ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, March 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 : 31,337: 0 0 0 29,892 29,877 29,892 29,877: 1,445 1,460 Old : 31,337: 0 0 0 29,892 29,877 29,892 29,877: 1,445 1,460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 870: 0 0 0 620 575 620 575: 250 295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.4 95.3 95.4 95.3: 4.6 4.7 Old : 100.0: 0.0 0.0 0.0 95.4 95.3 95.4 95.3: 4.6 4.7 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 : 22: 0 0 0 15 16 15 16: Old : 22: 0 0 0 15 16 15 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 : 76.5 62.3 90.7 85.4 63.6 56.5 73.8 71.7 Old : 76.5 62.3 90.7 85.4 63.6 56.5 73.8 71.7 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 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 : 28,170: 0 0 0 26,980 26,855 26,980 26,855: 1,190 1,315 Old : 28,170: 0 0 0 26,980 26,855 26,980 26,855: 1,190 1,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 645: 0 0 0 645 600 645 600: 0 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.8 95.3 95.8 95.3: 4.2 4.7 Old : 100.0: 0.0 0.0 0.0 95.8 95.3 95.8 95.3: 4.2 4.7 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 : 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 : 84.0 63.0 94.1 86.5 69.2 55.6 73.8 70.4 Old : 84.0 63.0 94.1 86.5 69.2 55.6 73.8 70.4 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 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 : 39,320: 0 725 0 35,052 34,177 35,052 34,902: 4,268 4,418 Old : 39,320: 0 725 0 35,052 34,177 35,052 34,902: 4,268 4,418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 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 1.8 0.0 89.1 86.9 89.1 88.8: 10.9 11.2 Old : 100.0: 0.0 1.8 0.0 89.1 86.9 89.1 88.8: 10.9 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 : 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 : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3 Old : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3 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, March 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 : 36,816: 0 725 0 32,643 31,768 32,643 32,493: 4,173 4,323 Old : 36,816: 0 725 0 32,643 31,768 32,643 32,493: 4,173 4,323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 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 88.7 86.3 88.7 88.3: 11.3 11.7 Old : 100.0: 0.0 2.0 0.0 88.7 86.3 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 : 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 : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9 Old : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, March 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 : 41,495: 75 24,870 405 39,245 14,800 39,725 40,075: 1,770 1,420 Old : 41,495: 75 24,870 405 39,245 14,800 39,725 40,075: 1,770 1,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 955: -100 0 0 1,100 1,000 1,000 1,000: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 59.9 1.0 94.6 35.7 95.7 96.6: 4.3 3.4 Old : 100.0: 0.2 59.9 1.0 94.6 35.7 95.7 96.6: 4.3 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 17 17 20 22: Old : 29: 1 5 2 17 17 20 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 : 73.3 74.4 85.9 86.3 69.9 73.2 80.5 79.5 Old : 73.3 74.4 85.9 86.3 69.9 73.2 80.5 79.5 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 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 : 38,895: 0 20,395 510 37,030 16,885 37,540 37,790: 1,355 1,105 Old : 38,895: 0 20,395 510 37,030 16,885 37,540 37,790: 1,355 1,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 1,025: -75 25 0 1,100 1,000 1,025 1,025: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 52.4 1.3 95.2 43.4 96.5 97.2: 3.5 2.8 Old : 100.0: 0.0 52.4 1.3 95.2 43.4 96.5 97.2: 3.5 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: 0 6 2 17 17 19 23: Old : 29: 0 6 2 17 17 19 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.0 72.4 86.4 86.4 73.5 70.6 83.6 79.0 Old : 74.0 72.4 86.4 86.4 73.5 70.6 83.6 79.0 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 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 : 39,098: 3,465 1,955 235 34,075 35,633 37,775 37,823: 1,323 1,275 Old : 39,098: 3,465 1,955 235 34,075 35,633 37,775 37,823: 1,323 1,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 790: 700 50 -200 265 855 765 705: 25 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 5.0 0.6 87.2 91.1 96.6 96.7: 3.4 3.3 Old : 100.0: 8.9 5.0 0.6 87.2 91.1 96.6 96.7: 3.4 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 : 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 : 59.8 80.6 82.8 93.8 51.6 71.8 71.7 78.5 Old : 59.8 80.6 82.8 93.8 51.6 71.8 71.7 78.5 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 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 : 36,850: 3,515 2,130 235 31,865 33,335 35,615 35,700: 1,235 1,150 Old : 36,850: 3,515 2,130 235 31,865 33,335 35,615 35,700: 1,235 1,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 790: 700 50 -200 245 835 745 685: 45 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 5.8 0.6 86.5 90.5 96.6 96.9: 3.4 3.1 Old : 100.0: 9.5 5.8 0.6 86.5 90.5 96.6 96.9: 3.4 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: 3 2 3 18 12 22 16: Old : 25: 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 : 61.2 79.8 83.7 94.3 53.6 72.6 71.4 77.6 Old : 61.2 79.8 83.7 94.3 53.6 72.6 71.4 77.6 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 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 : 36,790: 0 14,155 0 36,305 22,380 36,305 36,535: 485 255 Old : 36,790: 0 14,155 0 36,305 22,380 36,305 36,535: 485 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : -250: 0 -300 0 -370 50 -370 -250: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.5 0.0 98.7 60.8 98.7 99.3: 1.3 0.7 Old : 100.0: 0.0 38.5 0.0 98.7 60.8 98.7 99.3: 1.3 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 : 23: 0 2 0 16 11 16 13: Old : 23: 0 2 0 16 11 16 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 : 77.9 90.3 90.8 96.6 71.3 85.6 83.3 89.5 Old : 77.9 90.3 90.8 96.6 71.3 85.6 83.3 89.5 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 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 : 33,080: 0 12,755 0 32,495 19,850 32,495 32,605: 585 475 Old : 33,080: 0 12,755 0 32,495 19,850 32,495 32,605: 585 475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.6 0.0 98.2 60.0 98.2 98.6: 1.8 1.4 Old : 100.0: 0.0 38.6 0.0 98.2 60.0 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 15 10 15 11: Old : 21: 0 1 0 15 10 15 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 92.6 91.2 98.0 71.3 86.1 83.7 89.1 Old : 78.7 92.6 91.2 98.0 71.3 86.1 83.7 89.1 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 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 : 28,495: 1,185 130 270 25,210 26,250 26,665 26,650: 1,830 1,845 Old : 28,495: 1,185 130 270 25,210 26,250 26,665 26,650: 1,830 1,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.5 0.9 88.5 92.1 93.6 93.5: 6.4 6.5 Old : 100.0: 4.2 0.5 0.9 88.5 92.1 93.6 93.5: 6.4 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 : 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 : 68.0 82.2 84.6 92.1 61.7 75.1 73.7 78.4 Old : 68.0 82.2 84.6 92.1 61.7 75.1 73.7 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, March 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 : 27,830: 1,555 130 420 24,440 25,850 26,415 26,400: 1,415 1,430 Old : 27,830: 1,555 130 420 24,440 25,850 26,415 26,400: 1,415 1,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 0.5 1.5 87.8 92.9 94.9 94.9: 5.1 5.1 Old : 100.0: 5.6 0.5 1.5 87.8 92.9 94.9 94.9: 5.1 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 70.1 83.8 84.9 94.0 63.4 76.9 73.3 79.1 Old : 70.1 83.8 84.9 94.0 63.4 76.9 73.3 79.1 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 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 : 35,452: 5,745 1,700 600 27,595 31,665 33,940 33,965: 1,512 1,487 Old : 35,452: 5,745 1,700 600 27,595 31,665 33,940 33,965: 1,512 1,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 0: 0 100 0 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 4.8 1.7 77.8 89.3 95.7 95.8: 4.3 4.2 Old : 100.0: 16.2 4.8 1.7 77.8 89.3 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 : 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 : 63.0 79.3 81.3 90.7 58.6 72.6 73.0 81.5 Old : 63.0 79.3 81.3 90.7 58.6 72.6 73.0 81.5 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 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 : 26,655: 1,170 1,590 110 23,255 23,190 24,535 24,890: 2,120 1,765 Old : 26,655: 1,170 1,590 110 23,255 23,190 24,535 24,890: 2,120 1,765 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 0: 0 100 0 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 6.0 0.4 87.2 87.0 92.0 93.4: 8.0 6.6 Old : 100.0: 4.4 6.0 0.4 87.2 87.0 92.0 93.4: 8.0 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: 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 : 54.5 73.2 72.8 87.3 49.9 61.5 65.5 71.8 Old : 54.5 73.2 72.8 87.3 49.9 61.5 65.5 71.8 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 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 : 124,773: 31,255 50 380 85,058 116,238 116,693 116,668: 8,080 8,105 Old : 124,773: 31,255 50 380 85,058 116,238 116,693 116,668: 8,080 8,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 715: -250 -100 50 440 290 240 240: 475 475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 0.0 0.3 68.2 93.2 93.5 93.5: 6.5 6.5 Old : 100.0: 25.0 0.0 0.3 68.2 93.2 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 : 64.5 56.5 81.2 74.3 62.1 55.7 76.2 69.0 Old : 64.5 56.5 81.2 74.3 62.1 55.7 76.2 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, March 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 : 110,065: 30,275 0 425 73,650 103,900 104,350 104,325: 5,715 5,740 Old : 110,065: 30,275 0 425 73,650 103,900 104,350 104,325: 5,715 5,740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : -145: 150 0 0 -95 175 55 175: -200 -320 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 0.0 0.4 66.9 94.4 94.8 94.8: 5.2 5.2 Old : 100.0: 27.5 0.0 0.4 66.9 94.4 94.8 94.8: 5.2 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 : 69.7 58.0 85.5 75.4 67.1 57.3 79.9 70.9 Old : 69.7 58.0 85.5 75.4 67.1 57.3 79.9 70.9 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 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 : 21,185: 0 625 25 18,845 18,250 18,870 18,900: 2,315 2,285 Old : 21,185: 0 625 25 18,845 18,250 18,870 18,900: 2,315 2,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 0.1 89.0 86.1 89.1 89.2: 10.9 10.8 Old : 100.0: 0.0 3.0 0.1 89.0 86.1 89.1 89.2: 10.9 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 : 22: 0 1 1 18 14 19 15: Old : 22: 0 1 1 18 14 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 67.1 73.7 80.5 43.8 54.5 58.8 62.8 Old : 49.0 67.1 73.7 80.5 43.8 54.5 58.8 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, March 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 : 20,300: 1,500 75 0 17,930 19,510 19,430 19,585: 870 715 Old : 20,300: 1,500 75 0 17,930 19,510 19,430 19,585: 870 715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 800: 600 0 0 200 800 800 800: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 0.4 0.0 88.3 96.1 95.7 96.5: 4.3 3.5 Old : 100.0: 7.4 0.4 0.0 88.3 96.1 95.7 96.5: 4.3 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 : 23: 1 1 0 18 13 19 14: Old : 23: 1 1 0 18 13 19 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 : 54.1 79.0 74.9 90.4 38.9 61.7 55.8 65.7 Old : 54.1 79.0 74.9 90.4 38.9 61.7 55.8 65.7 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 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 : 40,045: 0 4,215 25 33,870 29,655 33,895 33,895: 6,150 6,150 Old : 40,045: 0 4,215 25 33,870 29,655 33,895 33,895: 6,150 6,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 650: 0 600 0 650 50 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.5 0.1 84.6 74.1 84.6 84.6: 15.4 15.4 Old : 100.0: 0.0 10.5 0.1 84.6 74.1 84.6 84.6: 15.4 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 2 1 16 17 17 19: Old : 28: 0 2 1 16 17 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 : 64.0 41.3 78.2 60.6 56.4 35.9 64.4 52.5 Old : 64.0 41.3 78.2 60.6 56.4 35.9 64.4 52.5 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 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 : 30,370: 0 2,825 0 26,315 23,490 26,315 26,315: 4,055 4,055 Old : 30,370: 0 2,825 0 26,315 23,490 26,315 26,315: 4,055 4,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 21, 2017 : : 525: 0 600 0 650 50 650 650: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.3 0.0 86.6 77.3 86.6 86.6: 13.4 13.4 Old : 100.0: 0.0 9.3 0.0 86.6 77.3 86.6 86.6: 13.4 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 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 : 44.8 44.8 72.8 65.0 36.5 30.2 47.7 45.6 Old : 44.8 44.8 72.8 65.0 36.5 30.2 47.7 45.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2017