ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 30,467: 0 0 0 29,272 29,302 29,272 29,302: 1,195 1,165 Old : 30,467: 0 0 0 29,272 29,302 29,272 29,302: 1,195 1,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 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 96.1 96.2 96.1 96.2: 3.9 3.8 Old : 100.0: 0.0 0.0 0.0 96.1 96.2 96.1 96.2: 3.9 3.8 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: 0 0 0 14 15 14 15: Old : 22: 0 0 0 14 15 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 : 77.4 62.1 92.0 85.8 64.3 58.1 76.7 74.8 Old : 77.4 62.1 92.0 85.8 64.3 58.1 76.7 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 27,525: 0 0 0 26,335 26,255 26,335 26,255: 1,190 1,270 Old : 27,525: 0 0 0 26,335 26,255 26,335 26,255: 1,190 1,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 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 95.7 95.4 95.7 95.4: 4.3 4.6 Old : 100.0: 0.0 0.0 0.0 95.7 95.4 95.7 95.4: 4.3 4.6 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 16 13 16: Old : 20: 0 0 0 13 16 13 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 : 83.6 62.3 93.9 86.4 68.5 56.9 74.6 72.0 Old : 83.6 62.3 93.9 86.4 68.5 56.9 74.6 72.0 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 39,320: 0 725 0 35,052 34,177 35,052 34,902: 4,268 4,418 Old : 39,320: 0 725 0 35,052 34,177 35,052 34,902: 4,268 4,418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -160: 0 0 0 -300 -300 -300 -300: 140 140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 89.1 86.9 89.1 88.8: 10.9 11.2 Old : 100.0: 0.0 1.8 0.0 89.1 86.9 89.1 88.8: 10.9 11.2 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 : 23: 0 1 0 13 19 13 20: Old : 23: 0 1 0 13 19 13 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 : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3 Old : 78.7 46.8 88.3 70.8 77.7 46.7 79.1 67.3 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 36,816: 0 725 0 32,643 31,768 32,643 32,493: 4,173 4,323 Old : 36,816: 0 725 0 32,643 31,768 32,643 32,493: 4,173 4,323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -160: 0 0 0 -300 -300 -300 -300: 140 140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 88.7 86.3 88.7 88.3: 11.3 11.7 Old : 100.0: 0.0 2.0 0.0 88.7 86.3 88.7 88.3: 11.3 11.7 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 : 23: 0 1 0 11 19 11 20: Old : 23: 0 1 0 11 19 11 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 : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9 Old : 81.3 45.9 87.9 68.4 76.7 45.9 77.8 64.9 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 40,540: 175 24,870 405 38,145 13,800 38,725 39,075: 1,815 1,465 Old : 40,540: 175 24,870 405 38,145 13,800 38,725 39,075: 1,815 1,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -1,955: 0 -320 0 -2,000 -1,680 -2,000 -2,000: 45 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 61.3 1.0 94.1 34.0 95.5 96.4: 4.5 3.6 Old : 100.0: 0.4 61.3 1.0 94.1 34.0 95.5 96.4: 4.5 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 5 2 17 17 20 22: Old : 29: 1 5 2 17 17 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 : 73.2 74.2 85.0 86.0 69.7 73.0 79.5 79.4 Old : 73.2 74.2 85.0 86.0 69.7 73.0 79.5 79.4 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 37,870: 75 20,370 510 35,930 15,885 36,515 36,765: 1,355 1,105 Old : 37,870: 75 20,370 510 35,930 15,885 36,515 36,765: 1,355 1,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -2,200: 0 -320 0 -2,200 -1,880 -2,200 -2,200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 53.8 1.3 94.9 41.9 96.4 97.1: 3.6 2.9 Old : 100.0: 0.2 53.8 1.3 94.9 41.9 96.4 97.1: 3.6 2.9 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 5 2 17 17 20 22: Old : 29: 1 5 2 17 17 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 : 73.9 72.3 85.0 86.6 72.9 70.4 82.2 79.1 Old : 73.9 72.3 85.0 86.6 72.9 70.4 82.2 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 38,308: 2,765 1,905 435 33,810 34,778 37,010 37,118: 1,298 1,190 Old : 38,308: 2,765 1,905 435 33,810 34,778 37,010 37,118: 1,298 1,190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,510: -50 -180 0 1,685 1,815 1,635 1,635: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 5.0 1.1 88.3 90.8 96.6 96.9: 3.4 3.1 Old : 100.0: 7.2 5.0 1.1 88.3 90.8 96.6 96.9: 3.4 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 1 3 18 12 22 15: Old : 25: 3 1 3 18 12 22 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 : 60.8 79.8 84.2 93.5 52.4 70.7 72.7 77.8 Old : 60.8 79.8 84.2 93.5 52.4 70.7 72.7 77.8 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 36,060: 2,815 2,080 435 31,620 32,500 34,870 35,015: 1,190 1,045 Old : 36,060: 2,815 2,080 435 31,620 32,500 34,870 35,015: 1,190 1,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,575: -50 -380 0 1,825 2,155 1,775 1,775: -200 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 5.8 1.2 87.7 90.1 96.7 97.1: 3.3 2.9 Old : 100.0: 7.8 5.8 1.2 87.7 90.1 96.7 97.1: 3.3 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 2 3 17 12 21 16: Old : 24: 3 2 3 17 12 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 79.0 85.3 94.0 54.5 71.4 72.4 76.8 Old : 62.4 79.0 85.3 94.0 54.5 71.4 72.4 76.8 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 37,040: 0 14,455 0 36,675 22,330 36,675 36,785: 365 255 Old : 37,040: 0 14,455 0 36,675 22,330 36,675 36,785: 365 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 20: 0 0 0 10 10 10 10: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.0 0.0 99.0 60.3 99.0 99.3: 1.0 0.7 Old : 100.0: 0.0 39.0 0.0 99.0 60.3 99.0 99.3: 1.0 0.7 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 : 24: 0 3 0 16 11 16 14: Old : 24: 0 3 0 16 11 16 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 : 78.4 89.6 91.2 95.8 71.8 84.9 83.7 89.0 Old : 78.4 89.6 91.2 95.8 71.8 84.9 83.7 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 33,030: 0 12,755 0 32,445 19,800 32,445 32,555: 585 475 Old : 33,030: 0 12,755 0 32,445 19,800 32,445 32,555: 585 475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 225: 0 0 0 225 225 225 225: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.6 0.0 98.2 59.9 98.2 98.6: 1.8 1.4 Old : 100.0: 0.0 38.6 0.0 98.2 59.9 98.2 98.6: 1.8 1.4 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 1 0 14 10 14 11: Old : 21: 0 1 0 14 10 14 11: 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 : 79.1 92.6 91.5 98.0 71.6 86.1 84.1 89.1 Old : 79.1 92.6 91.5 98.0 71.6 86.1 84.1 89.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 28,470: 1,185 130 270 25,185 26,225 26,640 26,625: 1,830 1,845 Old : 28,470: 1,185 130 270 25,185 26,225 26,640 26,625: 1,830 1,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 700: 50 0 0 650 700 700 700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.5 0.9 88.5 92.1 93.6 93.5: 6.4 6.5 Old : 100.0: 4.2 0.5 0.9 88.5 92.1 93.6 93.5: 6.4 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 : 25: 4 1 3 16 8 21 11: Old : 25: 4 1 3 16 8 21 11: 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 : 68.1 82.2 84.7 92.1 61.7 75.1 73.8 78.4 Old : 68.1 82.2 84.7 92.1 61.7 75.1 73.8 78.4 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 27,805: 1,555 130 420 24,415 25,825 26,390 26,375: 1,415 1,430 Old : 27,805: 1,555 130 420 24,415 25,825 26,390 26,375: 1,415 1,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,100: -150 0 0 1,400 1,250 1,250 1,250: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 0.5 1.5 87.8 92.9 94.9 94.9: 5.1 5.1 Old : 100.0: 5.6 0.5 1.5 87.8 92.9 94.9 94.9: 5.1 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 : 26: 5 1 3 17 7 23 10: Old : 26: 5 1 3 17 7 23 10: 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 : 70.2 83.8 84.9 94.0 63.5 76.8 73.4 79.1 Old : 70.2 83.8 84.9 94.0 63.5 76.8 73.4 79.1 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 35,452: 5,745 1,600 600 27,595 31,765 33,940 33,965: 1,512 1,487 Old : 35,452: 5,745 1,600 600 27,595 31,765 33,940 33,965: 1,512 1,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 113: 50 100 0 100 50 150 150: -37 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 4.5 1.7 77.8 89.6 95.7 95.8: 4.3 4.2 Old : 100.0: 16.2 4.5 1.7 77.8 89.6 95.7 95.8: 4.3 4.2 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: 3 3 2 17 11 21 15: Old : 27: 3 3 2 17 11 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 : 63.0 79.6 81.3 91.0 58.6 72.9 73.0 81.5 Old : 63.0 79.6 81.3 91.0 58.6 72.9 73.0 81.5 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 26,655: 1,170 1,490 110 23,255 23,290 24,535 24,890: 2,120 1,765 Old : 26,655: 1,170 1,490 110 23,255 23,290 24,535 24,890: 2,120 1,765 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -570: 0 100 0 -600 -700 -600 -600: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 5.6 0.4 87.2 87.4 92.0 93.4: 8.0 6.6 Old : 100.0: 4.4 5.6 0.4 87.2 87.4 92.0 93.4: 8.0 6.6 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 : 25: 2 3 1 16 12 18 16: Old : 25: 2 3 1 16 12 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 : 54.5 73.6 72.8 87.3 49.9 61.8 65.5 71.8 Old : 54.5 73.6 72.8 87.3 49.9 61.8 65.5 71.8 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 124,058: 31,505 150 330 84,618 115,948 116,453 116,428: 7,605 7,630 Old : 124,058: 31,505 150 330 84,618 115,948 116,453 116,428: 7,605 7,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 680: 80 0 50 620 700 750 750: -70 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 0.1 0.3 68.2 93.5 93.9 93.8: 6.1 6.2 Old : 100.0: 25.4 0.1 0.3 68.2 93.5 93.9 93.8: 6.1 6.2 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 : 39: 5 1 2 21 25 27 27: Old : 39: 5 1 2 21 25 27 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 57.5 81.6 74.9 62.3 57.1 76.6 70.5 Old : 64.8 57.5 81.6 74.9 62.3 57.1 76.6 70.5 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 110,210: 30,125 0 425 73,745 103,725 104,295 104,150: 5,915 6,060 Old : 110,210: 30,125 0 425 73,745 103,725 104,295 104,150: 5,915 6,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -465: 130 0 50 -1,005 -875 -825 -825: 360 360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 0.0 0.4 66.9 94.1 94.6 94.5: 5.4 5.5 Old : 100.0: 27.3 0.0 0.4 66.9 94.1 94.6 94.5: 5.4 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 : 36: 6 0 1 19 25 25 26: Old : 36: 6 0 1 19 25 25 26: 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 : 69.8 58.8 85.7 75.6 67.1 58.5 80.1 71.8 Old : 69.8 58.8 85.7 75.6 67.1 58.5 80.1 71.8 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 20,585: 0 625 25 18,245 17,650 18,270 18,300: 2,315 2,285 Old : 20,585: 0 625 25 18,245 17,650 18,270 18,300: 2,315 2,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 175: 0 -50 25 150 200 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 0.1 88.6 85.7 88.8 88.9: 11.2 11.1 Old : 100.0: 0.0 3.0 0.1 88.6 85.7 88.8 88.9: 11.2 11.1 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 : 22: 0 1 1 18 14 19 15: Old : 22: 0 1 1 18 14 19 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 : 47.8 66.1 72.9 79.9 42.2 53.2 57.6 61.7 Old : 47.8 66.1 72.9 79.9 42.2 53.2 57.6 61.7 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 19,500: 900 75 0 17,730 18,710 18,630 18,785: 870 715 Old : 19,500: 900 75 0 17,730 18,710 18,630 18,785: 870 715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 500: 0 0 0 405 405 405 405: 95 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 0.4 0.0 90.9 95.9 95.5 96.3: 4.5 3.7 Old : 100.0: 4.6 0.4 0.0 90.9 95.9 95.5 96.3: 4.5 3.7 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 : 23: 1 1 0 18 12 19 13: Old : 23: 1 1 0 18 12 19 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 : 52.9 79.1 73.1 91.1 35.5 61.2 54.6 65.3 Old : 52.9 79.1 73.1 91.1 35.5 61.2 54.6 65.3 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 39,395: 0 3,615 25 33,220 29,605 33,245 33,245: 6,150 6,150 Old : 39,395: 0 3,615 25 33,220 29,605 33,245 33,245: 6,150 6,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 25: 0 0 25 0 0 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.2 0.1 84.3 75.1 84.4 84.4: 15.6 15.6 Old : 100.0: 0.0 9.2 0.1 84.3 75.1 84.4 84.4: 15.6 15.6 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 : 28: 0 2 1 16 17 17 19: Old : 28: 0 2 1 16 17 17 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 : 64.3 39.7 77.9 59.3 56.6 34.2 64.7 51.1 Old : 64.3 39.7 77.9 59.3 56.6 34.2 64.7 51.1 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 with Delta-adjusted Options and Futures Combined, March 21, 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 : 29,845: 0 2,225 0 25,665 23,440 25,665 25,665: 4,180 4,180 Old : 29,845: 0 2,225 0 25,665 23,440 25,665 25,665: 4,180 4,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -500: 0 0 0 -250 -250 -250 -250: -250 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.5 0.0 86.0 78.5 86.0 86.0: 14.0 14.0 Old : 100.0: 0.0 7.5 0.0 86.0 78.5 86.0 86.0: 14.0 14.0 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 : 26: 0 1 0 17 18 17 19: Old : 26: 0 1 0 17 18 17 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 : 45.4 43.4 71.9 64.0 37.1 29.6 48.0 44.4 Old : 45.4 43.4 71.9 64.0 37.1 29.6 48.0 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017