ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, August 22, 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 : 35,847: 0 0 0 33,072 33,152 33,072 33,152: 2,775 2,695 Old : 35,847: 0 0 0 33,072 33,152 33,072 33,152: 2,775 2,695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -300: 0 0 0 -300 -300 -300 -300: 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 : 83.0 63.0 88.9 82.3 69.3 52.5 73.8 70.5 Old : 83.0 63.0 88.9 82.3 69.3 52.5 73.8 70.5 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 22, 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 : 33,525: 0 0 0 31,095 31,200 31,095 31,200: 2,430 2,325 Old : 33,525: 0 0 0 31,095 31,200 31,095 31,200: 2,430 2,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -75: 0 0 0 -225 -225 -225 -225: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 92.8 93.1 92.8 93.1: 7.2 6.9 Old : 100.0: 0.0 0.0 0.0 92.8 93.1 92.8 93.1: 7.2 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 : 23: 0 0 0 14 19 14 19: Old : 23: 0 0 0 14 19 14 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 : 85.8 64.4 91.0 83.9 70.6 53.0 74.2 69.9 Old : 85.8 64.4 91.0 83.9 70.6 53.0 74.2 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, August 22, 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 15, 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 22, 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 15, 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 22, 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 : 39,945: 300 14,570 0 35,460 21,460 35,760 36,030: 4,185 3,915 Old : 39,945: 300 14,570 0 35,460 21,460 35,760 36,030: 4,185 3,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 165: 0 180 0 -50 -110 -50 70: 215 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 36.5 0.0 88.8 53.7 89.5 90.2: 10.5 9.8 Old : 100.0: 0.8 36.5 0.0 88.8 53.7 89.5 90.2: 10.5 9.8 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 : 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 : 61.5 67.0 74.1 83.1 57.6 66.7 69.7 81.6 Old : 61.5 67.0 74.1 83.1 57.6 66.7 69.7 81.6 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 22, 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 : 40,185: 300 12,240 25 35,755 24,085 36,080 36,350: 4,105 3,835 Old : 40,185: 300 12,240 25 35,755 24,085 36,080 36,350: 4,105 3,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 165: 0 180 0 -50 -110 -50 70: 215 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 30.5 0.1 89.0 59.9 89.8 90.5: 10.2 9.5 Old : 100.0: 0.7 30.5 0.1 89.0 59.9 89.8 90.5: 10.2 9.5 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 : 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 : 63.0 72.6 74.8 84.7 59.6 72.3 70.6 81.8 Old : 63.0 72.6 74.8 84.7 59.6 72.3 70.6 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 22, 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 : 43,795: 875 1,680 500 41,330 40,525 42,705 42,705: 1,090 1,090 Old : 43,795: 875 1,680 500 41,330 40,525 42,705 42,705: 1,090 1,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 25: 0 -25 0 25 50 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 3.8 1.1 94.4 92.5 97.5 97.5: 2.5 2.5 Old : 100.0: 2.0 3.8 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 75.7 82.9 88.0 90.4 Old : 76.1 84.7 88.7 93.7 75.7 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 22, 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 : 39,975: 900 1,755 500 37,900 37,065 39,300 39,320: 675 655 Old : 39,975: 900 1,755 500 37,900 37,065 39,300 39,320: 675 655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 100: 0 -25 0 100 125 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 4.4 1.3 94.8 92.7 98.3 98.4: 1.7 1.6 Old : 100.0: 2.3 4.4 1.3 94.8 92.7 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 : 75.6 87.6 88.9 95.4 75.1 84.9 87.8 91.0 Old : 75.6 87.6 88.9 95.4 75.1 84.9 87.8 91.0 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 22, 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 15, 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 22, 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 15, 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 22, 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 : 22,515: 525 275 280 18,865 19,715 19,670 20,270: 2,845 2,245 Old : 22,515: 525 275 280 18,865 19,715 19,670 20,270: 2,845 2,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 1.2 1.2 83.8 87.6 87.4 90.0: 12.6 10.0 Old : 100.0: 2.3 1.2 1.2 83.8 87.6 87.4 90.0: 12.6 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 : 70.9 68.3 82.1 87.2 63.2 68.3 74.4 79.3 Old : 70.9 68.3 82.1 87.2 63.2 68.3 74.4 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 22, 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 : 21,645: 405 155 345 18,225 19,000 18,975 19,500: 2,670 2,145 Old : 21,645: 405 155 345 18,225 19,000 18,975 19,500: 2,670 2,145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.7 1.6 84.2 87.8 87.7 90.1: 12.3 9.9 Old : 100.0: 1.9 0.7 1.6 84.2 87.8 87.7 90.1: 12.3 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: 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 : 72.3 69.8 81.6 87.1 65.7 69.8 74.9 80.6 Old : 72.3 69.8 81.6 87.1 65.7 69.8 74.9 80.6 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 22, 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 : 37,890: 9,355 1,125 225 26,790 35,045 36,370 36,395: 1,520 1,495 Old : 37,890: 9,355 1,125 225 26,790 35,045 36,370 36,395: 1,520 1,495 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 360: -20 0 0 165 145 145 145: 215 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 3.0 0.6 70.7 92.5 96.0 96.1: 4.0 3.9 Old : 100.0: 24.7 3.0 0.6 70.7 92.5 96.0 96.1: 4.0 3.9 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: 3 2 1 19 12 23 14: Old : 29: 3 2 1 19 12 23 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.6 80.0 85.5 91.7 65.7 78.8 81.1 86.5 Old : 69.6 80.0 85.5 91.7 65.7 78.8 81.1 86.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, August 22, 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 : 29,255: 5,200 1,045 175 21,740 25,920 27,115 27,140: 2,140 2,115 Old : 29,255: 5,200 1,045 175 21,740 25,920 27,115 27,140: 2,140 2,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 530: 225 0 0 125 350 350 350: 180 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 3.6 0.6 74.3 88.6 92.7 92.8: 7.3 7.2 Old : 100.0: 17.8 3.6 0.6 74.3 88.6 92.7 92.8: 7.3 7.2 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 : 29: 3 2 1 17 13 21 15: Old : 29: 3 2 1 17 13 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 71.2 81.0 87.2 58.1 68.3 72.7 78.1 Old : 64.8 71.2 81.0 87.2 58.1 68.3 72.7 78.1 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 22, 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 : 110,110: 16,395 650 1,090 81,850 97,570 99,335 99,310: 10,775 10,800 Old : 110,110: 16,395 650 1,090 81,850 97,570 99,335 99,310: 10,775 10,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 25: 175 0 -135 -95 80 -55 -55: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 0.6 1.0 74.3 88.6 90.2 90.2: 9.8 9.8 Old : 100.0: 14.9 0.6 1.0 74.3 88.6 90.2 90.2: 9.8 9.8 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 : 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 : 59.5 58.8 72.4 71.7 54.0 56.0 65.9 66.9 Old : 59.5 58.8 72.4 71.7 54.0 56.0 65.9 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, August 22, 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 : 97,720: 16,570 525 890 70,960 86,960 88,420 88,375: 9,300 9,345 Old : 97,720: 16,570 525 890 70,960 86,960 88,420 88,375: 9,300 9,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -500: -45 25 -125 -200 -270 -370 -370: -130 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 0.5 0.9 72.6 89.0 90.5 90.4: 9.5 9.6 Old : 100.0: 17.0 0.5 0.9 72.6 89.0 90.5 90.4: 9.5 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 2 22 27 27 32: Old : 42: 5 3 2 22 27 27 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 : 62.6 56.5 77.6 70.0 60.6 54.5 73.2 67.2 Old : 62.6 56.5 77.6 70.0 60.6 54.5 73.2 67.2 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 22, 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 : 19,580: 550 750 0 16,535 16,440 17,085 17,190: 2,495 2,390 Old : 19,580: 550 750 0 16,535 16,440 17,085 17,190: 2,495 2,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -50: 0 0 0 -50 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 3.8 0.0 84.4 84.0 87.3 87.8: 12.7 12.2 Old : 100.0: 2.8 3.8 0.0 84.4 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 58.8 68.8 75.4 37.3 50.9 54.7 61.8 Old : 48.7 58.8 68.8 75.4 37.3 50.9 54.7 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, August 22, 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 : 19,200: 2,325 0 0 15,650 18,180 17,975 18,180: 1,225 1,020 Old : 19,200: 2,325 0 0 15,650 18,180 17,975 18,180: 1,225 1,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 70: 0 0 0 20 20 20 20: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 0.0 0.0 81.5 94.7 93.6 94.7: 6.4 5.3 Old : 100.0: 12.1 0.0 0.0 81.5 94.7 93.6 94.7: 6.4 5.3 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: 2 0 0 18 14 20 14: Old : 23: 2 0 0 18 14 20 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 : 62.4 70.3 78.8 88.1 42.6 54.9 58.5 65.2 Old : 62.4 70.3 78.8 88.1 42.6 54.9 58.5 65.2 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, August 22, 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 15, 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 22, 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 : 51,835: 50 3,450 250 44,080 40,800 44,380 44,500: 7,455 7,335 Old : 51,835: 50 3,450 250 44,080 40,800 44,380 44,500: 7,455 7,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 745: 0 -300 125 545 845 670 670: 75 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 6.7 0.5 85.0 78.7 85.6 85.8: 14.4 14.2 Old : 100.0: 0.1 6.7 0.5 85.0 78.7 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 : 57.3 45.8 78.1 64.2 56.5 39.4 63.6 53.7 Old : 57.3 45.8 78.1 64.2 56.5 39.4 63.6 53.7 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 22, 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 : 34,355: 300 1,775 0 28,505 27,150 28,805 28,925: 5,550 5,430 Old : 34,355: 300 1,775 0 28,505 27,150 28,805 28,925: 5,550 5,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : 700: 0 0 0 650 650 650 650: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 5.2 0.0 83.0 79.0 83.8 84.2: 16.2 15.8 Old : 100.0: 0.9 5.2 0.0 83.0 79.0 83.8 84.2: 16.2 15.8 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 : 28: 1 1 0 20 21 21 22: Old : 28: 1 1 0 20 21 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 : 46.0 36.9 68.3 57.4 30.8 23.8 37.4 34.7 Old : 46.0 36.9 68.3 57.4 30.8 23.8 37.4 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017