ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, May 02, 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 : 38,462: 0 0 0 36,677 36,677 36,677 36,677: 1,785 1,785 Old : 38,462: 0 0 0 36,677 36,677 36,677 36,677: 1,785 1,785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 2,770: 0 0 0 2,895 2,895 2,895 2,895: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.4 95.4 95.4 95.4: 4.6 4.6 Old : 100.0: 0.0 0.0 0.0 95.4 95.4 95.4 95.4: 4.6 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 : 22: 0 0 0 15 15 15 15: Old : 22: 0 0 0 15 15 15 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 : 79.1 65.5 91.1 87.0 68.3 54.5 76.1 72.6 Old : 79.1 65.5 91.1 87.0 68.3 54.5 76.1 72.6 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, May 02, 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 : 34,770: 0 0 0 33,590 33,485 33,590 33,485: 1,180 1,285 Old : 34,770: 0 0 0 33,590 33,485 33,590 33,485: 1,180 1,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 2,765: 0 0 0 2,775 2,775 2,775 2,775: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.6 96.3 96.6 96.3: 3.4 3.7 Old : 100.0: 0.0 0.0 0.0 96.6 96.3 96.6 96.3: 3.4 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 : 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 : 86.3 66.3 95.2 88.7 73.8 54.4 77.3 72.9 Old : 86.3 66.3 95.2 88.7 73.8 54.4 77.3 72.9 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, May 02, 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 : 37,572: 0 1,200 0 33,947 32,747 33,947 33,947: 3,625 3,625 Old : 37,572: 0 1,200 0 33,947 32,747 33,947 33,947: 3,625 3,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 375: 0 0 0 585 585 585 585: -210 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 0.0 90.4 87.2 90.4 90.4: 9.6 9.6 Old : 100.0: 0.0 3.2 0.0 90.4 87.2 90.4 90.4: 9.6 9.6 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: 0 2 0 14 20 14 22: Old : 25: 0 2 0 14 20 14 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 : 79.1 50.8 88.7 71.6 78.6 50.8 82.2 71.4 Old : 79.1 50.8 88.7 71.6 78.6 50.8 82.2 71.4 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, May 02, 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 : 35,365: 0 1,200 0 31,748 30,408 31,748 31,608: 3,617 3,757 Old : 35,365: 0 1,200 0 31,748 30,408 31,748 31,608: 3,617 3,757 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 375: 0 0 0 560 560 560 560: -185 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 0.0 89.8 86.0 89.8 89.4: 10.2 10.6 Old : 100.0: 0.0 3.4 0.0 89.8 86.0 89.8 89.4: 10.2 10.6 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: 0 2 0 12 19 12 21: Old : 24: 0 2 0 12 19 12 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 : 82.2 50.4 89.2 69.4 78.7 50.4 82.4 69.0 Old : 82.2 50.4 89.2 69.4 78.7 50.4 82.4 69.0 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 43,440: 75 19,430 635 41,480 22,445 42,190 42,510: 1,250 930 Old : 43,440: 75 19,430 635 41,480 22,445 42,190 42,510: 1,250 930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,720: 0 -750 -25 1,665 2,505 1,640 1,730: 80 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 44.7 1.5 95.5 51.7 97.1 97.9: 2.9 2.1 Old : 100.0: 0.2 44.7 1.5 95.5 51.7 97.1 97.9: 2.9 2.1 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 3 16 16 20 21: Old : 29: 1 5 3 16 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 : 70.0 71.2 84.3 91.0 63.9 61.2 76.4 79.3 Old : 70.0 71.2 84.3 91.0 63.9 61.2 76.4 79.3 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, May 02, 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 : 41,475: 0 15,120 740 39,750 24,860 40,490 40,720: 985 755 Old : 41,475: 0 15,120 740 39,750 24,860 40,490 40,720: 985 755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,645: 0 -900 75 1,570 2,470 1,645 1,645: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 36.5 1.8 95.8 59.9 97.6 98.2: 2.4 1.8 Old : 100.0: 0.0 36.5 1.8 95.8 59.9 97.6 98.2: 2.4 1.8 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 3 16 17 19 23: Old : 29: 0 6 3 16 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 : 72.9 72.2 85.4 89.8 66.5 62.5 76.8 77.0 Old : 72.9 72.2 85.4 89.8 66.5 62.5 76.8 77.0 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, May 02, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 43,825: 1,885 2,045 620 39,820 39,690 42,325 42,355: 1,500 1,470 Old : 43,825: 1,885 2,045 620 39,820 39,690 42,325 42,355: 1,500 1,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 820: 0 75 0 695 620 695 695: 125 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 4.7 1.4 90.9 90.6 96.6 96.6: 3.4 3.4 Old : 100.0: 4.3 4.7 1.4 90.9 90.6 96.6 96.6: 3.4 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 : 28: 4 2 3 18 13 23 17: Old : 28: 4 2 3 18 13 23 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 81.4 84.8 91.8 64.5 78.0 80.0 83.3 Old : 68.5 81.4 84.8 91.8 64.5 78.0 80.0 83.3 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, May 02, 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 : 39,305: 1,835 2,020 620 35,530 35,405 37,985 38,045: 1,320 1,260 Old : 39,305: 1,835 2,020 620 35,530 35,405 37,985 38,045: 1,320 1,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 690: 0 75 0 620 545 620 620: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 5.1 1.6 90.4 90.1 96.6 96.8: 3.4 3.2 Old : 100.0: 4.7 5.1 1.6 90.4 90.1 96.6 96.8: 3.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 2 3 19 13 23 17: Old : 26: 3 2 3 19 13 23 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 83.4 85.1 92.9 66.0 79.0 80.3 83.9 Old : 69.2 83.4 85.1 92.9 66.0 79.0 80.3 83.9 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, May 02, 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 : 36,335: 100 12,225 0 35,700 23,785 35,800 36,010: 535 325 Old : 36,335: 100 12,225 0 35,700 23,785 35,800 36,010: 535 325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 33.6 0.0 98.3 65.5 98.5 99.1: 1.5 0.9 Old : 100.0: 0.3 33.6 0.0 98.3 65.5 98.5 99.1: 1.5 0.9 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 : 24: 1 2 0 16 11 17 13: Old : 24: 1 2 0 16 11 17 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 : 78.5 89.3 90.5 96.5 71.7 84.4 83.7 88.9 Old : 78.5 89.3 90.5 96.5 71.7 84.4 83.7 88.9 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, May 02, 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 : 33,330: 0 10,900 0 32,730 21,940 32,730 32,840: 600 490 Old : 33,330: 0 10,900 0 32,730 21,940 32,730 32,840: 600 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 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 32.7 0.0 98.2 65.8 98.2 98.5: 1.8 1.5 Old : 100.0: 0.0 32.7 0.0 98.2 65.8 98.2 98.5: 1.8 1.5 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 : 22: 0 2 0 15 10 15 12: Old : 22: 0 2 0 15 10 15 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 : 78.4 91.0 90.6 97.7 71.0 85.0 83.3 89.3 Old : 78.4 91.0 90.6 97.7 71.0 85.0 83.3 89.3 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, May 02, 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 : 27,370: 625 130 205 24,905 25,400 25,735 25,735: 1,635 1,635 Old : 27,370: 625 130 205 24,905 25,400 25,735 25,735: 1,635 1,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 440: 0 0 0 490 490 490 490: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.5 0.7 91.0 92.8 94.0 94.0: 6.0 6.0 Old : 100.0: 2.3 0.5 0.7 91.0 92.8 94.0 94.0: 6.0 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 4 1 3 16 12 21 15: Old : 26: 4 1 3 16 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 : 71.0 77.5 84.4 90.2 65.5 73.3 77.1 81.2 Old : 71.0 77.5 84.4 90.2 65.5 73.3 77.1 81.2 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, May 02, 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 : 26,595: 1,045 130 305 24,010 24,925 25,360 25,360: 1,235 1,235 Old : 26,595: 1,045 130 305 24,010 24,925 25,360 25,360: 1,235 1,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 370: 0 0 0 440 440 440 440: -70 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 0.5 1.1 90.3 93.7 95.4 95.4: 4.6 4.6 Old : 100.0: 3.9 0.5 1.1 90.3 93.7 95.4 95.4: 4.6 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 : 27: 5 1 3 17 11 23 14: Old : 27: 5 1 3 17 11 23 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 : 72.7 78.7 84.4 91.7 67.1 74.9 76.5 82.8 Old : 72.7 78.7 84.4 91.7 67.1 74.9 76.5 82.8 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, May 02, 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: 6,435 1,725 400 29,065 33,800 35,900 35,925: 1,120 1,095 Old : 37,020: 6,435 1,725 400 29,065 33,800 35,900 35,925: 1,120 1,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 725: 200 0 0 525 725 725 725: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 4.7 1.1 78.5 91.3 97.0 97.0: 3.0 3.0 Old : 100.0: 17.4 4.7 1.1 78.5 91.3 97.0 97.0: 3.0 3.0 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 : 29: 3 3 2 17 12 21 16: Old : 29: 3 3 2 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 : 67.1 79.2 84.3 91.9 59.6 76.0 76.8 84.7 Old : 67.1 79.2 84.3 91.9 59.6 76.0 76.8 84.7 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, May 02, 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 : 28,460: 1,225 1,515 210 24,740 24,670 26,175 26,395: 2,285 2,065 Old : 28,460: 1,225 1,515 210 24,740 24,670 26,175 26,395: 2,285 2,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 485: 0 0 0 485 485 485 485: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 5.3 0.7 86.9 86.7 92.0 92.7: 8.0 7.3 Old : 100.0: 4.3 5.3 0.7 86.9 86.7 92.0 92.7: 8.0 7.3 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 : 24: 2 3 1 17 11 19 15: Old : 24: 2 3 1 17 11 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 : 59.1 70.1 75.6 87.0 51.5 62.5 66.7 74.9 Old : 59.1 70.1 75.6 87.0 51.5 62.5 66.7 74.9 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, May 02, 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 : 122,105: 24,705 175 185 87,355 111,860 112,245 112,220: 9,860 9,885 Old : 122,105: 24,705 175 185 87,355 111,860 112,245 112,220: 9,860 9,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,510: -875 0 -25 2,520 1,645 1,620 1,620: -110 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 0.1 0.2 71.5 91.6 91.9 91.9: 8.1 8.1 Old : 100.0: 20.2 0.1 0.2 71.5 91.6 91.9 91.9: 8.1 8.1 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 : 40: 5 1 2 24 25 29 28: Old : 40: 5 1 2 24 25 29 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 57.5 72.4 73.1 52.3 55.2 65.2 68.6 Old : 57.8 57.5 72.4 73.1 52.3 55.2 65.2 68.6 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, May 02, 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 : 104,000: 24,575 0 450 72,335 96,885 97,360 97,335: 6,640 6,665 Old : 104,000: 24,575 0 450 72,335 96,885 97,360 97,335: 6,640 6,665 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 1,630: -825 0 150 2,015 1,190 1,340 1,340: 290 290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 0.0 0.4 69.6 93.2 93.6 93.6: 6.4 6.4 Old : 100.0: 23.6 0.0 0.4 69.6 93.2 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 : 38: 6 0 2 20 27 26 29: Old : 38: 6 0 2 20 27 26 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 57.0 81.1 71.7 59.3 55.5 74.8 69.6 Old : 63.0 57.0 81.1 71.7 59.3 55.5 74.8 69.6 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, May 02, 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 : 21,220: 600 700 25 18,280 18,225 18,905 18,950: 2,315 2,270 Old : 21,220: 600 700 25 18,280 18,225 18,905 18,950: 2,315 2,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 3.3 0.1 86.1 85.9 89.1 89.3: 10.9 10.7 Old : 100.0: 2.8 3.3 0.1 86.1 85.9 89.1 89.3: 10.9 10.7 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: 1 1 1 18 15 20 16: Old : 24: 1 1 1 18 15 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 : 47.5 66.7 72.2 79.7 40.2 56.8 56.6 66.1 Old : 47.5 66.7 72.2 79.7 40.2 56.8 56.6 66.1 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, May 02, 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 : 20,160: 2,100 50 0 16,840 19,065 18,940 19,115: 1,220 1,045 Old : 20,160: 2,100 50 0 16,840 19,065 18,940 19,115: 1,220 1,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 0.2 0.0 83.5 94.6 93.9 94.8: 6.1 5.2 Old : 100.0: 10.4 0.2 0.0 83.5 94.6 93.9 94.8: 6.1 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 : 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 : 53.6 77.6 73.4 90.5 40.4 57.2 55.9 62.9 Old : 53.6 77.6 73.4 90.5 40.4 57.2 55.9 62.9 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, May 02, 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 : 46,180: 210 4,265 25 39,620 35,565 39,855 39,855: 6,325 6,325 Old : 46,180: 210 4,265 25 39,620 35,565 39,855 39,855: 6,325 6,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 470: 0 -250 0 170 420 170 170: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 9.2 0.1 85.8 77.0 86.3 86.3: 13.7 13.7 Old : 100.0: 0.5 9.2 0.1 85.8 77.0 86.3 86.3: 13.7 13.7 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 : 29: 1 1 1 16 19 18 20: Old : 29: 1 1 1 16 19 18 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 : 64.1 41.3 79.7 63.6 63.8 37.0 67.6 55.1 Old : 64.1 41.3 79.7 63.6 63.8 37.0 67.6 55.1 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, May 02, 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 : 30,000: 0 2,750 0 26,175 23,555 26,175 26,305: 3,825 3,695 Old : 30,000: 0 2,750 0 26,175 23,555 26,175 26,305: 3,825 3,695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 545: 0 0 0 535 545 535 545: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.2 0.0 87.3 78.5 87.3 87.7: 12.8 12.3 Old : 100.0: 0.0 9.2 0.0 87.3 78.5 87.3 87.7: 12.8 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 17 19 17 20: Old : 26: 0 1 0 17 19 17 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 : 50.0 41.4 74.3 64.4 35.2 30.3 45.0 43.3 Old : 50.0 41.4 74.3 64.4 35.2 30.3 45.0 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017