85.9 87.6 95.2 95.4: 4.8 4.6 Old : 100.0: 8.9 7.4 0.4 85.9 87.6 95.2 95.4: 4.8 4.6 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 : 26: 2 3 2 18 13 22 16: Old : 26: 2 3 2 18 13 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 : 64.5 74.8 83.9 89.8 51.8 66.0 71.1 73.4 Old : 64.5 74.8 83.9 89.8 51.8 66.0 71.1 73.4 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, February 07, 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 : 30,253: 3,145 2,660 145 25,560 26,153 28,850 28,958: 1,403 1,295 Old : 30,253: 3,145 2,660 145 25,560 26,153 28,850 28,958: 1,403 1,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 7,280: -330 -400 45 7,555 7,580 7,270 7,225: 10 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 8.8 0.5 84.5 86.4 95.4 95.7: 4.6 4.3 Old : 100.0: 10.4 8.8 0.5 84.5 86.4 95.4 95.7: 4.6 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 : 24: 2 3 2 17 12 21 15: Old : 24: 2 3 2 17 12 21 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 : 64.8 73.6 85.4 90.7 53.0 66.3 71.8 74.0 Old : 64.8 73.6 85.4 90.7 53.0 66.3 71.8 74.0 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, February 07, 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 : 39,060: 0 14,485 0 38,715 24,345 38,715 38,830: 345 230 Old : 39,060: 0 14,485 0 38,715 24,345 38,715 38,830: 345 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : -3,995: 0 -2,305 0 -4,035 -1,735 -4,035 -4,040: 40 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 37.1 0.0 99.1 62.3 99.1 99.4: 0.9 0.6 Old : 100.0: 0.0 37.1 0.0 99.1 62.3 99.1 99.4: 0.9 0.6 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 : 26: 0 3 0 16 15 16 18: Old : 26: 0 3 0 16 15 16 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 : 78.5 88.2 91.9 94.1 73.8 85.0 85.6 89.8 Old : 78.5 88.2 91.9 94.1 73.8 85.0 85.6 89.8 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, February 07, 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 : 34,270: 0 13,610 0 33,690 20,195 33,690 33,805: 580 465 Old : 34,270: 0 13,610 0 33,690 20,195 33,690 33,805: 580 465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : -2,555: 0 -2,205 0 -2,680 -480 -2,680 -2,685: 125 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.7 0.0 98.3 58.9 98.3 98.6: 1.7 1.4 Old : 100.0: 0.0 39.7 0.0 98.3 58.9 98.3 98.6: 1.7 1.4 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 : 25: 0 3 0 14 13 14 16: Old : 25: 0 3 0 14 13 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 : 78.8 90.2 91.2 96.3 73.4 86.2 85.9 89.6 Old : 78.8 90.2 91.2 96.3 73.4 86.2 85.9 89.6 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, February 07, 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 : 28,390: 1,050 1,290 280 25,730 25,465 27,060 27,035: 1,330 1,355 Old : 28,390: 1,050 1,290 280 25,730 25,465 27,060 27,035: 1,330 1,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : -1,825: -50 -340 0 -1,700 -1,405 -1,750 -1,745: -75 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 4.5 1.0 90.6 89.7 95.3 95.2: 4.7 4.8 Old : 100.0: 3.7 4.5 1.0 90.6 89.7 95.3 95.2: 4.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 2 2 19 8 23 11: Old : 27: 2 2 2 19 8 23 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 : 73.4 81.8 86.2 94.0 71.3 78.6 80.6 84.4 Old : 73.4 81.8 86.2 94.0 71.3 78.6 80.6 84.4 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, February 07, 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 : 27,590: 1,330 1,360 420 24,595 24,540 26,345 26,320: 1,245 1,270 Old : 27,590: 1,330 1,360 420 24,595 24,540 26,345 26,320: 1,245 1,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : -2,205: 50 -150 -100 -2,210 -2,005 -2,260 -2,255: 55 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 4.9 1.5 89.1 88.9 95.5 95.4: 4.5 4.6 Old : 100.0: 4.8 4.9 1.5 89.1 88.9 95.5 95.4: 4.5 4.6 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 : 26: 4 1 2 18 7 22 10: Old : 26: 4 1 2 18 7 22 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 : 73.8 82.1 84.8 94.9 70.6 77.9 78.5 83.2 Old : 73.8 82.1 84.8 94.9 70.6 77.9 78.5 83.2 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, February 07, 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 : 35,229: 4,770 1,475 575 28,034 31,349 33,379 33,399: 1,850 1,830 Old : 35,229: 4,770 1,475 575 28,034 31,349 33,379 33,399: 1,850 1,830 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 2,845: -650 -300 -150 3,825 3,480 3,025 3,030: -180 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 4.2 1.6 79.6 89.0 94.7 94.8: 5.3 5.2 Old : 100.0: 13.5 4.2 1.6 79.6 89.0 94.7 94.8: 5.3 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 2 2 20 12 23 15: Old : 27: 2 2 2 20 12 23 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 : 57.6 78.7 77.5 90.2 54.8 68.8 70.4 76.9 Old : 57.6 78.7 77.5 90.2 54.8 68.8 70.4 76.9 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, February 07, 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 : 27,325: 745 1,090 260 24,140 23,800 25,145 25,150: 2,180 2,175 Old : 27,325: 745 1,090 260 24,140 23,800 25,145 25,150: 2,180 2,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 3,520: -350 -200 -140 3,590 3,435 3,100 3,095: 420 425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 4.0 1.0 88.3 87.1 92.0 92.0: 8.0 8.0 Old : 100.0: 2.7 4.0 1.0 88.3 87.1 92.0 92.0: 8.0 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 : 27: 2 2 2 20 12 23 15: Old : 27: 2 2 2 20 12 23 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 : 53.0 74.7 70.9 88.0 51.1 62.0 65.9 74.5 Old : 53.0 74.7 70.9 88.0 51.1 62.0 65.9 74.5 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, February 07, 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 : 122,647: 32,660 225 385 81,722 114,142 114,767 114,752: 7,880 7,895 Old : 122,647: 32,660 225 385 81,722 114,142 114,767 114,752: 7,880 7,895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : -320: -2,755 0 -110 2,515 -250 -350 -360: 30 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 0.2 0.3 66.6 93.1 93.6 93.6: 6.4 6.4 Old : 100.0: 26.6 0.2 0.3 66.6 93.1 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 : 41: 6 1 2 21 27 27 30: Old : 41: 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 : 62.2 55.7 80.6 74.1 58.7 55.4 72.2 71.0 Old : 62.2 55.7 80.6 74.1 58.7 55.4 72.2 71.0 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, February 07, 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 : 109,395: 30,980 0 575 72,580 103,425 104,135 104,000: 5,260 5,395 Old : 109,395: 30,980 0 575 72,580 103,425 104,135 104,000: 5,260 5,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : -220: -2,305 0 -50 3,185 775 830 725: -1,050 -945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 0.0 0.5 66.3 94.5 95.2 95.1: 4.8 4.9 Old : 100.0: 28.3 0.0 0.5 66.3 94.5 95.2 95.1: 4.8 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 : 35: 5 0 2 20 24 25 26: Old : 35: 5 0 2 20 24 25 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.1 57.9 85.4 76.2 66.9 57.7 79.5 73.7 Old : 70.1 57.9 85.4 76.2 66.9 57.7 79.5 73.7 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, February 07, 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 : 20,015: 50 175 0 17,490 17,380 17,540 17,555: 2,475 2,460 Old : 20,015: 50 175 0 17,490 17,380 17,540 17,555: 2,475 2,460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 1,725: -50 -100 0 90 155 40 55: 1,685 1,670 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.9 0.0 87.4 86.8 87.6 87.7: 12.4 12.3 Old : 100.0: 0.2 0.9 0.0 87.4 86.8 87.6 87.7: 12.4 12.3 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 : 51.5 66.8 71.0 78.0 42.1 52.5 56.5 59.8 Old : 51.5 66.8 71.0 78.0 42.1 52.5 56.5 59.8 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, February 07, 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 : 19,550: 900 150 0 17,845 18,730 18,745 18,880: 805 670 Old : 19,550: 900 150 0 17,845 18,730 18,745 18,880: 805 670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 1,855: 0 -75 0 1,755 1,850 1,755 1,775: 100 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.8 0.0 91.3 95.8 95.9 96.6: 4.1 3.4 Old : 100.0: 4.6 0.8 0.0 91.3 95.8 95.9 96.6: 4.1 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 0 18 13 19 15: Old : 25: 1 2 0 18 13 19 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 : 49.9 74.3 72.1 88.9 40.2 62.5 58.2 67.5 Old : 49.9 74.3 72.1 88.9 40.2 62.5 58.2 67.5 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, February 07, 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 : 36,640: 0 2,700 0 31,635 28,935 31,635 31,635: 5,005 5,005 Old : 36,640: 0 2,700 0 31,635 28,935 31,635 31,635: 5,005 5,005 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 590: 0 -75 0 -780 -705 -780 -780: 1,370 1,370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.4 0.0 86.3 79.0 86.3 86.3: 13.7 13.7 Old : 100.0: 0.0 7.4 0.0 86.3 79.0 86.3 86.3: 13.7 13.7 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: 0 3 0 14 20 14 23: Old : 30: 0 3 0 14 20 14 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 : 64.4 41.5 79.5 63.1 62.6 36.5 69.7 55.4 Old : 64.4 41.5 79.5 63.1 62.6 36.5 69.7 55.4 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, February 07, 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 : 28,815: 50 1,600 0 25,135 23,465 25,185 25,065: 3,630 3,750 Old : 28,815: 50 1,600 0 25,135 23,465 25,185 25,065: 3,630 3,750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 1,265: -50 -75 0 1,630 1,655 1,580 1,580: -315 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 5.6 0.0 87.2 81.4 87.4 87.0: 12.6 13.0 Old : 100.0: 0.2 5.6 0.0 87.2 81.4 87.4 87.0: 12.6 13.0 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 : 28: 1 1 0 16 19 17 20: Old : 28: 1 1 0 16 19 17 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 : 47.1 49.1 72.1 68.6 39.6 34.8 51.0 48.8 Old : 47.1 49.1 72.1 68.6 39.6 34.8 51.0 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017