ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, June 06, 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 : 38,552: 0 0 0 36,152 36,192 36,152 36,192: 2,400 2,360 Old : 38,552: 0 0 0 36,152 36,192 36,152 36,192: 2,400 2,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -1,745: 0 0 0 -1,795 -1,775 -1,795 -1,775: 50 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.8 93.9 93.8 93.9: 6.2 6.1 Old : 100.0: 0.0 0.0 0.0 93.8 93.9 93.8 93.9: 6.2 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 14 16 14 16: Old : 23: 0 0 0 14 16 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.9 66.4 90.5 86.3 71.2 54.7 76.7 73.9 Old : 80.9 66.4 90.5 86.3 71.2 54.7 76.7 73.9 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, June 06, 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 : 34,600: 0 0 0 32,810 32,885 32,810 32,885: 1,790 1,715 Old : 34,600: 0 0 0 32,810 32,885 32,810 32,885: 1,790 1,715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -1,375: 0 0 0 -1,510 -1,495 -1,510 -1,495: 135 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.8 95.0 94.8 95.0: 5.2 5.0 Old : 100.0: 0.0 0.0 0.0 94.8 95.0 94.8 95.0: 5.2 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 13 17 13 17: Old : 21: 0 0 0 13 17 13 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 : 85.9 67.5 93.6 88.4 74.7 55.3 77.4 73.8 Old : 85.9 67.5 93.6 88.4 74.7 55.3 77.4 73.8 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, June 06, 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 : 34,884: 0 1,200 0 30,687 29,507 30,687 30,707: 4,197 4,177 Old : 34,884: 0 1,200 0 30,687 29,507 30,687 30,707: 4,197 4,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -1,697: 0 0 0 -1,610 -1,590 -1,610 -1,590: -87 -107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 0.0 88.0 84.6 88.0 88.0: 12.0 12.0 Old : 100.0: 0.0 3.4 0.0 88.0 84.6 88.0 88.0: 12.0 12.0 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 : 23: 0 2 0 12 16 12 18: Old : 23: 0 2 0 12 16 12 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.4 49.2 87.2 69.7 74.3 49.1 79.3 69.1 Old : 75.4 49.2 87.2 69.7 74.3 49.1 79.3 69.1 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, June 06, 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 : 32,027: 0 1,200 0 28,983 27,663 28,983 28,863: 3,044 3,164 Old : 32,027: 0 1,200 0 28,983 27,663 28,983 28,863: 3,044 3,164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -1,594: 0 0 0 -1,310 -1,430 -1,310 -1,430: -284 -164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.7 0.0 90.5 86.4 90.5 90.1: 9.5 9.9 Old : 100.0: 0.0 3.7 0.0 90.5 86.4 90.5 90.1: 9.5 9.9 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 : 23: 0 2 0 11 17 11 19: Old : 23: 0 2 0 11 17 11 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 : 83.7 50.9 90.2 69.2 79.7 50.8 82.1 68.8 Old : 83.7 50.9 90.2 69.2 79.7 50.8 82.1 68.8 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, June 06, 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 : 41,750: 0 15,045 200 40,680 25,825 40,880 41,070: 870 680 Old : 41,750: 0 15,045 200 40,680 25,825 40,880 41,070: 870 680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -100: 0 -300 -500 585 785 85 -15: -185 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 36.0 0.5 97.4 61.9 97.9 98.4: 2.1 1.6 Old : 100.0: 0.0 36.0 0.5 97.4 61.9 97.9 98.4: 2.1 1.6 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 : 29: 0 5 1 18 13 19 18: Old : 29: 0 5 1 18 13 19 18: 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 73.4 83.6 89.8 62.7 63.6 74.9 79.0 Old : 70.1 73.4 83.6 89.8 62.7 63.6 74.9 79.0 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, June 06, 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 : 41,405: 0 12,425 200 40,345 28,110 40,545 40,735: 860 670 Old : 41,405: 0 12,425 200 40,345 28,110 40,545 40,735: 860 670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -345: 0 -360 -495 170 510 -325 -345: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 30.0 0.5 97.4 67.9 97.9 98.4: 2.1 1.6 Old : 100.0: 0.0 30.0 0.5 97.4 67.9 97.9 98.4: 2.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 5 1 17 13 18 18: Old : 27: 0 5 1 17 13 18 18: 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 : 72.6 77.9 84.4 91.7 64.8 68.0 75.5 79.1 Old : 72.6 77.9 84.4 91.7 64.8 68.0 75.5 79.1 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, June 06, 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 : 46,370: 750 2,295 550 43,835 42,290 45,135 45,135: 1,235 1,235 Old : 46,370: 750 2,295 550 43,835 42,290 45,135 45,135: 1,235 1,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 895: -255 -10 -35 1,345 1,100 1,055 1,055: -160 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 4.9 1.2 94.5 91.2 97.3 97.3: 2.7 2.7 Old : 100.0: 1.6 4.9 1.2 94.5 91.2 97.3 97.3: 2.7 2.7 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 : 28: 2 2 1 16 15 18 18: Old : 28: 2 2 1 16 15 18 18: 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 : 77.2 86.6 88.8 93.4 76.8 84.9 88.1 90.2 Old : 77.2 86.6 88.8 93.4 76.8 84.9 88.1 90.2 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, June 06, 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 : 41,790: 800 2,020 550 39,595 38,395 40,945 40,965: 845 825 Old : 41,790: 800 2,020 550 39,595 38,395 40,945 40,965: 845 825 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : 440: -255 -10 -35 1,055 800 765 755: -325 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 4.8 1.3 94.7 91.9 98.0 98.0: 2.0 2.0 Old : 100.0: 1.9 4.8 1.3 94.7 91.9 98.0 98.0: 2.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 1 1 15 13 17 15: Old : 24: 2 1 1 15 13 17 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 : 76.0 88.5 89.2 95.3 75.5 85.1 86.9 90.1 Old : 76.0 88.5 89.2 95.3 75.5 85.1 86.9 90.1 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, June 06, 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 : 33,085: 100 10,140 0 32,640 22,695 32,740 32,835: 345 250 Old : 33,085: 100 10,140 0 32,640 22,695 32,740 32,835: 345 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -2,250: -100 -1,380 0 -2,145 -875 -2,245 -2,255: -5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 30.6 0.0 98.7 68.6 99.0 99.2: 1.0 0.8 Old : 100.0: 0.3 30.6 0.0 98.7 68.6 99.0 99.2: 1.0 0.8 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 : 26: 1 2 0 17 13 18 15: Old : 26: 1 2 0 17 13 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 : 79.0 88.3 91.3 95.7 73.4 85.1 85.7 90.0 Old : 79.0 88.3 91.3 95.7 73.4 85.1 85.7 90.0 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, June 06, 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 : 31,245: 0 9,640 0 30,735 21,190 30,735 30,830: 510 415 Old : 31,245: 0 9,640 0 30,735 21,190 30,735 30,830: 510 415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -1,535: 0 -855 0 -1,525 -680 -1,525 -1,535: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 30.9 0.0 98.4 67.8 98.4 98.7: 1.6 1.3 Old : 100.0: 0.0 30.9 0.0 98.4 67.8 98.4 98.7: 1.6 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 0 17 10 17 12: Old : 22: 0 2 0 17 10 17 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 : 78.8 89.4 90.9 96.5 72.9 85.2 85.0 90.1 Old : 78.8 89.4 90.9 96.5 72.9 85.2 85.0 90.1 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, June 06, 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 : 24,875: 225 130 125 22,730 23,245 23,080 23,500: 1,795 1,375 Old : 24,875: 225 130 125 22,730 23,245 23,080 23,500: 1,795 1,375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -2,000: -190 0 -40 -1,805 -1,935 -2,035 -1,975: 35 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.5 0.5 91.4 93.4 92.8 94.5: 7.2 5.5 Old : 100.0: 0.9 0.5 0.5 91.4 93.4 92.8 94.5: 7.2 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 1 2 12 10 15 12: Old : 21: 2 1 2 12 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 : 76.5 78.7 88.3 92.4 69.6 78.7 80.8 85.8 Old : 76.5 78.7 88.3 92.4 69.6 78.7 80.8 85.8 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, June 06, 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 : 23,630: 575 130 125 21,740 22,425 22,440 22,680: 1,190 950 Old : 23,630: 575 130 125 21,740 22,425 22,440 22,680: 1,190 950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -1,890: -10 0 -90 -1,580 -1,710 -1,680 -1,800: -210 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.6 0.5 92.0 94.9 95.0 96.0: 5.0 4.0 Old : 100.0: 2.4 0.6 0.5 92.0 94.9 95.0 96.0: 5.0 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 1 2 13 10 17 12: Old : 23: 3 1 2 13 10 17 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 : 78.8 80.6 88.9 93.7 72.8 80.6 82.1 87.9 Old : 78.8 80.6 88.9 93.7 72.8 80.6 82.1 87.9 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, June 06, 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 : 39,250: 9,590 1,475 100 28,325 36,465 38,015 38,040: 1,235 1,210 Old : 39,250: 9,590 1,475 100 28,325 36,465 38,015 38,040: 1,235 1,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -640: 915 -25 -100 -1,275 -335 -460 -460: -180 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 3.8 0.3 72.2 92.9 96.9 96.9: 3.1 3.1 Old : 100.0: 24.4 3.8 0.3 72.2 92.9 96.9 96.9: 3.1 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 : 26: 2 2 1 18 11 21 13: Old : 26: 2 2 1 18 11 21 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 : 71.8 79.8 86.3 93.7 65.5 78.7 80.0 86.6 Old : 71.8 79.8 86.3 93.7 65.5 78.7 80.0 86.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, June 06, 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 : 28,365: 3,035 1,315 0 23,030 25,060 26,065 26,375: 2,300 1,990 Old : 28,365: 3,035 1,315 0 23,030 25,060 26,065 26,375: 2,300 1,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -395: 1,405 -25 -130 -1,605 -190 -330 -345: -65 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 4.6 0.0 81.2 88.3 91.9 93.0: 8.1 7.0 Old : 100.0: 10.7 4.6 0.0 81.2 88.3 91.9 93.0: 8.1 7.0 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 : 25: 2 2 0 16 12 18 14: Old : 25: 2 2 0 16 12 18 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 : 63.6 70.3 79.9 88.8 56.2 68.4 71.3 80.7 Old : 63.6 70.3 79.9 88.8 56.2 68.4 71.3 80.7 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, June 06, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 113,740: 18,270 0 140 86,620 104,865 105,030 105,005: 8,710 8,735 Old : 113,740: 18,270 0 140 86,620 104,865 105,030 105,005: 8,710 8,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -5,190: -2,535 -75 55 -1,825 -4,285 -4,305 -4,305: -885 -885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 0.0 0.1 76.2 92.2 92.3 92.3: 7.7 7.7 Old : 100.0: 16.1 0.0 0.1 76.2 92.2 92.3 92.3: 7.7 7.7 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 : 40: 5 0 1 22 26 27 27: Old : 40: 5 0 1 22 26 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 : 61.4 60.9 75.1 74.3 55.9 58.2 69.7 70.3 Old : 61.4 60.9 75.1 74.3 55.9 58.2 69.7 70.3 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, June 06, 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 : 99,465: 20,700 0 140 71,790 92,465 92,630 92,605: 6,835 6,860 Old : 99,465: 20,700 0 140 71,790 92,465 92,630 92,605: 6,835 6,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -2,765: -2,960 0 -10 800 -2,160 -2,170 -2,170: -595 -595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 0.0 0.1 72.2 93.0 93.1 93.1: 6.9 6.9 Old : 100.0: 20.8 0.0 0.1 72.2 93.0 93.1 93.1: 6.9 6.9 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 : 35: 4 0 1 20 24 24 25: Old : 35: 4 0 1 20 24 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 59.1 81.5 73.5 62.3 57.8 77.8 71.4 Old : 64.9 59.1 81.5 73.5 62.3 57.8 77.8 71.4 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, June 06, 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 : 21,460: 600 700 0 18,450 18,425 19,050 19,125: 2,410 2,335 Old : 21,460: 600 700 0 18,450 18,425 19,050 19,125: 2,410 2,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -580: 0 25 -25 -460 -470 -485 -470: -95 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 3.3 0.0 86.0 85.9 88.8 89.1: 11.2 10.9 Old : 100.0: 2.8 3.3 0.0 86.0 85.9 88.8 89.1: 11.2 10.9 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 1 0 16 14 17 15: Old : 24: 1 1 0 16 14 17 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 : 48.3 61.7 71.0 78.7 35.1 52.8 55.8 63.1 Old : 48.3 61.7 71.0 78.7 35.1 52.8 55.8 63.1 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, June 06, 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 : 19,905: 2,000 200 0 16,830 18,845 18,830 19,045: 1,075 860 Old : 19,905: 2,000 200 0 16,830 18,845 18,830 19,045: 1,075 860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -215: -100 175 0 -65 -320 -165 -145: -50 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 1.0 0.0 84.6 94.7 94.6 95.7: 5.4 4.3 Old : 100.0: 10.0 1.0 0.0 84.6 94.7 94.6 95.7: 5.4 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 : 23: 1 1 0 16 14 17 15: Old : 23: 1 1 0 16 14 17 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 : 58.7 75.6 76.9 87.9 39.7 55.5 54.8 61.9 Old : 58.7 75.6 76.9 87.9 39.7 55.5 54.8 61.9 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, June 06, 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 : 47,665: 0 4,200 40 40,425 36,345 40,465 40,585: 7,200 7,080 Old : 47,665: 0 4,200 40 40,425 36,345 40,465 40,585: 7,200 7,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -210: -230 135 -5 -700 -945 -935 -815: 725 605 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.8 0.1 84.8 76.3 84.9 85.1: 15.1 14.9 Old : 100.0: 0.0 8.8 0.1 84.8 76.3 84.9 85.1: 15.1 14.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 3 2 19 19 21 22: Old : 29: 0 3 2 19 19 21 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 : 60.5 44.9 76.3 65.0 60.3 41.1 65.5 57.8 Old : 60.5 44.9 76.3 65.0 60.3 41.1 65.5 57.8 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, June 06, 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 : 31,605: 200 2,425 0 26,920 24,695 27,120 27,120: 4,485 4,485 Old : 31,605: 200 2,425 0 26,920 24,695 27,120 27,120: 4,485 4,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 30, 2017 : : -1,080: 200 -75 0 -1,095 -950 -895 -1,025: -185 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 7.7 0.0 85.2 78.1 85.8 85.8: 14.2 14.2 Old : 100.0: 0.6 7.7 0.0 85.2 78.1 85.8 85.8: 14.2 14.2 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: 1 1 0 18 19 19 20: Old : 26: 1 1 0 18 19 19 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 : 45.5 39.3 69.5 63.5 36.1 30.5 44.1 41.3 Old : 45.5 39.3 69.5 63.5 36.1 30.5 44.1 41.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017