ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, February 21, 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 : 30,377: 0 0 0 28,812 29,117 28,812 29,117: 1,565 1,260 Old : 30,377: 0 0 0 28,812 29,117 28,812 29,117: 1,565 1,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.8 95.9 94.8 95.9: 5.2 4.1 Old : 100.0: 0.0 0.0 0.0 94.8 95.9 94.8 95.9: 5.2 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 : 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 : 76.6 61.0 92.1 84.5 64.1 59.0 79.5 76.6 Old : 76.6 61.0 92.1 84.5 64.1 59.0 79.5 76.6 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 21, 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 : 41,648: 0 850 0 37,212 36,202 37,212 37,052: 4,436 4,596 Old : 41,648: 0 850 0 37,212 36,202 37,212 37,052: 4,436 4,596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 89.3 86.9 89.3 89.0: 10.7 11.0 Old : 100.0: 0.0 2.0 0.0 89.3 86.9 89.3 89.0: 10.7 11.0 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 20 13 21: Old : 24: 0 1 0 13 20 13 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 : 79.2 47.0 88.4 70.9 78.3 46.0 79.8 66.3 Old : 79.2 47.0 88.4 70.9 78.3 46.0 79.8 66.3 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 21, 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 : 39,008: 0 850 0 34,553 33,543 34,553 34,393: 4,455 4,615 Old : 39,008: 0 850 0 34,553 33,543 34,553 34,393: 4,455 4,615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 0.0 88.6 86.0 88.6 88.2: 11.4 11.8 Old : 100.0: 0.0 2.2 0.0 88.6 86.0 88.6 88.2: 11.4 11.8 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 : 24: 0 1 0 11 20 11 21: Old : 24: 0 1 0 11 20 11 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 : 80.5 45.1 87.7 68.4 76.9 45.1 78.0 64.1 Old : 80.5 45.1 87.7 68.4 76.9 45.1 78.0 64.1 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 21, 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 : 39,610: 275 21,550 405 37,015 16,120 37,695 38,075: 1,915 1,535 Old : 39,610: 275 21,550 405 37,015 16,120 37,695 38,075: 1,915 1,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -1,275: 75 385 0 -1,325 -1,635 -1,250 -1,250: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 54.4 1.0 93.4 40.7 95.2 96.1: 4.8 3.9 Old : 100.0: 0.7 54.4 1.0 93.4 40.7 95.2 96.1: 4.8 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 5 2 16 18 19 23: Old : 29: 1 5 2 16 18 19 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 : 75.8 72.2 87.4 84.6 68.5 71.0 79.0 77.0 Old : 75.8 72.2 87.4 84.6 68.5 71.0 79.0 77.0 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 21, 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 : 37,520: 175 17,440 710 35,020 18,025 35,905 36,175: 1,615 1,345 Old : 37,520: 175 17,440 710 35,020 18,025 35,905 36,175: 1,615 1,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -1,275: 75 385 0 -1,325 -1,635 -1,250 -1,250: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 46.5 1.9 93.3 48.0 95.7 96.4: 4.3 3.6 Old : 100.0: 0.5 46.5 1.9 93.3 48.0 95.7 96.4: 4.3 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 : 29: 1 5 2 15 19 18 24: Old : 29: 1 5 2 15 19 18 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 : 75.3 69.1 86.5 83.6 70.2 66.4 79.4 74.8 Old : 75.3 69.1 86.5 83.6 70.2 66.4 79.4 74.8 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 21, 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 : 35,823: 3,245 2,135 395 30,637 31,753 34,277 34,283: 1,546 1,540 Old : 35,823: 3,245 2,135 395 30,637 31,753 34,277 34,283: 1,546 1,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 1,370: 150 -450 250 1,095 1,620 1,495 1,420: -125 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 6.0 1.1 85.5 88.6 95.7 95.7: 4.3 4.3 Old : 100.0: 9.1 6.0 1.1 85.5 88.6 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 : 26: 3 2 2 18 13 22 16: Old : 26: 3 2 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 : 63.3 76.9 82.7 91.4 50.1 65.3 68.8 72.0 Old : 63.3 76.9 82.7 91.4 50.1 65.3 68.8 72.0 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 21, 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 : 31,673: 3,295 2,210 395 26,930 28,048 30,620 30,653: 1,053 1,020 Old : 31,673: 3,295 2,210 395 26,930 28,048 30,620 30,653: 1,053 1,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 1,665: 150 -450 250 1,415 1,940 1,815 1,740: -150 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 7.0 1.2 85.0 88.6 96.7 96.8: 3.3 3.2 Old : 100.0: 10.4 7.0 1.2 85.0 88.6 96.7 96.8: 3.3 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 : 24: 3 2 2 16 12 20 15: Old : 24: 3 2 2 16 12 20 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 : 63.8 76.9 84.5 92.4 50.3 64.4 68.2 71.0 Old : 63.8 76.9 84.5 92.4 50.3 64.4 68.2 71.0 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 21, 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 : 39,810: 0 15,235 0 39,465 24,345 39,465 39,580: 345 230 Old : 39,810: 0 15,235 0 39,465 24,345 39,465 39,580: 345 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 750: 0 750 0 750 0 750 750: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.3 0.0 99.1 61.2 99.1 99.4: 0.9 0.6 Old : 100.0: 0.0 38.3 0.0 99.1 61.2 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 : 27: 0 4 0 17 15 17 19: Old : 27: 0 4 0 17 15 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 : 78.5 86.6 91.7 92.9 73.9 83.9 85.5 88.7 Old : 78.5 86.6 91.7 92.9 73.9 83.9 85.5 88.7 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, February 21, 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: February 14, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 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 21, 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 : 26,540: 1,125 1,110 280 23,555 23,545 24,960 24,935: 1,580 1,605 Old : 26,540: 1,125 1,110 280 23,555 23,545 24,960 24,935: 1,580 1,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -1,850: 75 -180 0 -2,175 -1,920 -2,100 -2,100: 250 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 4.2 1.1 88.8 88.7 94.0 94.0: 6.0 6.0 Old : 100.0: 4.2 4.2 1.1 88.8 88.7 94.0 94.0: 6.0 6.0 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 19 9 23 12: Old : 27: 2 2 2 19 9 23 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 : 67.8 79.0 83.0 91.9 66.8 72.5 77.0 80.6 Old : 67.8 79.0 83.0 91.9 66.8 72.5 77.0 80.6 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 21, 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 : 25,525: 1,405 1,180 420 22,570 22,770 24,395 24,370: 1,130 1,155 Old : 25,525: 1,405 1,180 420 22,570 22,770 24,395 24,370: 1,130 1,155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -2,065: 75 -180 0 -2,025 -1,770 -1,950 -1,950: -115 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 4.6 1.6 88.4 89.2 95.6 95.5: 4.4 4.5 Old : 100.0: 5.5 4.6 1.6 88.4 89.2 95.6 95.5: 4.4 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 : 26: 4 1 2 19 8 23 11: Old : 26: 4 1 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 : 68.7 80.5 81.8 94.3 66.5 72.1 75.1 80.0 Old : 68.7 80.5 81.8 94.3 66.5 72.1 75.1 80.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, February 21, 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 : 35,959: 5,920 1,550 575 27,609 31,999 34,104 34,124: 1,855 1,835 Old : 35,959: 5,920 1,550 575 27,609 31,999 34,104 34,124: 1,855 1,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 780: 975 75 0 -275 625 700 700: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 4.3 1.6 76.8 89.0 94.8 94.9: 5.2 5.1 Old : 100.0: 16.5 4.3 1.6 76.8 89.0 94.8 94.9: 5.2 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 3 2 20 12 24 16: Old : 29: 3 3 2 20 12 24 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 : 57.9 78.9 76.9 90.2 55.6 70.7 70.3 79.0 Old : 57.9 78.9 76.9 90.2 55.6 70.7 70.3 79.0 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 21, 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 : 27,770: 920 1,140 260 24,510 24,295 25,690 25,695: 2,080 2,075 Old : 27,770: 920 1,140 260 24,510 24,295 25,690 25,695: 2,080 2,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 340: 0 50 0 340 290 340 340: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 4.1 0.9 88.3 87.5 92.5 92.5: 7.5 7.5 Old : 100.0: 3.3 4.1 0.9 88.3 87.5 92.5 92.5: 7.5 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 3 2 20 13 23 17: Old : 29: 2 3 2 20 13 23 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 : 52.6 75.1 70.3 88.2 50.7 62.1 65.4 74.4 Old : 52.6 75.1 70.3 88.2 50.7 62.1 65.4 74.4 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 21, 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 : 123,388: 31,970 325 460 82,933 114,588 115,363 115,373: 8,025 8,015 Old : 123,388: 31,970 325 460 82,933 114,588 115,363 115,373: 8,025 8,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -1,240: -515 0 75 -1,035 -1,525 -1,475 -1,450: 235 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 0.3 0.4 67.2 92.9 93.5 93.5: 6.5 6.5 Old : 100.0: 25.9 0.3 0.4 67.2 92.9 93.5 93.5: 6.5 6.5 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 : 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 : 62.1 55.5 79.8 74.4 58.6 53.1 72.4 67.4 Old : 62.1 55.5 79.8 74.4 58.6 53.1 72.4 67.4 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 21, 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 : 110,445: 30,515 125 650 73,990 104,365 105,155 105,140: 5,290 5,305 Old : 110,445: 30,515 125 650 73,990 104,365 105,155 105,140: 5,290 5,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -2,120: -290 25 75 -1,905 -2,100 -2,120 -2,000: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 0.1 0.6 67.0 94.5 95.2 95.2: 4.8 4.8 Old : 100.0: 27.6 0.1 0.6 67.0 94.5 95.2 95.2: 4.8 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 5 1 2 22 26 27 29: Old : 38: 5 1 2 22 26 27 29: 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 56.1 85.3 76.7 66.5 55.5 79.3 72.1 Old : 69.7 56.1 85.3 76.7 66.5 55.5 79.3 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, February 21, 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 : 20,435: 50 775 0 18,090 17,380 18,140 18,155: 2,295 2,280 Old : 20,435: 50 775 0 18,090 17,380 18,140 18,155: 2,295 2,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 600: 0 600 0 600 0 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 3.8 0.0 88.5 85.1 88.8 88.8: 11.2 11.2 Old : 100.0: 0.2 3.8 0.0 88.5 85.1 88.8 88.8: 11.2 11.2 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 : 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 : 50.5 65.4 71.2 77.5 41.3 52.3 55.3 59.8 Old : 50.5 65.4 71.2 77.5 41.3 52.3 55.3 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 21, 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 : 19,895: 900 150 0 18,370 19,255 19,270 19,405: 625 490 Old : 19,895: 900 150 0 18,370 19,255 19,270 19,405: 625 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 525: 0 0 0 525 525 525 525: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 0.8 0.0 92.3 96.8 96.9 97.5: 3.1 2.5 Old : 100.0: 4.5 0.8 0.0 92.3 96.8 96.9 97.5: 3.1 2.5 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 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 : 51.6 76.8 73.5 90.0 36.3 61.7 55.9 66.6 Old : 51.6 76.8 73.5 90.0 36.3 61.7 55.9 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, February 21, 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 : 38,815: 0 2,700 0 32,705 30,125 32,705 32,825: 6,110 5,990 Old : 38,815: 0 2,700 0 32,705 30,125 32,705 32,825: 6,110 5,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 325: 0 0 0 25 25 25 25: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.0 0.0 84.3 77.6 84.3 84.6: 15.7 15.4 Old : 100.0: 0.0 7.0 0.0 84.3 77.6 84.3 84.6: 15.7 15.4 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 : 31: 0 3 0 15 20 15 23: Old : 31: 0 3 0 15 20 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 : 65.6 39.3 77.9 59.7 59.6 34.8 67.5 52.6 Old : 65.6 39.3 77.9 59.7 59.6 34.8 67.5 52.6 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, February 21, 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 : 31,075: 50 2,300 0 26,550 24,300 26,600 26,600: 4,475 4,475 Old : 31,075: 50 2,300 0 26,550 24,300 26,600 26,600: 4,475 4,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : 390: 0 700 0 615 -85 615 615: -225 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 7.4 0.0 85.4 78.2 85.6 85.6: 14.4 14.4 Old : 100.0: 0.2 7.4 0.0 85.4 78.2 85.6 85.6: 14.4 14.4 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 : 29: 1 1 0 18 20 19 21: Old : 29: 1 1 0 18 20 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 43.8 70.9 65.7 41.6 32.0 50.2 45.7 Old : 48.6 43.8 70.9 65.7 41.6 32.0 50.2 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017