ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, August 15, 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 : 36,147: 0 0 0 33,372 33,452 33,372 33,452: 2,775 2,695 Old : 36,147: 0 0 0 33,372 33,452 33,372 33,452: 2,775 2,695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 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 0.0 0.0 92.3 92.5 92.3 92.5: 7.7 7.5 Old : 100.0: 0.0 0.0 0.0 92.3 92.5 92.3 92.5: 7.7 7.5 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 : 24: 0 0 0 17 18 17 18: Old : 24: 0 0 0 17 18 17 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 : 83.1 62.5 89.0 82.4 68.8 51.3 73.2 69.9 Old : 83.1 62.5 89.0 82.4 68.8 51.3 73.2 69.9 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, August 15, 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 : 33,600: 0 0 0 31,320 31,425 31,320 31,425: 2,280 2,175 Old : 33,600: 0 0 0 31,320 31,425 31,320 31,425: 2,280 2,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 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 0.0 0.0 93.2 93.5 93.2 93.5: 6.8 6.5 Old : 100.0: 0.0 0.0 0.0 93.2 93.5 93.2 93.5: 6.8 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 13 19 13 19: Old : 22: 0 0 0 13 19 13 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 : 86.9 64.2 92.2 84.4 70.9 52.0 73.9 69.6 Old : 86.9 64.2 92.2 84.4 70.9 52.0 73.9 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_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, August 15, 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 : 32,022: 0 1,000 0 28,368 27,348 28,368 28,348: 3,654 3,674 Old : 32,022: 0 1,000 0 28,368 27,348 28,368 28,348: 3,654 3,674 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 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 3.1 0.0 88.6 85.4 88.6 88.5: 11.4 11.5 Old : 100.0: 0.0 3.1 0.0 88.6 85.4 88.6 88.5: 11.4 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 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 : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 63.7 Old : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 63.7 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, August 15, 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 : 30,443: 0 1,000 0 27,655 26,535 27,655 27,535: 2,788 2,908 Old : 30,443: 0 1,000 0 27,655 26,535 27,655 27,535: 2,788 2,908 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 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 3.3 0.0 90.8 87.2 90.8 90.4: 9.2 9.6 Old : 100.0: 0.0 3.3 0.0 90.8 87.2 90.8 90.4: 9.2 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 : 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 : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2 Old : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, August 15, 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 : 39,780: 300 14,390 0 35,510 21,570 35,810 35,960: 3,970 3,820 Old : 39,780: 300 14,390 0 35,510 21,570 35,810 35,960: 3,970 3,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 1,450: 200 25 0 575 750 775 775: 675 675 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 36.2 0.0 89.3 54.2 90.0 90.4: 10.0 9.6 Old : 100.0: 0.8 36.2 0.0 89.3 54.2 90.0 90.4: 10.0 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 : 32: 2 5 0 19 14 21 19: Old : 32: 2 5 0 19 14 21 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 : 60.3 67.6 73.7 83.3 56.3 67.1 68.5 81.7 Old : 60.3 67.6 73.7 83.3 56.3 67.1 68.5 81.7 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, August 15, 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 : 40,020: 300 12,060 25 35,805 24,195 36,130 36,280: 3,890 3,740 Old : 40,020: 300 12,060 25 35,805 24,195 36,130 36,280: 3,890 3,740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 1,400: 200 -50 0 575 825 775 775: 625 625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 30.1 0.1 89.5 60.5 90.3 90.7: 9.7 9.3 Old : 100.0: 0.7 30.1 0.1 89.5 60.5 90.3 90.7: 9.7 9.3 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 : 30: 2 5 1 18 14 21 19: Old : 30: 2 5 1 18 14 21 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 : 62.3 73.2 74.7 84.9 59.8 72.7 70.9 81.8 Old : 62.3 73.2 74.7 84.9 59.8 72.7 70.9 81.8 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, August 15, 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 : 43,770: 875 1,705 500 41,305 40,475 42,680 42,680: 1,090 1,090 Old : 43,770: 875 1,705 500 41,305 40,475 42,680 42,680: 1,090 1,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 425: 0 75 0 380 305 380 380: 45 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 3.9 1.1 94.4 92.5 97.5 97.5: 2.5 2.5 Old : 100.0: 2.0 3.9 1.1 94.4 92.5 97.5 97.5: 2.5 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 : 28: 3 2 1 15 15 18 18: Old : 28: 3 2 1 15 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 : 76.1 84.7 88.7 93.7 75.6 82.9 88.0 90.4 Old : 76.1 84.7 88.7 93.7 75.6 82.9 88.0 90.4 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, August 15, 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 : 39,875: 900 1,780 500 37,800 36,940 39,200 39,220: 675 655 Old : 39,875: 900 1,780 500 37,800 36,940 39,200 39,220: 675 655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 435: 0 75 0 435 360 435 435: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 4.5 1.3 94.8 92.6 98.3 98.4: 1.7 1.6 Old : 100.0: 2.3 4.5 1.3 94.8 92.6 98.3 98.4: 1.7 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 : 26: 3 2 1 16 13 19 16: Old : 26: 3 2 1 16 13 19 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 : 75.7 87.6 88.9 95.4 75.2 85.1 87.9 91.1 Old : 75.7 87.6 88.9 95.4 75.2 85.1 87.9 91.1 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, August 15, 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 : 29,370: 50 9,065 0 28,420 19,490 28,470 28,555: 900 815 Old : 29,370: 50 9,065 0 28,420 19,490 28,470 28,555: 900 815 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 30.9 0.0 96.8 66.4 96.9 97.2: 3.1 2.8 Old : 100.0: 0.2 30.9 0.0 96.8 66.4 96.9 97.2: 3.1 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 0 16 14 17 16: Old : 25: 1 2 0 16 14 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 : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5 Old : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, August 15, 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 : 27,355: 0 8,130 0 26,605 18,560 26,605 26,690: 750 665 Old : 27,355: 0 8,130 0 26,605 18,560 26,605 26,690: 750 665 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 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 29.7 0.0 97.3 67.8 97.3 97.6: 2.7 2.4 Old : 100.0: 0.0 29.7 0.0 97.3 67.8 97.3 97.6: 2.7 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 0 16 11 16 13: Old : 21: 0 2 0 16 11 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5 Old : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5 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, August 15, 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 : 22,415: 525 275 280 18,765 19,615 19,570 20,170: 2,845 2,245 Old : 22,415: 525 275 280 18,765 19,615 19,570 20,170: 2,845 2,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 50: 0 75 0 -125 -200 -125 -125: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 1.2 1.2 83.7 87.5 87.3 90.0: 12.7 10.0 Old : 100.0: 2.3 1.2 1.2 83.7 87.5 87.3 90.0: 12.7 10.0 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 : 22: 2 3 3 11 10 16 13: Old : 22: 2 3 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 : 71.2 68.1 82.5 87.1 63.5 68.1 74.8 79.3 Old : 71.2 68.1 82.5 87.1 63.5 68.1 74.8 79.3 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, August 15, 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 : 21,545: 405 155 345 18,125 18,900 18,875 19,400: 2,670 2,145 Old : 21,545: 405 155 345 18,125 18,900 18,875 19,400: 2,670 2,145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 40: -75 0 65 -50 -125 -60 -60: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.7 1.6 84.1 87.7 87.6 90.0: 12.4 10.0 Old : 100.0: 1.9 0.7 1.6 84.1 87.7 87.6 90.0: 12.4 10.0 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 2 3 12 10 17 13: Old : 23: 3 2 3 12 10 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 : 72.7 69.7 82.0 87.1 66.0 69.7 75.2 80.5 Old : 72.7 69.7 82.0 87.1 66.0 69.7 75.2 80.5 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, August 15, 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 : 37,530: 9,375 1,125 225 26,625 34,900 36,225 36,250: 1,305 1,280 Old : 37,530: 9,375 1,125 225 26,625 34,900 36,225 36,250: 1,305 1,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 125: -50 -200 175 75 225 200 200: -75 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 3.0 0.6 70.9 93.0 96.5 96.6: 3.5 3.4 Old : 100.0: 25.0 3.0 0.6 70.9 93.0 96.5 96.6: 3.5 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 : 27: 3 2 1 18 11 22 13: Old : 27: 3 2 1 18 11 22 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 : 69.2 81.6 85.4 93.4 65.4 80.5 80.9 88.3 Old : 69.2 81.6 85.4 93.4 65.4 80.5 80.9 88.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, August 15, 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 : 28,725: 4,975 1,045 175 21,615 25,570 26,765 26,790: 1,960 1,935 Old : 28,725: 4,975 1,045 175 21,615 25,570 26,765 26,790: 1,960 1,935 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 200: 0 -200 175 270 225 445 200: -245 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 3.6 0.6 75.2 89.0 93.2 93.3: 6.8 6.7 Old : 100.0: 17.3 3.6 0.6 75.2 89.0 93.2 93.3: 6.8 6.7 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: 3 2 1 16 13 20 15: Old : 28: 3 2 1 16 13 20 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 : 64.1 72.9 80.6 89.2 57.3 70.0 72.2 80.0 Old : 64.1 72.9 80.6 89.2 57.3 70.0 72.2 80.0 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, August 15, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 110,085: 16,220 650 1,225 81,945 97,490 99,390 99,365: 10,695 10,720 Old : 110,085: 16,220 650 1,225 81,945 97,490 99,390 99,365: 10,695 10,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 735: 25 200 50 615 440 690 690: 45 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 0.6 1.1 74.4 88.6 90.3 90.3: 9.7 9.7 Old : 100.0: 14.7 0.6 1.1 74.4 88.6 90.3 90.3: 9.7 9.7 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 : 44: 5 3 3 24 26 29 32: Old : 44: 5 3 3 24 26 29 32: 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 : 60.3 58.4 73.2 71.0 54.8 55.8 66.2 66.4 Old : 60.3 58.4 73.2 71.0 54.8 55.8 66.2 66.4 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, August 15, 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 : 98,220: 16,615 500 1,015 71,160 87,230 88,790 88,745: 9,430 9,475 Old : 98,220: 16,615 500 1,015 71,160 87,230 88,790 88,745: 9,430 9,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 610: -100 200 20 890 590 810 810: -200 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 0.5 1.0 72.4 88.8 90.4 90.4: 9.6 9.6 Old : 100.0: 16.9 0.5 1.0 72.4 88.8 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 : 42: 5 3 3 22 27 27 33: Old : 42: 5 3 3 22 27 27 33: 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 : 63.2 55.9 77.8 70.1 60.6 54.1 73.0 67.5 Old : 63.2 55.9 77.8 70.1 60.6 54.1 73.0 67.5 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, August 15, 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 : 19,630: 550 750 0 16,585 16,490 17,135 17,240: 2,495 2,390 Old : 19,630: 550 750 0 16,585 16,490 17,135 17,240: 2,495 2,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 250: 0 50 0 120 70 120 120: 130 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 3.8 0.0 84.5 84.0 87.3 87.8: 12.7 12.2 Old : 100.0: 2.8 3.8 0.0 84.5 84.0 87.3 87.8: 12.7 12.2 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 : 25: 2 1 0 18 15 20 16: Old : 25: 2 1 0 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 : 48.7 58.9 68.8 75.5 37.3 51.1 54.7 61.9 Old : 48.7 58.9 68.8 75.5 37.3 51.1 54.7 61.9 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, August 15, 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 : 19,130: 2,325 0 0 15,630 18,160 17,955 18,160: 1,175 970 Old : 19,130: 2,325 0 0 15,630 18,160 17,955 18,160: 1,175 970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 0.0 0.0 81.7 94.9 93.9 94.9: 6.1 5.1 Old : 100.0: 12.2 0.0 0.0 81.7 94.9 93.9 94.9: 6.1 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 0 0 17 14 19 14: Old : 23: 2 0 0 17 14 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 : 62.6 71.0 79.1 88.3 42.9 54.7 58.8 65.7 Old : 62.6 71.0 79.1 88.3 42.9 54.7 58.8 65.7 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, August 15, 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 : 15,995: 5,200 850 0 9,265 13,615 14,465 14,465: 1,530 1,530 Old : 15,995: 5,200 850 0 9,265 13,615 14,465 14,465: 1,530 1,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 5.3 0.0 57.9 85.1 90.4 90.4: 9.6 9.6 Old : 100.0: 32.5 5.3 0.0 57.9 85.1 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 : 20: 1 3 0 13 12 14 15: Old : 20: 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 : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8 Old : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8 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, August 15, 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 : 51,090: 50 3,750 125 43,535 39,955 43,710 43,830: 7,380 7,260 Old : 51,090: 50 3,750 125 43,535 39,955 43,710 43,830: 7,380 7,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 2,815: 0 -100 0 2,865 2,965 2,865 2,865: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 7.3 0.2 85.2 78.2 85.6 85.8: 14.4 14.2 Old : 100.0: 0.1 7.3 0.2 85.2 78.2 85.6 85.8: 14.4 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 : 30: 1 2 1 20 18 22 20: Old : 30: 1 2 1 20 18 22 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 : 58.6 46.8 78.1 65.5 58.3 40.8 64.7 55.4 Old : 58.6 46.8 78.1 65.5 58.3 40.8 64.7 55.4 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, August 15, 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 : 33,655: 300 1,775 0 27,855 26,500 28,155 28,275: 5,500 5,380 Old : 33,655: 300 1,775 0 27,855 26,500 28,155 28,275: 5,500 5,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 8, 2017 : : 660: 0 0 0 300 300 300 300: 360 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 5.3 0.0 82.8 78.7 83.7 84.0: 16.3 16.0 Old : 100.0: 0.9 5.3 0.0 82.8 78.7 83.7 84.0: 16.3 16.0 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 : 28: 1 1 0 19 21 20 22: Old : 28: 1 1 0 19 21 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 37.4 67.9 57.3 29.6 24.0 36.4 33.3 Old : 46.7 37.4 67.9 57.3 29.6 24.0 36.4 33.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2017