ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders - Futures Only, November 07, 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 : 29,525: 0 0 0 25,735 25,805 25,735 25,805: 3,790 3,720 Old : 29,525: 0 0 0 25,735 25,805 25,735 25,805: 3,790 3,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -1,940: 0 0 0 -1,900 -1,905 -1,900 -1,905: -40 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.2 87.4 87.2 87.4: 12.8 12.6 Old : 100.0: 0.0 0.0 0.0 87.2 87.4 87.2 87.4: 12.8 12.6 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: 0 0 0 13 19 13 19: Old : 20: 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 : 82.2 57.2 86.1 76.3 67.3 47.3 68.5 63.4 Old : 82.2 57.2 86.1 76.3 67.3 47.3 68.5 63.4 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, November 07, 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 : 30,304: 0 2,850 0 27,435 24,505 27,435 27,355: 2,869 2,949 Old : 30,304: 0 2,850 0 27,435 24,505 27,435 27,355: 2,869 2,949 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -1,568: 0 -100 0 -1,357 -1,277 -1,357 -1,377: -211 -191 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.4 0.0 90.5 80.9 90.5 90.3: 9.5 9.7 Old : 100.0: 0.0 9.4 0.0 90.5 80.9 90.5 90.3: 9.5 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 : 25: 0 2 0 14 19 14 21: Old : 25: 0 2 0 14 19 14 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 : 72.7 43.5 87.5 70.1 62.2 43.2 69.3 60.4 Old : 72.7 43.5 87.5 70.1 62.2 43.2 69.3 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, November 07, 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 : 29,207: 0 2,850 0 27,026 24,056 27,026 26,906: 2,181 2,301 Old : 29,207: 0 2,850 0 27,026 24,056 27,026 26,906: 2,181 2,301 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -1,263: 0 -100 0 -1,073 -973 -1,073 -1,073: -190 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.8 0.0 92.5 82.4 92.5 92.1: 7.5 7.9 Old : 100.0: 0.0 9.8 0.0 92.5 82.4 92.5 92.1: 7.5 7.9 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 : 25: 0 2 0 12 19 12 21: Old : 25: 0 2 0 12 19 12 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.8 44.4 90.5 70.9 67.0 44.0 71.3 58.9 Old : 77.8 44.4 90.5 70.9 67.0 44.0 71.3 58.9 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, November 07, 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 : 30,730: 0 13,170 0 27,665 14,705 27,665 27,875: 3,065 2,855 Old : 30,730: 0 13,170 0 27,665 14,705 27,665 27,875: 3,065 2,855 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -2,775: -100 -460 0 -2,600 -2,260 -2,700 -2,720: -75 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 42.9 0.0 90.0 47.9 90.0 90.7: 10.0 9.3 Old : 100.0: 0.0 42.9 0.0 90.0 47.9 90.0 90.7: 10.0 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 : 28: 0 5 0 20 12 20 17: Old : 28: 0 5 0 20 12 20 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 : 56.5 72.0 72.1 84.2 50.9 63.9 64.0 75.6 Old : 56.5 72.0 72.1 84.2 50.9 63.9 64.0 75.6 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, November 07, 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 : 31,120: 0 11,490 0 28,050 16,770 28,050 28,260: 3,070 2,860 Old : 31,120: 0 11,490 0 28,050 16,770 28,050 28,260: 3,070 2,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -2,760: -100 -335 0 -2,585 -2,370 -2,685 -2,705: -75 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 36.9 0.0 90.1 53.9 90.1 90.8: 9.9 9.2 Old : 100.0: 0.0 36.9 0.0 90.1 53.9 90.1 90.8: 9.9 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 : 27: 0 4 0 20 13 20 17: Old : 27: 0 4 0 20 13 20 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 : 57.6 75.7 72.5 86.0 52.6 67.7 63.1 75.3 Old : 57.6 75.7 72.5 86.0 52.6 67.7 63.1 75.3 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, November 07, 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 : 36,865: 775 970 400 33,765 33,535 34,940 34,905: 1,925 1,960 Old : 36,865: 775 970 400 33,765 33,535 34,940 34,905: 1,925 1,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -2,475: -75 -440 -25 -3,055 -2,675 -3,155 -3,140: 680 665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 2.6 1.1 91.6 91.0 94.8 94.7: 5.2 5.3 Old : 100.0: 2.1 2.6 1.1 91.6 91.0 94.8 94.7: 5.2 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 : 25: 3 1 2 14 14 18 16: Old : 25: 3 1 2 14 14 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 : 72.3 81.6 87.1 90.6 71.3 78.7 85.6 87.3 Old : 72.3 81.6 87.1 90.6 71.3 78.7 85.6 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders - Futures Only, November 07, 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 : 34,110: 775 1,020 400 31,250 31,020 32,425 32,440: 1,685 1,670 Old : 34,110: 775 1,020 400 31,250 31,020 32,425 32,440: 1,685 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -2,620: -75 -490 -25 -3,245 -2,840 -3,345 -3,355: 725 735 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 3.0 1.2 91.6 90.9 95.1 95.1: 4.9 4.9 Old : 100.0: 2.3 3.0 1.2 91.6 90.9 95.1 95.1: 4.9 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 : 25: 3 1 2 14 14 18 16: Old : 25: 3 1 2 14 14 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 : 71.3 80.9 87.0 90.8 70.3 77.7 84.7 86.8 Old : 71.3 80.9 87.0 90.8 70.3 77.7 84.7 86.8 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, November 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,210: 0 6,825 0 22,075 15,140 22,075 21,965: 2,135 2,245 Old : 24,210: 0 6,825 0 22,075 15,140 22,075 21,965: 2,135 2,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -2,400: 0 -755 0 -2,380 -1,630 -2,380 -2,385: -20 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.2 0.0 91.2 62.5 91.2 90.7: 8.8 9.3 Old : 100.0: 0.0 28.2 0.0 91.2 62.5 91.2 90.7: 8.8 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 : 22: 0 2 0 18 11 18 13: Old : 22: 0 2 0 18 11 18 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 : 71.4 71.1 81.8 87.5 61.8 63.7 70.3 72.2 Old : 71.4 71.1 81.8 87.5 61.8 63.7 70.3 72.2 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, November 07, 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 : 22,295: 40 180 190 18,105 18,845 18,335 19,215: 3,960 3,080 Old : 22,295: 40 180 190 18,105 18,845 18,335 19,215: 3,960 3,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -370: 40 -200 -40 -765 -300 -765 -540: 395 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.8 0.9 81.2 84.5 82.2 86.2: 17.8 13.8 Old : 100.0: 0.2 0.8 0.9 81.2 84.5 82.2 86.2: 17.8 13.8 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: 1 2 2 13 12 15 15: Old : 22: 1 2 2 13 12 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 64.1 77.1 82.1 58.2 57.4 66.2 69.5 Old : 64.1 64.1 77.1 82.1 58.2 57.4 66.2 69.5 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, November 07, 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 : 20,990: 110 180 180 17,290 17,790 17,580 18,150: 3,410 2,840 Old : 20,990: 110 180 180 17,290 17,790 17,580 18,150: 3,410 2,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -690: 110 -120 -110 -735 -510 -735 -740: 45 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.9 0.9 82.4 84.8 83.8 86.5: 16.2 13.5 Old : 100.0: 0.5 0.9 0.9 82.4 84.8 83.8 86.5: 16.2 13.5 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: 1 2 2 13 13 15 16: Old : 22: 1 2 2 13 13 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 : 66.0 67.5 77.8 82.0 59.4 60.3 65.9 68.4 Old : 66.0 67.5 77.8 82.0 59.4 60.3 65.9 68.4 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, November 07, 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 : 35,605: 11,125 950 0 23,455 33,660 34,580 34,610: 1,025 995 Old : 35,605: 11,125 950 0 23,455 33,660 34,580 34,610: 1,025 995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -2,340: -1,020 25 -125 -1,120 -2,165 -2,265 -2,265: -75 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 2.7 0.0 65.9 94.5 97.1 97.2: 2.9 2.8 Old : 100.0: 31.2 2.7 0.0 65.9 94.5 97.1 97.2: 2.9 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 : 29: 3 2 0 22 13 25 15: Old : 29: 3 2 0 22 13 25 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 : 68.5 84.1 81.0 94.0 68.5 78.4 79.4 85.4 Old : 68.5 84.1 81.0 94.0 68.5 78.4 79.4 85.4 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, November 07, 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 : 30,735: 9,290 850 75 19,660 28,130 29,025 29,055: 1,710 1,680 Old : 30,735: 9,290 850 75 19,660 28,130 29,025 29,055: 1,710 1,680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -1,090: -280 -25 -75 -620 -875 -975 -975: -115 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 2.8 0.2 64.0 91.5 94.4 94.5: 5.6 5.5 Old : 100.0: 30.2 2.8 0.2 64.0 91.5 94.4 94.5: 5.6 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 2 1 22 13 26 15: Old : 29: 3 2 1 22 13 26 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 : 64.5 79.4 77.6 90.1 63.7 71.6 75.1 80.5 Old : 64.5 79.4 77.6 90.1 63.7 71.6 75.1 80.5 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, November 07, 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 : 97,175: 10,770 225 1,905 76,760 87,260 89,435 89,390: 7,740 7,785 Old : 97,175: 10,770 225 1,905 76,760 87,260 89,435 89,390: 7,740 7,785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -5,285: -690 -175 -95 -4,155 -4,670 -4,940 -4,940: -345 -345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 0.2 2.0 79.0 89.8 92.0 92.0: 8.0 8.0 Old : 100.0: 11.1 0.2 2.0 79.0 89.8 92.0 92.0: 8.0 8.0 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 : 41: 5 2 2 24 27 29 31: Old : 41: 5 2 2 24 27 29 31: 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 : 65.9 60.0 77.9 74.8 59.6 58.7 69.0 70.3 Old : 65.9 60.0 77.9 74.8 59.6 58.7 69.0 70.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, November 07, 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 : 85,885: 9,710 250 1,560 68,340 77,755 79,610 79,565: 6,275 6,320 Old : 85,885: 9,710 250 1,560 68,340 77,755 79,610 79,565: 6,275 6,320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -5,005: -1,370 -150 0 -2,835 -4,055 -4,205 -4,205: -800 -800 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 0.3 1.8 79.6 90.5 92.7 92.6: 7.3 7.4 Old : 100.0: 11.3 0.3 1.8 79.6 90.5 92.7 92.6: 7.3 7.4 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 : 39: 4 2 2 23 27 27 31: Old : 39: 4 2 2 23 27 27 31: 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 : 69.1 57.7 83.7 73.3 63.9 56.9 76.3 71.6 Old : 69.1 57.7 83.7 73.3 63.9 56.9 76.3 71.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, November 07, 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 : 16,755: 800 750 0 13,720 13,920 14,520 14,670: 2,235 2,085 Old : 16,755: 800 750 0 13,720 13,920 14,520 14,670: 2,235 2,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -1,610: -400 0 0 -1,155 -1,540 -1,555 -1,540: -55 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 4.5 0.0 81.9 83.1 86.7 87.6: 13.3 12.4 Old : 100.0: 4.8 4.5 0.0 81.9 83.1 86.7 87.6: 13.3 12.4 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 : 24: 1 1 0 17 15 18 16: Old : 24: 1 1 0 17 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 : 49.2 57.2 67.2 74.5 39.5 54.0 57.2 67.0 Old : 49.2 57.2 67.2 74.5 39.5 54.0 57.2 67.0 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, November 07, 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 : 17,260: 2,125 0 0 13,910 16,225 16,035 16,225: 1,225 1,035 Old : 17,260: 2,125 0 0 13,910 16,225 16,035 16,225: 1,225 1,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -1,050: -350 0 0 -705 -1,060 -1,055 -1,060: 5 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 0.0 0.0 80.6 94.0 92.9 94.0: 7.1 6.0 Old : 100.0: 12.3 0.0 0.0 80.6 94.0 92.9 94.0: 7.1 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 18 14 19 14: Old : 22: 1 0 0 18 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 : 59.8 70.7 73.6 89.5 41.9 52.7 53.2 63.7 Old : 59.8 70.7 73.6 89.5 41.9 52.7 53.2 63.7 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, November 07, 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 : 48,280: 0 3,500 550 41,090 37,710 41,640 41,760: 6,640 6,520 Old : 48,280: 0 3,500 550 41,090 37,710 41,640 41,760: 6,640 6,520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -1,705: 0 -100 -50 -1,130 -1,030 -1,180 -1,180: -525 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.2 1.1 85.1 78.1 86.2 86.5: 13.8 13.5 Old : 100.0: 0.0 7.2 1.1 85.1 78.1 86.2 86.5: 13.8 13.5 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: 0 3 1 19 19 20 22: Old : 30: 0 3 1 19 19 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 : 58.3 46.1 77.9 63.1 57.1 38.5 62.8 53.0 Old : 58.3 46.1 77.9 63.1 57.1 38.5 62.8 53.0 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, November 07, 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 : 30,525: 300 875 225 24,405 23,950 24,930 25,050: 5,595 5,475 Old : 30,525: 300 875 225 24,405 23,950 24,930 25,050: 5,595 5,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2017 : : -1,410: 0 -175 0 -1,465 -1,290 -1,465 -1,465: 55 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 2.9 0.7 80.0 78.5 81.7 82.1: 18.3 17.9 Old : 100.0: 1.0 2.9 0.7 80.0 78.5 81.7 82.1: 18.3 17.9 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: 1 2 1 19 21 21 23: Old : 29: 1 2 1 19 21 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 33.6 68.3 53.0 31.1 22.8 37.7 34.8 Old : 47.8 33.6 68.3 53.0 31.1 22.8 37.7 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2017