ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, February 28, 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 : 30,862: 0 0 0 29,297 29,602 29,297 29,602: 1,565 1,260 Old : 30,862: 0 0 0 29,297 29,602 29,297 29,602: 1,565 1,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 485: 0 0 0 485 485 485 485: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.9 95.9 94.9 95.9: 5.1 4.1 Old : 100.0: 0.0 0.0 0.0 94.9 95.9 94.9 95.9: 5.1 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 : 77.0 60.8 92.2 84.8 64.0 58.8 79.0 76.2 Old : 77.0 60.8 92.2 84.8 64.0 58.8 79.0 76.2 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 28, 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 21, 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 28, 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 34,603 33,593 34,603 34,443: 4,405 4,565 Old : 39,008: 0 850 0 34,603 33,593 34,603 34,443: 4,405 4,565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 0: 0 0 0 50 50 50 50: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 0.0 88.7 86.1 88.7 88.3: 11.3 11.7 Old : 100.0: 0.0 2.2 0.0 88.7 86.1 88.7 88.3: 11.3 11.7 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 : 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 : 80.7 45.1 87.8 68.5 77.0 45.1 78.1 64.1 Old : 80.7 45.1 87.8 68.5 77.0 45.1 78.1 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 28, 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 : 43,275: 275 25,150 405 40,520 16,025 41,200 41,580: 2,075 1,695 Old : 43,275: 275 25,150 405 40,520 16,025 41,200 41,580: 2,075 1,695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 3,665: 0 3,600 0 3,505 -95 3,505 3,505: 160 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 58.1 0.9 93.6 37.0 95.2 96.1: 4.8 3.9 Old : 100.0: 0.6 58.1 0.9 93.6 37.0 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 19 17 22 22: Old : 29: 1 5 2 19 17 22 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 : 74.7 76.6 85.5 87.4 70.2 75.1 79.8 80.8 Old : 74.7 76.6 85.5 87.4 70.2 75.1 79.8 80.8 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 28, 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 : 40,595: 175 20,390 710 38,060 18,115 38,945 39,215: 1,650 1,380 Old : 40,595: 175 20,390 710 38,060 18,115 38,945 39,215: 1,650 1,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 3,075: 0 2,950 0 3,040 90 3,040 3,040: 35 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 50.2 1.7 93.8 44.6 95.9 96.6: 4.1 3.4 Old : 100.0: 0.4 50.2 1.7 93.8 44.6 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 : 29: 1 5 2 18 18 21 23: Old : 29: 1 5 2 18 18 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 74.0 85.0 86.6 71.9 71.4 80.6 79.2 Old : 74.6 74.0 85.0 86.6 71.9 71.4 80.6 79.2 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 28, 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 : 37,088: 3,245 2,335 435 31,827 32,878 35,507 35,648: 1,581 1,440 Old : 37,088: 3,245 2,335 435 31,827 32,878 35,507 35,648: 1,581 1,440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 1,265: 0 200 40 1,190 1,125 1,230 1,365: 35 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 6.3 1.2 85.8 88.6 95.7 96.1: 4.3 3.9 Old : 100.0: 8.7 6.3 1.2 85.8 88.6 95.7 96.1: 4.3 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 2 3 18 12 22 16: Old : 26: 3 2 3 18 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 : 64.3 76.8 84.6 92.1 54.7 68.7 72.8 76.1 Old : 64.3 76.8 84.6 92.1 54.7 68.7 72.8 76.1 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 28, 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 : 34,213: 3,295 2,710 435 28,975 29,748 32,705 32,893: 1,508 1,320 Old : 34,213: 3,295 2,710 435 28,975 29,748 32,705 32,893: 1,508 1,320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 2,540: 0 500 40 2,045 1,700 2,085 2,240: 455 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 7.9 1.3 84.7 86.9 95.6 96.1: 4.4 3.9 Old : 100.0: 9.6 7.9 1.3 84.7 86.9 95.6 96.1: 4.4 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 : 25: 3 3 3 17 12 21 17: Old : 25: 3 3 3 17 12 21 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 : 64.4 74.7 85.7 91.8 55.9 67.3 74.0 76.2 Old : 64.4 74.7 85.7 91.8 55.9 67.3 74.0 76.2 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, February 28, 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 : 40,430: 0 15,235 0 40,085 24,965 40,085 40,200: 345 230 Old : 40,430: 0 15,235 0 40,085 24,965 40,085 40,200: 345 230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 620: 0 0 0 620 620 620 620: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 37.7 0.0 99.1 61.7 99.1 99.4: 0.9 0.6 Old : 100.0: 0.0 37.7 0.0 99.1 61.7 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 : 78.9 86.8 91.7 93.0 72.8 82.6 84.1 87.4 Old : 78.9 86.8 91.7 93.0 72.8 82.6 84.1 87.4 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 28, 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 : 34,890: 0 13,610 0 34,310 20,815 34,310 34,425: 580 465 Old : 34,890: 0 13,610 0 34,310 20,815 34,310 34,425: 580 465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 620: 0 0 0 620 620 620 620: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.0 0.0 98.3 59.7 98.3 98.7: 1.7 1.3 Old : 100.0: 0.0 39.0 0.0 98.3 59.7 98.3 98.7: 1.7 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 79.2 90.4 91.4 96.4 72.1 84.7 84.4 88.2 Old : 79.2 90.4 91.4 96.4 72.1 84.7 84.4 88.2 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 28, 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 : 28,215: 1,125 210 330 25,110 26,000 26,565 26,540: 1,650 1,675 Old : 28,215: 1,125 210 330 25,110 26,000 26,565 26,540: 1,650 1,675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 1,675: 0 -900 50 1,555 2,455 1,605 1,605: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 0.7 1.2 89.0 92.1 94.2 94.1: 5.8 5.9 Old : 100.0: 4.0 0.7 1.2 89.0 92.1 94.2 94.1: 5.8 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 : 27: 2 2 3 19 10 24 13: Old : 27: 2 2 3 19 10 24 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 81.2 83.5 91.6 60.7 69.5 70.3 73.9 Old : 66.6 81.2 83.5 91.6 60.7 69.5 70.3 73.9 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 28, 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 : 27,445: 1,705 280 470 23,780 25,180 25,955 25,930: 1,490 1,515 Old : 27,445: 1,705 280 470 23,780 25,180 25,955 25,930: 1,490 1,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 1,920: 300 -900 50 1,210 2,410 1,560 1,560: 360 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 1.0 1.7 86.6 91.7 94.6 94.5: 5.4 5.5 Old : 100.0: 6.2 1.0 1.7 86.6 91.7 94.6 94.5: 5.4 5.5 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 : 28: 5 1 3 20 9 26 12: Old : 28: 5 1 3 20 9 26 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 : 65.6 81.9 80.2 92.9 59.7 69.6 67.6 73.5 Old : 65.6 81.9 80.2 92.9 59.7 69.6 67.6 73.5 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 28, 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 : 37,399: 6,095 1,325 775 28,925 33,715 35,795 35,815: 1,604 1,584 Old : 37,399: 6,095 1,325 775 28,925 33,715 35,795 35,815: 1,604 1,584 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 1,440: 175 -225 200 1,316 1,716 1,691 1,691: -251 -251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 3.5 2.1 77.3 90.1 95.7 95.8: 4.3 4.2 Old : 100.0: 16.3 3.5 2.1 77.3 90.1 95.7 95.8: 4.3 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 : 29: 3 3 2 19 11 23 15: Old : 29: 3 3 2 19 11 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 : 60.6 80.3 79.2 91.9 56.5 75.5 71.0 83.6 Old : 60.6 80.3 79.2 91.9 56.5 75.5 71.0 83.6 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 28, 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 : 28,730: 970 1,140 260 25,740 25,575 26,970 26,975: 1,760 1,755 Old : 28,730: 970 1,140 260 25,740 25,575 26,970 26,975: 1,760 1,755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 960: 50 0 0 1,230 1,280 1,280 1,280: -320 -320 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 4.0 0.9 89.6 89.0 93.9 93.9: 6.1 6.1 Old : 100.0: 3.4 4.0 0.9 89.6 89.0 93.9 93.9: 6.1 6.1 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: 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 : 55.2 76.0 72.8 88.8 50.5 65.9 64.9 74.6 Old : 55.2 76.0 72.8 88.8 50.5 65.9 64.9 74.6 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 28, 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 : 127,103: 31,645 350 490 86,543 117,823 118,678 118,663: 8,425 8,440 Old : 127,103: 31,645 350 490 86,543 117,823 118,678 118,663: 8,425 8,440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 3,715: -325 25 30 3,610 3,235 3,315 3,290: 400 425 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 0.3 0.4 68.1 92.7 93.4 93.4: 6.6 6.6 Old : 100.0: 24.9 0.3 0.4 68.1 92.7 93.4 93.4: 6.6 6.6 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 : 42: 6 1 2 21 27 27 30: Old : 42: 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 : 62.8 56.2 80.6 74.2 59.5 53.5 72.9 67.2 Old : 62.8 56.2 80.6 74.2 59.5 53.5 72.9 67.2 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 28, 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 : 113,820: 30,615 125 650 76,650 107,005 107,915 107,780: 5,905 6,040 Old : 113,820: 30,615 125 650 76,650 107,005 107,915 107,780: 5,905 6,040 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 3,375: 100 0 0 2,660 2,640 2,760 2,640: 615 735 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 0.1 0.6 67.3 94.0 94.8 94.7: 5.2 5.3 Old : 100.0: 26.9 0.1 0.6 67.3 94.0 94.8 94.7: 5.2 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 : 39: 5 1 2 22 27 27 30: Old : 39: 5 1 2 22 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 : 68.9 55.8 85.4 75.9 65.7 55.6 78.2 70.2 Old : 68.9 55.8 85.4 75.9 65.7 55.6 78.2 70.2 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 28, 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 : 21,210: 50 775 0 18,800 18,090 18,850 18,865: 2,360 2,345 Old : 21,210: 50 775 0 18,800 18,090 18,850 18,865: 2,360 2,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 775: 0 0 0 710 710 710 710: 65 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 3.7 0.0 88.6 85.3 88.9 88.9: 11.1 11.1 Old : 100.0: 0.2 3.7 0.0 88.6 85.3 88.9 88.9: 11.1 11.1 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 : 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 : 48.6 65.0 71.8 78.6 41.7 53.5 57.1 60.9 Old : 48.6 65.0 71.8 78.6 41.7 53.5 57.1 60.9 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 28, 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 : 20,395: 900 150 0 18,720 19,605 19,620 19,755: 775 640 Old : 20,395: 900 150 0 18,720 19,605 19,620 19,755: 775 640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 500: 0 0 0 350 350 350 350: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.7 0.0 91.8 96.1 96.2 96.9: 3.8 3.1 Old : 100.0: 4.4 0.7 0.0 91.8 96.1 96.2 96.9: 3.8 3.1 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 : 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 : 51.4 77.1 73.4 89.5 33.7 58.5 52.8 63.3 Old : 51.4 77.1 73.4 89.5 33.7 58.5 52.8 63.3 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 28, 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 : 40,215: 0 3,700 0 33,605 30,025 33,605 33,725: 6,610 6,490 Old : 40,215: 0 3,700 0 33,605 30,025 33,605 33,725: 6,610 6,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 1,400: 0 1,000 0 900 -100 900 900: 500 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.2 0.0 83.6 74.7 83.6 83.9: 16.4 16.1 Old : 100.0: 0.0 9.2 0.0 83.6 74.7 83.6 83.9: 16.4 16.1 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 : 32: 0 3 0 16 20 16 23: Old : 32: 0 3 0 16 20 16 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 : 62.3 39.5 76.8 59.5 56.3 33.4 63.9 50.6 Old : 62.3 39.5 76.8 59.5 56.3 33.4 63.9 50.6 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 28, 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 : 31,820: 50 2,300 0 26,970 24,720 27,020 27,020: 4,800 4,800 Old : 31,820: 50 2,300 0 26,970 24,720 27,020 27,020: 4,800 4,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 745: 0 0 0 420 420 420 420: 325 325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 7.2 0.0 84.8 77.7 84.9 84.9: 15.1 15.1 Old : 100.0: 0.2 7.2 0.0 84.8 77.7 84.9 84.9: 15.1 15.1 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: 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 : 45.9 44.3 70.6 64.2 38.6 34.4 49.5 46.8 Old : 45.9 44.3 70.6 64.2 38.6 34.4 49.5 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017