ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, July 03, 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 : 39,697: 0 0 0 37,172 37,212 37,172 37,212: 2,525 2,485 Old : 39,697: 0 0 0 37,172 37,212 37,172 37,212: 2,525 2,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 120: 0 0 0 120 120 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 93.6 93.7 93.6 93.7: 6.4 6.3 Old : 100.0: 0.0 0.0 0.0 93.6 93.7 93.6 93.7: 6.4 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 15 16 15 16: Old : 23: 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 : 80.9 67.2 90.4 86.1 71.6 56.8 77.5 74.8 Old : 80.9 67.2 90.4 86.1 71.6 56.8 77.5 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders - Futures Only, July 03, 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 : 35,825: 0 0 0 33,930 34,005 33,930 34,005: 1,895 1,820 Old : 35,825: 0 0 0 33,930 34,005 33,930 34,005: 1,895 1,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 120: 0 0 0 120 120 120 120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.7 94.9 94.7 94.9: 5.3 5.1 Old : 100.0: 0.0 0.0 0.0 94.7 94.9 94.7 94.9: 5.3 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 : 21: 0 0 0 12 17 12 17: Old : 21: 0 0 0 12 17 12 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 : 85.8 68.7 94.0 88.1 75.1 57.6 78.7 74.8 Old : 85.8 68.7 94.0 88.1 75.1 57.6 78.7 74.8 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, July 03, 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 : 34,909: 0 1,200 0 30,712 29,532 30,712 30,732: 4,197 4,177 Old : 34,909: 0 1,200 0 30,712 29,532 30,712 30,732: 4,197 4,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 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 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 : 75.5 49.2 87.2 69.6 74.4 49.1 79.4 69.1 Old : 75.5 49.2 87.2 69.6 74.4 49.1 79.4 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, July 03, 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: June 27, 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 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, July 03, 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 : 41,200: 0 15,245 200 38,780 23,725 38,980 39,170: 2,220 2,030 Old : 41,200: 0 15,245 200 38,780 23,725 38,980 39,170: 2,220 2,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 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 37.0 0.5 94.1 57.6 94.6 95.1: 5.4 4.9 Old : 100.0: 0.0 37.0 0.5 94.1 57.6 94.6 95.1: 5.4 4.9 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 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 : 66.8 69.8 80.6 86.5 64.0 64.2 76.3 80.3 Old : 66.8 69.8 80.6 86.5 64.0 64.2 76.3 80.3 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, July 03, 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 : 41,180: 0 12,425 200 38,920 26,685 39,120 39,310: 2,060 1,870 Old : 41,180: 0 12,425 200 38,920 26,685 39,120 39,310: 2,060 1,870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 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 30.2 0.5 94.5 64.8 95.0 95.5: 5.0 4.5 Old : 100.0: 0.0 30.2 0.5 94.5 64.8 95.0 95.5: 5.0 4.5 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 : 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 : 69.5 76.3 81.4 88.7 66.1 70.7 76.9 81.2 Old : 69.5 76.3 81.4 88.7 66.1 70.7 76.9 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders - Futures Only, July 03, 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 : 16,824: 1,500 0 0 13,704 15,324 15,204 15,324: 1,620 1,500 Old : 16,824: 1,500 0 0 13,704 15,324 15,204 15,324: 1,620 1,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.0 0.0 81.5 91.1 90.4 91.1: 9.6 8.9 Old : 100.0: 8.9 0.0 0.0 81.5 91.1 90.4 91.1: 9.6 8.9 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 : 20: 1 0 0 9 14 10 14: Old : 20: 1 0 0 9 14 10 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 : 65.8 70.9 87.9 86.3 64.7 70.9 86.7 86.3 Old : 65.8 70.9 87.9 86.3 64.7 70.9 86.7 86.3 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, July 03, 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 : 47,345: 750 1,995 550 44,560 43,315 45,860 45,860: 1,485 1,485 Old : 47,345: 750 1,995 550 44,560 43,315 45,860 45,860: 1,485 1,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 850: 0 -300 0 550 850 550 550: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 4.2 1.2 94.1 91.5 96.9 96.9: 3.1 3.1 Old : 100.0: 1.6 4.2 1.2 94.1 91.5 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 : 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 : 75.7 85.6 88.2 92.5 75.3 83.7 87.8 89.4 Old : 75.7 85.6 88.2 92.5 75.3 83.7 87.8 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders - Futures Only, July 03, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 42,615: 800 1,770 550 40,120 39,170 41,470 41,490: 1,145 1,125 Old : 42,615: 800 1,770 550 40,120 39,170 41,470 41,490: 1,145 1,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 800: 0 -300 0 500 800 500 500: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 4.2 1.3 94.1 91.9 97.3 97.4: 2.7 2.6 Old : 100.0: 1.9 4.2 1.3 94.1 91.9 97.3 97.4: 2.7 2.6 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: 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 : 74.4 88.0 88.2 94.7 73.9 84.7 86.5 89.7 Old : 74.4 88.0 88.2 94.7 73.9 84.7 86.5 89.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, July 03, 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 : 34,075: 100 10,800 0 33,015 22,410 33,115 33,210: 960 865 Old : 34,075: 100 10,800 0 33,015 22,410 33,115 33,210: 960 865 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 300: 0 300 0 300 0 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 31.7 0.0 96.9 65.8 97.2 97.5: 2.8 2.5 Old : 100.0: 0.3 31.7 0.0 96.9 65.8 97.2 97.5: 2.8 2.5 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 : 27: 1 3 0 17 13 18 16: Old : 27: 1 3 0 17 13 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 : 76.7 84.0 88.7 92.8 73.9 82.7 85.8 89.0 Old : 76.7 84.0 88.7 92.8 73.9 82.7 85.8 89.0 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, July 03, 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 : 31,270: 0 9,640 0 30,450 20,905 30,450 30,545: 820 725 Old : 31,270: 0 9,640 0 30,450 20,905 30,450 30,545: 820 725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 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 30.8 0.0 97.4 66.9 97.4 97.7: 2.6 2.3 Old : 100.0: 0.0 30.8 0.0 97.4 66.9 97.4 97.7: 2.6 2.3 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 : 77.9 87.5 89.9 95.6 74.8 87.0 86.8 91.9 Old : 77.9 87.5 89.9 95.6 74.8 87.0 86.8 91.9 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, July 03, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,275: 1,155 130 225 21,800 23,445 23,180 23,800: 2,095 1,475 Old : 25,275: 1,155 130 225 21,800 23,445 23,180 23,800: 2,095 1,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : -150: 0 0 0 -150 -150 -150 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.5 0.9 86.3 92.8 91.7 94.2: 8.3 5.8 Old : 100.0: 4.6 0.5 0.9 86.3 92.8 91.7 94.2: 8.3 5.8 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: 4 1 3 11 10 16 13: Old : 22: 4 1 3 11 10 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 : 72.9 77.8 86.3 91.9 66.1 77.8 79.4 85.3 Old : 72.9 77.8 86.3 91.9 66.1 77.8 79.4 85.3 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, July 03, 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 : 23,640: 975 130 205 20,700 22,095 21,880 22,430: 1,760 1,210 Old : 23,640: 975 130 205 20,700 22,095 21,880 22,430: 1,760 1,210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : -150: 0 0 0 -150 -150 -150 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.5 0.9 87.6 93.5 92.6 94.9: 7.4 5.1 Old : 100.0: 4.1 0.5 0.9 87.6 93.5 92.6 94.9: 7.4 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 : 23: 4 1 3 12 11 17 14: Old : 23: 4 1 3 12 11 17 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 : 75.2 78.9 86.2 92.4 69.2 78.9 79.9 86.4 Old : 75.2 78.9 86.2 92.4 69.2 78.9 79.9 86.4 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, July 03, 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 : 40,535: 10,015 1,650 25 28,540 36,930 38,580 38,605: 1,955 1,930 Old : 40,535: 10,015 1,650 25 28,540 36,930 38,580 38,605: 1,955 1,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 25: 325 0 0 0 325 325 325: -300 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 4.1 0.1 70.4 91.1 95.2 95.2: 4.8 4.8 Old : 100.0: 24.7 4.1 0.1 70.4 91.1 95.2 95.2: 4.8 4.8 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 : 27: 3 2 1 18 11 21 14: Old : 27: 3 2 1 18 11 21 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 : 70.3 78.0 84.3 92.1 64.3 77.0 77.8 85.0 Old : 70.3 78.0 84.3 92.1 64.3 77.0 77.8 85.0 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, July 03, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,655: 3,610 1,315 20 23,285 25,890 26,915 27,225: 2,740 2,430 Old : 29,655: 3,610 1,315 20 23,285 25,890 26,915 27,225: 2,740 2,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 295: 275 0 20 -30 245 265 265: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 4.4 0.1 78.5 87.3 90.8 91.8: 9.2 8.2 Old : 100.0: 12.2 4.4 0.1 78.5 87.3 90.8 91.8: 9.2 8.2 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: 2 2 1 15 13 17 16: Old : 26: 2 2 1 15 13 17 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 : 62.9 69.6 78.5 87.7 55.1 67.8 69.6 79.5 Old : 62.9 69.6 78.5 87.7 55.1 67.8 69.6 79.5 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, July 03, 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 : 119,690: 17,530 125 1,025 89,930 107,310 108,485 108,460: 11,205 11,230 Old : 119,690: 17,530 125 1,025 89,930 107,310 108,485 108,460: 11,205 11,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 4,365: -600 -50 225 3,160 2,610 2,785 2,785: 1,580 1,580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 0.1 0.9 75.1 89.7 90.6 90.6: 9.4 9.4 Old : 100.0: 14.6 0.1 0.9 75.1 89.7 90.6 90.6: 9.4 9.4 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 : 41: 5 1 3 22 26 27 30: Old : 41: 5 1 3 22 26 27 30: 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 : 59.7 58.3 73.4 71.9 53.1 55.1 66.5 66.9 Old : 59.7 58.3 73.4 71.9 53.1 55.1 66.5 66.9 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, July 03, 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 : 104,785: 19,700 500 210 75,255 94,410 95,165 95,120: 9,620 9,665 Old : 104,785: 19,700 500 210 75,255 94,410 95,165 95,120: 9,620 9,665 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 3,470: -850 0 70 2,450 1,600 1,670 1,670: 1,800 1,800 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 0.5 0.2 71.8 90.1 90.8 90.8: 9.2 9.2 Old : 100.0: 18.8 0.5 0.2 71.8 90.1 90.8 90.8: 9.2 9.2 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 : 38: 4 2 2 20 25 24 29: Old : 38: 4 2 2 20 25 24 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 : 63.1 56.1 79.5 70.8 60.0 54.3 75.3 68.3 Old : 63.1 56.1 79.5 70.8 60.0 54.3 75.3 68.3 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, July 03, 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 : 21,600: 700 700 0 18,490 18,565 19,190 19,265: 2,410 2,335 Old : 21,600: 700 700 0 18,490 18,565 19,190 19,265: 2,410 2,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : -50: 0 0 0 -50 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 3.2 0.0 85.6 85.9 88.8 89.2: 11.2 10.8 Old : 100.0: 3.2 3.2 0.0 85.6 85.9 88.8 89.2: 11.2 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 : 25: 2 1 0 16 15 18 16: Old : 25: 2 1 0 16 15 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 : 49.7 61.2 70.5 77.9 36.5 52.3 54.5 62.5 Old : 49.7 61.2 70.5 77.9 36.5 52.3 54.5 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, July 03, 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 : 20,970: 2,525 0 0 17,370 20,110 19,895 20,110: 1,075 860 Old : 20,970: 2,525 0 0 17,370 20,110 19,895 20,110: 1,075 860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 0.0 0.0 82.8 95.9 94.9 95.9: 5.1 4.1 Old : 100.0: 12.0 0.0 0.0 82.8 95.9 94.9 95.9: 5.1 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 0 0 16 14 18 14: Old : 23: 2 0 0 16 14 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 : 61.8 72.4 79.0 88.3 40.9 54.7 57.6 63.2 Old : 61.8 72.4 79.0 88.3 40.9 54.7 57.6 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, July 03, 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 : 16,520: 5,350 1,250 0 9,665 13,765 15,015 15,015: 1,505 1,505 Old : 16,520: 5,350 1,250 0 9,665 13,765 15,015 15,015: 1,505 1,505 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 7.6 0.0 58.5 83.3 90.9 90.9: 9.1 9.1 Old : 100.0: 32.4 7.6 0.0 58.5 83.3 90.9 90.9: 9.1 9.1 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 : 21: 1 3 0 13 12 14 15: Old : 21: 1 3 0 13 12 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.7 70.2 83.5 84.5 65.1 65.2 70.7 72.2 Old : 68.7 70.2 83.5 84.5 65.1 65.2 70.7 72.2 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, July 03, 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 : 48,465: 0 4,000 150 41,125 37,265 41,275 41,415: 7,190 7,050 Old : 48,465: 0 4,000 150 41,125 37,265 41,275 41,415: 7,190 7,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 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 8.3 0.3 84.9 76.9 85.2 85.5: 14.8 14.5 Old : 100.0: 0.0 8.3 0.3 84.9 76.9 85.2 85.5: 14.8 14.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 2 1 21 19 22 21: Old : 29: 0 2 1 21 19 22 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 : 60.7 44.2 76.3 65.7 60.5 40.1 65.5 56.8 Old : 60.7 44.2 76.3 65.7 60.5 40.1 65.5 56.8 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, July 03, 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 : 33,545: 600 2,425 0 27,930 26,105 28,530 28,530: 5,015 5,015 Old : 33,545: 600 2,425 0 27,930 26,105 28,530 28,530: 5,015 5,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 27, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 7.2 0.0 83.3 77.8 85.0 85.0: 15.0 15.0 Old : 100.0: 1.8 7.2 0.0 83.3 77.8 85.0 85.0: 15.0 15.0 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 : 27: 1 1 0 19 19 20 20: Old : 27: 1 1 0 19 19 20 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 : 45.1 41.5 67.4 64.7 32.9 29.5 41.0 37.9 Old : 45.1 41.5 67.4 64.7 32.9 29.5 41.0 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2017