ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, March 14, 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 : 30,467: 0 0 0 29,272 29,302 29,272 29,302: 1,195 1,165 Old : 30,467: 0 0 0 29,272 29,302 29,272 29,302: 1,195 1,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 1,410: 0 0 0 1,710 1,415 1,710 1,415: -300 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.1 96.2 96.1 96.2: 3.9 3.8 Old : 100.0: 0.0 0.0 0.0 96.1 96.2 96.1 96.2: 3.9 3.8 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 : 22: 0 0 0 14 15 14 15: Old : 22: 0 0 0 14 15 14 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 : 77.4 62.1 92.0 85.8 64.3 58.1 76.7 74.8 Old : 77.4 62.1 92.0 85.8 64.3 58.1 76.7 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders - Futures Only, March 14, 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 : 27,525: 0 0 0 26,335 26,255 26,335 26,255: 1,190 1,270 Old : 27,525: 0 0 0 26,335 26,255 26,335 26,255: 1,190 1,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.7 95.4 95.7 95.4: 4.3 4.6 Old : 100.0: 0.0 0.0 0.0 95.7 95.4 95.7 95.4: 4.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 13 16 13 16: Old : 20: 0 0 0 13 16 13 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 : 83.6 62.3 93.9 86.4 68.5 56.9 74.6 72.0 Old : 83.6 62.3 93.9 86.4 68.5 56.9 74.6 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, March 14, 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: March 7, 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 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 14, 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: March 7, 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 89.1 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 14, 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 : 42,495: 175 25,190 405 40,145 15,480 40,725 41,075: 1,770 1,420 Old : 42,495: 175 25,190 405 40,145 15,480 40,725 41,075: 1,770 1,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 480: 0 180 0 780 600 780 780: -300 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 59.3 1.0 94.5 36.4 95.8 96.7: 4.2 3.3 Old : 100.0: 0.4 59.3 1.0 94.5 36.4 95.8 96.7: 4.2 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 : 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 : 74.8 77.2 85.4 88.5 70.7 76.1 80.1 82.2 Old : 74.8 77.2 85.4 88.5 70.7 76.1 80.1 82.2 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 14, 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 : 40,070: 75 20,690 510 38,130 17,765 38,715 38,965: 1,355 1,105 Old : 40,070: 75 20,690 510 38,130 17,765 38,715 38,965: 1,355 1,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 480: 0 180 0 780 600 780 780: -300 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 51.6 1.3 95.2 44.3 96.6 97.2: 3.4 2.8 Old : 100.0: 0.2 51.6 1.3 95.2 44.3 96.6 97.2: 3.4 2.8 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 : 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 : 74.5 75.6 85.5 88.7 73.5 73.4 83.3 81.6 Old : 74.5 75.6 85.5 88.7 73.5 73.4 83.3 81.6 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 14, 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 : 36,798: 2,815 2,085 435 32,125 32,963 35,375 35,483: 1,423 1,315 Old : 36,798: 2,815 2,085 435 32,125 32,963 35,375 35,483: 1,423 1,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 1,000: 100 0 0 900 1,000 1,000 1,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 5.7 1.2 87.3 89.6 96.1 96.4: 3.9 3.6 Old : 100.0: 7.6 5.7 1.2 87.3 89.6 96.1 96.4: 3.9 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 : 25: 3 1 3 18 12 22 15: Old : 25: 3 1 3 18 12 22 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 78.1 83.5 92.8 55.0 69.6 72.0 77.0 Old : 63.7 78.1 83.5 92.8 55.0 69.6 72.0 77.0 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, March 14, 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 : 34,485: 2,865 2,460 435 29,795 30,345 33,095 33,240: 1,390 1,245 Old : 34,485: 2,865 2,460 435 29,795 30,345 33,095 33,240: 1,390 1,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 1,000: 100 0 0 900 1,000 1,000 1,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 7.1 1.3 86.4 88.0 96.0 96.4: 4.0 3.6 Old : 100.0: 8.3 7.1 1.3 86.4 88.0 96.0 96.4: 4.0 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 : 24: 3 2 3 17 12 21 16: Old : 24: 3 2 3 17 12 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 76.3 84.4 92.5 55.7 68.5 72.4 76.7 Old : 63.6 76.3 84.4 92.5 55.7 68.5 72.4 76.7 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 14, 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: March 7, 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 39.0 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 14, 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: March 7, 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 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 14, 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: 1,135 130 270 24,535 25,525 25,940 25,925: 1,830 1,845 Old : 27,770: 1,135 130 270 24,535 25,525 25,940 25,925: 1,830 1,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 760: 35 -15 -35 650 700 650 650: 110 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.5 1.0 88.4 91.9 93.4 93.4: 6.6 6.6 Old : 100.0: 4.1 0.5 1.0 88.4 91.9 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 : 25: 4 1 3 16 8 21 11: Old : 25: 4 1 3 16 8 21 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 : 66.7 81.7 84.5 91.9 63.8 73.8 73.0 77.1 Old : 66.7 81.7 84.5 91.9 63.8 73.8 73.0 77.1 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 14, 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 : 26,705: 1,705 130 420 23,015 24,575 25,140 25,125: 1,565 1,580 Old : 26,705: 1,705 130 420 23,015 24,575 25,140 25,125: 1,565 1,580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 865: 50 0 -50 835 885 835 835: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.5 1.6 86.2 92.0 94.1 94.1: 5.9 5.9 Old : 100.0: 6.4 0.5 1.6 86.2 92.0 94.1 94.1: 5.9 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 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 : 67.8 82.6 83.2 93.1 64.1 75.3 71.8 77.7 Old : 67.8 82.6 83.2 93.1 64.1 75.3 71.8 77.7 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 14, 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 : 35,339: 5,695 1,500 600 27,495 31,715 33,790 33,815: 1,549 1,524 Old : 35,339: 5,695 1,500 600 27,495 31,715 33,790 33,815: 1,549 1,524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 200: 0 150 0 200 50 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 4.2 1.7 77.8 89.7 95.6 95.7: 4.4 4.3 Old : 100.0: 16.1 4.2 1.7 77.8 89.7 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 : 62.8 79.7 81.1 91.2 58.7 73.0 73.1 81.3 Old : 62.8 79.7 81.1 91.2 58.7 73.0 73.1 81.3 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 14, 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 : 27,225: 1,170 1,390 110 23,855 23,990 25,135 25,490: 2,090 1,735 Old : 27,225: 1,170 1,390 110 23,855 23,990 25,135 25,490: 2,090 1,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 200: -50 100 50 200 50 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 5.1 0.4 87.6 88.1 92.3 93.6: 7.7 6.4 Old : 100.0: 4.3 5.1 0.4 87.6 88.1 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 : 56.3 74.6 74.2 87.7 52.1 63.9 67.5 73.2 Old : 56.3 74.6 74.2 87.7 52.1 63.9 67.5 73.2 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 14, 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 : 123,378: 31,425 150 280 83,998 115,248 115,703 115,678: 7,675 7,700 Old : 123,378: 31,425 150 280 83,998 115,248 115,703 115,678: 7,675 7,700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 2,680: 130 -50 0 2,700 2,880 2,830 2,830: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 0.1 0.2 68.1 93.4 93.8 93.8: 6.2 6.2 Old : 100.0: 25.5 0.1 0.2 68.1 93.4 93.8 93.8: 6.2 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 65.2 55.7 81.8 74.8 62.5 55.5 76.7 68.7 Old : 65.2 55.7 81.8 74.8 62.5 55.5 76.7 68.7 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 14, 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 : 110,675: 29,995 0 375 74,750 104,600 105,120 104,975: 5,555 5,700 Old : 110,675: 29,995 0 375 74,750 104,600 105,120 104,975: 5,555 5,700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 2,865: 180 0 0 2,425 2,605 2,605 2,605: 260 260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 0.0 0.3 67.5 94.5 95.0 94.8: 5.0 5.2 Old : 100.0: 27.1 0.0 0.3 67.5 94.5 95.0 94.8: 5.0 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 6 0 1 19 25 25 26: Old : 36: 6 0 1 19 25 25 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.7 57.5 86.3 76.2 68.1 57.3 80.9 71.9 Old : 70.7 57.5 86.3 76.2 68.1 57.3 80.9 71.9 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 14, 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 : 20,410: 0 675 0 18,095 17,450 18,095 18,125: 2,315 2,285 Old : 20,410: 0 675 0 18,095 17,450 18,095 18,125: 2,315 2,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.0 88.7 85.5 88.7 88.8: 11.3 11.2 Old : 100.0: 0.0 3.3 0.0 88.7 85.5 88.7 88.8: 11.3 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 : 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 : 48.2 66.7 72.8 80.0 42.8 53.7 57.3 61.5 Old : 48.2 66.7 72.8 80.0 42.8 53.7 57.3 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 14, 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: March 7, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 14, 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 : 39,370: 0 3,615 0 33,220 29,605 33,220 33,220: 6,150 6,150 Old : 39,370: 0 3,615 0 33,220 29,605 33,220 33,220: 6,150 6,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -100: 0 0 0 -150 -150 -150 -150: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.2 0.0 84.4 75.2 84.4 84.4: 15.6 15.6 Old : 100.0: 0.0 9.2 0.0 84.4 75.2 84.4 84.4: 15.6 15.6 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 : 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 : 64.5 39.7 77.9 59.3 56.8 34.4 64.9 51.3 Old : 64.5 39.7 77.9 59.3 56.8 34.4 64.9 51.3 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 14, 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 : 30,345: 0 2,225 0 25,915 23,690 25,915 25,915: 4,430 4,430 Old : 30,345: 0 2,225 0 25,915 23,690 25,915 25,915: 4,430 4,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 70: 0 0 0 -150 -150 -150 -150: 220 220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.3 0.0 85.4 78.1 85.4 85.4: 14.6 14.6 Old : 100.0: 0.0 7.3 0.0 85.4 78.1 85.4 85.4: 14.6 14.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 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 : 46.3 44.0 71.5 64.2 38.7 31.8 49.3 45.8 Old : 46.3 44.0 71.5 64.2 38.7 31.8 49.3 45.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017