ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, March 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 : 29,057: 0 0 0 27,562 27,887 27,562 27,887: 1,495 1,170 Old : 29,057: 0 0 0 27,562 27,887 27,562 27,887: 1,495 1,170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,805: 0 0 0 -1,735 -1,715 -1,735 -1,715: -70 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.9 96.0 94.9 96.0: 5.1 4.0 Old : 100.0: 0.0 0.0 0.0 94.9 96.0 94.9 96.0: 5.1 4.0 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 : 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 : 76.7 60.9 92.0 85.5 62.9 57.4 77.0 74.5 Old : 76.7 60.9 92.0 85.5 62.9 57.4 77.0 74.5 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, March 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 : 39,480: 0 725 0 35,352 34,477 35,352 35,202: 4,128 4,278 Old : 39,480: 0 725 0 35,352 34,477 35,352 35,202: 4,128 4,278 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,168: 0 -125 0 -1,860 -1,725 -1,860 -1,850: -308 -318 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 89.5 87.3 89.5 89.2: 10.5 10.8 Old : 100.0: 0.0 1.8 0.0 89.5 87.3 89.5 89.2: 10.5 10.8 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 : 23: 0 1 0 13 19 13 20: Old : 23: 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 : 79.1 47.4 88.7 71.8 78.2 47.1 79.6 67.5 Old : 79.1 47.4 88.7 71.8 78.2 47.1 79.6 67.5 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, March 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 : 36,976: 0 725 0 32,943 32,068 32,943 32,793: 4,033 4,183 Old : 36,976: 0 725 0 32,943 32,068 32,943 32,793: 4,033 4,183 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,032: 0 -125 0 -1,660 -1,525 -1,660 -1,650: -372 -382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 89.1 86.7 89.1 88.7: 10.9 11.3 Old : 100.0: 0.0 2.0 0.0 89.1 86.7 89.1 88.7: 10.9 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 11 19 11 20: Old : 23: 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 : 81.8 46.3 88.3 69.5 77.2 46.3 78.2 65.2 Old : 81.8 46.3 88.3 69.5 77.2 46.3 78.2 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, March 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 : 42,015: 175 25,010 405 39,365 14,880 39,945 40,295: 2,070 1,720 Old : 42,015: 175 25,010 405 39,365 14,880 39,945 40,295: 2,070 1,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,260: -100 -140 0 -1,155 -1,145 -1,255 -1,285: -5 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 59.5 1.0 93.7 35.4 95.1 95.9: 4.9 4.1 Old : 100.0: 0.4 59.5 1.0 93.7 35.4 95.1 95.9: 4.9 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 : 29: 1 5 2 17 16 20 21: Old : 29: 1 5 2 17 16 20 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 : 75.2 76.7 85.8 87.7 71.1 75.1 80.4 81.3 Old : 75.2 76.7 85.8 87.7 71.1 75.1 80.4 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, March 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 : 39,590: 75 20,510 510 37,350 17,165 37,935 38,185: 1,655 1,405 Old : 39,590: 75 20,510 510 37,350 17,165 37,935 38,185: 1,655 1,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,005: -100 120 -200 -710 -950 -1,010 -1,030: 5 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 51.8 1.3 94.3 43.4 95.8 96.5: 4.2 3.5 Old : 100.0: 0.2 51.8 1.3 94.3 43.4 95.8 96.5: 4.2 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 5 2 17 16 20 21: Old : 29: 1 5 2 17 16 20 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 : 75.2 75.0 85.9 87.8 73.9 72.4 83.2 80.6 Old : 75.2 75.0 85.9 87.8 73.9 72.4 83.2 80.6 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, March 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 : 35,798: 2,715 2,085 435 31,225 31,963 34,375 34,483: 1,423 1,315 Old : 35,798: 2,715 2,085 435 31,225 31,963 34,375 34,483: 1,423 1,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,290: -530 -250 0 -602 -915 -1,132 -1,165: -158 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 5.8 1.2 87.2 89.3 96.0 96.3: 4.0 3.7 Old : 100.0: 7.6 5.8 1.2 87.2 89.3 96.0 96.3: 4.0 3.7 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: 3 1 3 17 12 21 15: Old : 24: 3 1 3 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 : 65.5 77.5 85.8 92.6 56.5 68.8 73.3 76.4 Old : 65.5 77.5 85.8 92.6 56.5 68.8 73.3 76.4 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, March 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 : 33,485: 2,765 2,460 435 28,895 29,345 32,095 32,240: 1,390 1,245 Old : 33,485: 2,765 2,460 435 28,895 29,345 32,095 32,240: 1,390 1,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -728: -530 -250 0 -80 -403 -610 -653: -118 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 7.3 1.3 86.3 87.6 95.8 96.3: 4.2 3.7 Old : 100.0: 8.3 7.3 1.3 86.3 87.6 95.8 96.3: 4.2 3.7 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 : 23: 3 2 3 16 12 20 16: Old : 23: 3 2 3 16 12 20 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 : 65.5 75.6 86.9 92.3 57.3 67.3 73.8 76.0 Old : 65.5 75.6 86.9 92.3 57.3 67.3 73.8 76.0 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, March 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 : 37,020: 0 14,455 0 36,665 22,320 36,665 36,775: 355 245 Old : 37,020: 0 14,455 0 36,665 22,320 36,665 36,775: 355 245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -3,410: 0 -780 0 -3,420 -2,645 -3,420 -3,425: 10 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.0 0.0 99.0 60.3 99.0 99.3: 1.0 0.7 Old : 100.0: 0.0 39.0 0.0 99.0 60.3 99.0 99.3: 1.0 0.7 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 3 0 16 11 16 14: Old : 24: 0 3 0 16 11 16 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 : 77.6 89.6 91.2 95.9 71.0 84.9 83.1 89.1 Old : 77.6 89.6 91.2 95.9 71.0 84.9 83.1 89.1 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, March 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 : 32,805: 0 12,755 0 32,220 19,575 32,220 32,330: 585 475 Old : 32,805: 0 12,755 0 32,220 19,575 32,220 32,330: 585 475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,085: 0 -855 0 -2,090 -1,240 -2,090 -2,095: 5 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.9 0.0 98.2 59.7 98.2 98.6: 1.8 1.4 Old : 100.0: 0.0 38.9 0.0 98.2 59.7 98.2 98.6: 1.8 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 : 21: 0 1 0 14 10 14 11: Old : 21: 0 1 0 14 10 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.7 92.5 91.2 98.0 71.2 86.3 83.7 88.8 Old : 78.7 92.5 91.2 98.0 71.2 86.3 83.7 88.8 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, March 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 : 27,010: 1,100 145 305 23,885 24,825 25,290 25,275: 1,720 1,735 Old : 27,010: 1,100 145 305 23,885 24,825 25,290 25,275: 1,720 1,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,205: -25 -65 -25 -1,225 -1,175 -1,275 -1,265: 70 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.5 1.1 88.4 91.9 93.6 93.6: 6.4 6.4 Old : 100.0: 4.1 0.5 1.1 88.4 91.9 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 : 25: 3 2 3 16 9 21 12: Old : 25: 3 2 3 16 9 21 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 81.2 84.4 91.9 62.9 70.4 72.3 75.5 Old : 67.8 81.2 84.4 91.9 62.9 70.4 72.3 75.5 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, March 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 : 25,840: 1,655 130 470 22,180 23,690 24,305 24,290: 1,535 1,550 Old : 25,840: 1,655 130 470 22,180 23,690 24,305 24,290: 1,535 1,550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,605: -50 -150 0 -1,600 -1,490 -1,650 -1,640: 45 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.5 1.8 85.8 91.7 94.1 94.0: 5.9 6.0 Old : 100.0: 6.4 0.5 1.8 85.8 91.7 94.1 94.0: 5.9 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 : 26: 5 1 3 17 7 23 10: Old : 26: 5 1 3 17 7 23 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 81.9 82.7 93.0 63.3 72.1 71.3 76.6 Old : 68.3 81.9 82.7 93.0 63.3 72.1 71.3 76.6 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, March 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 : 35,139: 5,695 1,350 600 27,295 31,665 33,590 33,615: 1,549 1,524 Old : 35,139: 5,695 1,350 600 27,295 31,665 33,590 33,615: 1,549 1,524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,260: -400 25 -175 -1,630 -2,050 -2,205 -2,200: -55 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 3.8 1.7 77.7 90.1 95.6 95.7: 4.4 4.3 Old : 100.0: 16.2 3.8 1.7 77.7 90.1 95.6 95.7: 4.4 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 : 27: 3 3 2 17 11 21 15: Old : 27: 3 3 2 17 11 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 : 62.9 80.2 81.3 91.5 59.0 73.7 73.5 81.6 Old : 62.9 80.2 81.3 91.5 59.0 73.7 73.5 81.6 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, March 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 : 27,025: 1,220 1,290 60 23,655 23,940 24,935 25,290: 2,090 1,735 Old : 27,025: 1,220 1,290 60 23,655 23,940 24,935 25,290: 2,090 1,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,705: 250 150 -200 -2,085 -1,635 -2,035 -1,685: 330 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 4.8 0.2 87.5 88.6 92.3 93.6: 7.7 6.4 Old : 100.0: 4.5 4.8 0.2 87.5 88.6 92.3 93.6: 7.7 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 : 25: 2 3 1 16 12 18 16: Old : 25: 2 3 1 16 12 18 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 : 56.4 75.4 74.4 88.2 52.5 64.9 68.1 74.0 Old : 56.4 75.4 74.4 88.2 52.5 64.9 68.1 74.0 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, March 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 : 120,698: 31,295 200 280 81,298 112,368 112,873 112,848: 7,825 7,850 Old : 120,698: 31,295 200 280 81,298 112,368 112,873 112,848: 7,825 7,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -6,405: -350 -150 -210 -5,245 -5,455 -5,805 -5,815: -600 -590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 0.2 0.2 67.4 93.1 93.5 93.5: 6.5 6.5 Old : 100.0: 25.9 0.2 0.2 67.4 93.1 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 : 39: 5 1 2 21 25 27 27: Old : 39: 5 1 2 21 25 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 56.7 81.3 75.8 61.7 56.1 76.2 69.4 Old : 64.3 56.7 81.3 75.8 61.7 56.1 76.2 69.4 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, March 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 : 107,810: 29,815 0 375 72,325 101,995 102,515 102,370: 5,295 5,440 Old : 107,810: 29,815 0 375 72,325 101,995 102,515 102,370: 5,295 5,440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -6,010: -800 -125 -275 -4,325 -5,010 -5,400 -5,410: -610 -600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 0.0 0.3 67.1 94.6 95.1 95.0: 4.9 5.0 Old : 100.0: 27.7 0.0 0.3 67.1 94.6 95.1 95.0: 4.9 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 6 0 1 19 24 25 25: Old : 36: 6 0 1 19 24 25 25: 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 : 69.8 58.2 85.8 77.4 67.3 58.0 80.3 72.7 Old : 69.8 58.2 85.8 77.4 67.3 58.0 80.3 72.7 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, March 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 : 20,310: 0 675 0 17,995 17,350 17,995 18,025: 2,315 2,285 Old : 20,310: 0 675 0 17,995 17,350 17,995 18,025: 2,315 2,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -900: -50 -100 0 -805 -740 -855 -840: -45 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.0 88.6 85.4 88.6 88.7: 11.4 11.3 Old : 100.0: 0.0 3.3 0.0 88.6 85.4 88.6 88.7: 11.4 11.3 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 : 22: 0 1 0 18 14 18 15: Old : 22: 0 1 0 18 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 66.0 72.6 79.4 42.0 54.0 56.6 61.5 Old : 48.4 66.0 72.6 79.4 42.0 54.0 56.6 61.5 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, March 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 : 19,000: 900 75 0 17,325 18,305 18,225 18,380: 775 620 Old : 19,000: 900 75 0 17,325 18,305 18,225 18,380: 775 620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,395: 0 -75 0 -1,395 -1,300 -1,395 -1,375: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 0.4 0.0 91.2 96.3 95.9 96.7: 4.1 3.3 Old : 100.0: 4.7 0.4 0.0 91.2 96.3 95.9 96.7: 4.1 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 0 18 12 19 13: Old : 23: 1 1 0 18 12 19 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 : 53.6 78.8 73.1 90.4 36.2 62.6 55.8 66.7 Old : 53.6 78.8 73.1 90.4 36.2 62.6 55.8 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, March 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 : 39,470: 0 3,615 0 33,370 29,755 33,370 33,370: 6,100 6,100 Old : 39,470: 0 3,615 0 33,370 29,755 33,370 33,370: 6,100 6,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -745: 0 -85 0 -235 -270 -235 -355: -510 -390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.2 0.0 84.5 75.4 84.5 84.5: 15.5 15.5 Old : 100.0: 0.0 9.2 0.0 84.5 75.4 84.5 84.5: 15.5 15.5 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: 0 2 0 16 17 16 19: Old : 28: 0 2 0 16 17 16 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 : 64.6 39.6 78.1 59.1 56.5 34.2 64.6 51.0 Old : 64.6 39.6 78.1 59.1 56.5 34.2 64.6 51.0 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, March 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 : 30,275: 0 2,225 0 26,065 23,840 26,065 26,065: 4,210 4,210 Old : 30,275: 0 2,225 0 26,065 23,840 26,065 26,065: 4,210 4,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,545: -50 -75 0 -905 -880 -955 -955: -590 -590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.3 0.0 86.1 78.7 86.1 86.1: 13.9 13.9 Old : 100.0: 0.0 7.3 0.0 86.1 78.7 86.1 86.1: 13.9 13.9 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: 0 1 0 17 18 17 19: Old : 26: 0 1 0 17 18 17 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 44.6 72.2 64.9 39.3 34.0 50.0 46.8 Old : 46.9 44.6 72.2 64.9 39.3 34.0 50.0 46.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017