ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, November 28, 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 : 31,334: 0 0 0 27,337 27,157 27,337 27,157: 3,997 4,177 Old : 31,334: 0 0 0 27,337 27,157 27,337 27,157: 3,997 4,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 87.2 86.7 87.2 86.7: 12.8 13.3 Old : 100.0: 0.0 0.0 0.0 87.2 86.7 87.2 86.7: 12.8 13.3 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 : 20: 0 0 0 13 17 13 17: Old : 20: 0 0 0 13 17 13 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 : 81.5 55.5 85.3 75.1 68.8 46.4 70.1 64.7 Old : 81.5 55.5 85.3 75.1 68.8 46.4 70.1 64.7 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, November 28, 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 : 30,135: 0 0 0 26,045 25,875 26,045 25,875: 4,090 4,260 Old : 30,135: 0 0 0 26,045 25,875 26,045 25,875: 4,090 4,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 260: 0 0 0 260 260 260 260: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 86.4 85.9 86.4 85.9: 13.6 14.1 Old : 100.0: 0.0 0.0 0.0 86.4 85.9 86.4 85.9: 13.6 14.1 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 : 20: 0 0 0 12 19 12 19: Old : 20: 0 0 0 12 19 12 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 : 81.4 56.8 85.3 75.3 67.8 47.1 69.0 63.5 Old : 81.4 56.8 85.3 75.3 67.8 47.1 69.0 63.5 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 28, 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 : 30,734: 0 2,850 0 27,865 24,845 27,865 27,695: 2,869 3,039 Old : 30,734: 0 2,850 0 27,865 24,845 27,865 27,695: 2,869 3,039 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 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 9.3 0.0 90.7 80.8 90.7 90.1: 9.3 9.9 Old : 100.0: 0.0 9.3 0.0 90.7 80.8 90.7 90.1: 9.3 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 : 26: 0 2 0 14 20 14 22: Old : 26: 0 2 0 14 20 14 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 : 75.4 42.9 87.7 70.2 65.0 42.5 72.2 62.0 Old : 75.4 42.9 87.7 70.2 65.0 42.5 72.2 62.0 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 28, 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 : 29,672: 0 2,850 0 27,491 24,431 27,491 27,281: 2,181 2,391 Old : 29,672: 0 2,850 0 27,491 24,431 27,491 27,281: 2,181 2,391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 9.6 0.0 92.6 82.3 92.6 91.9: 7.4 8.1 Old : 100.0: 0.0 9.6 0.0 92.6 82.3 92.6 91.9: 7.4 8.1 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: 0 2 0 12 20 12 22: Old : 26: 0 2 0 12 20 12 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 : 80.4 43.7 90.6 71.1 69.7 43.3 74.3 60.3 Old : 80.4 43.7 90.6 71.1 69.7 43.3 74.3 60.3 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 28, 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: 0 12,270 0 28,090 16,030 28,090 28,300: 2,645 2,435 Old : 30,735: 0 12,270 0 28,090 16,030 28,090 28,300: 2,645 2,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 250: 0 0 0 400 400 400 400: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.9 0.0 91.4 52.2 91.4 92.1: 8.6 7.9 Old : 100.0: 0.0 39.9 0.0 91.4 52.2 91.4 92.1: 8.6 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 : 29: 0 5 0 20 13 20 18: Old : 29: 0 5 0 20 13 20 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 : 58.8 73.3 74.7 84.3 53.7 65.2 66.3 75.0 Old : 58.8 73.3 74.7 84.3 53.7 65.2 66.3 75.0 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 28, 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 : 31,130: 0 11,190 0 28,515 17,535 28,515 28,725: 2,615 2,405 Old : 31,130: 0 11,190 0 28,515 17,535 28,515 28,725: 2,615 2,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 250: 0 0 0 400 400 400 400: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 35.9 0.0 91.6 56.3 91.6 92.3: 8.4 7.7 Old : 100.0: 0.0 35.9 0.0 91.6 56.3 91.6 92.3: 8.4 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 4 0 20 14 20 18: Old : 28: 0 4 0 20 14 20 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 : 60.2 75.9 75.1 86.7 56.0 68.0 66.9 75.5 Old : 60.2 75.9 75.1 86.7 56.0 68.0 66.9 75.5 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 28, 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 : 37,740: 775 970 400 33,800 33,570 34,975 34,940: 2,765 2,800 Old : 37,740: 775 970 400 33,800 33,570 34,975 34,940: 2,765 2,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 725: 0 0 0 135 135 135 135: 590 590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 2.6 1.1 89.6 89.0 92.7 92.6: 7.3 7.4 Old : 100.0: 2.1 2.6 1.1 89.6 89.0 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 : 26: 3 1 2 15 14 19 16: Old : 26: 3 1 2 15 14 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 : 69.3 79.7 85.1 88.6 68.4 75.3 82.1 83.8 Old : 69.3 79.7 85.1 88.6 68.4 75.3 82.1 83.8 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 - Futures Only, November 28, 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 : 34,740: 775 1,020 400 31,035 30,805 32,210 32,225: 2,530 2,515 Old : 34,740: 775 1,020 400 31,035 30,805 32,210 32,225: 2,530 2,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 680: 0 0 0 85 85 85 85: 595 595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 2.9 1.2 89.3 88.7 92.7 92.8: 7.3 7.2 Old : 100.0: 2.2 2.9 1.2 89.3 88.7 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 : 26: 3 1 2 15 14 19 16: Old : 26: 3 1 2 15 14 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 : 68.0 78.1 84.7 88.6 67.0 75.0 81.0 83.1 Old : 68.0 78.1 84.7 88.6 67.0 75.0 81.0 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, November 28, 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 : 24,565: 0 6,825 0 22,210 15,275 22,210 22,100: 2,355 2,465 Old : 24,565: 0 6,825 0 22,210 15,275 22,210 22,100: 2,355 2,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 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 27.8 0.0 90.4 62.2 90.4 90.0: 9.6 10.0 Old : 100.0: 0.0 27.8 0.0 90.4 62.2 90.4 90.0: 9.6 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 : 23: 0 2 0 18 12 18 14: Old : 23: 0 2 0 18 12 18 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 74.4 80.6 87.0 54.3 58.6 62.7 64.6 Old : 69.3 74.4 80.6 87.0 54.3 58.6 62.7 64.6 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 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,315: 40 180 190 18,925 19,795 19,155 20,165: 4,160 3,150 Old : 23,315: 40 180 190 18,925 19,795 19,155 20,165: 4,160 3,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -50: 0 0 0 -50 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.8 0.8 81.2 84.9 82.2 86.5: 17.8 13.5 Old : 100.0: 0.2 0.8 0.8 81.2 84.9 82.2 86.5: 17.8 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 : 21: 1 2 2 13 13 15 16: Old : 21: 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 : 62.7 65.2 75.3 82.4 56.7 56.6 64.0 67.7 Old : 62.7 65.2 75.3 82.4 56.7 56.6 64.0 67.7 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 28, 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 : 21,920: 110 180 180 18,210 18,720 18,500 19,080: 3,420 2,840 Old : 21,920: 110 180 180 18,210 18,720 18,500 19,080: 3,420 2,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -50: 0 0 0 -50 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 0.8 0.8 83.1 85.4 84.4 87.0: 15.6 13.0 Old : 100.0: 0.5 0.8 0.8 83.1 85.4 84.4 87.0: 15.6 13.0 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 : 21: 1 2 2 13 13 15 16: Old : 21: 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 : 64.8 69.1 77.2 83.0 58.6 59.6 64.5 67.2 Old : 64.8 69.1 77.2 83.0 58.6 59.6 64.5 67.2 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 28, 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 : 37,410: 12,425 950 0 23,960 35,465 36,385 36,415: 1,025 995 Old : 37,410: 12,425 950 0 23,960 35,465 36,385 36,415: 1,025 995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 675: 225 0 0 450 675 675 675: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 2.5 0.0 64.0 94.8 97.3 97.3: 2.7 2.7 Old : 100.0: 33.2 2.5 0.0 64.0 94.8 97.3 97.3: 2.7 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 2 0 21 12 24 14: Old : 28: 3 2 0 21 12 24 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 : 68.6 86.2 81.6 95.3 68.6 80.2 80.8 86.6 Old : 68.6 86.2 81.6 95.3 68.6 80.2 80.8 86.6 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 28, 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 : 31,855: 10,165 850 75 19,905 29,250 30,145 30,175: 1,710 1,680 Old : 31,855: 10,165 850 75 19,905 29,250 30,145 30,175: 1,710 1,680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 425: 200 0 0 225 425 425 425: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 2.7 0.2 62.5 91.8 94.6 94.7: 5.4 5.3 Old : 100.0: 31.9 2.7 0.2 62.5 91.8 94.6 94.7: 5.4 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 : 29: 3 2 1 21 12 25 14: Old : 29: 3 2 1 21 12 25 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 : 63.9 81.3 78.4 91.6 63.1 73.2 76.5 80.9 Old : 63.9 81.3 78.4 91.6 63.1 73.2 76.5 80.9 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 28, 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 : 100,560: 8,695 200 2,375 82,125 90,575 93,195 93,150: 7,365 7,410 Old : 100,560: 8,695 200 2,375 82,125 90,575 93,195 93,150: 7,365 7,410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 590: -250 -25 120 1,110 1,125 980 1,220: -390 -630 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 0.2 2.4 81.7 90.1 92.7 92.6: 7.3 7.4 Old : 100.0: 8.6 0.2 2.4 81.7 90.1 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 : 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 : 67.7 61.1 79.0 76.7 60.7 59.8 69.7 71.6 Old : 67.7 61.1 79.0 76.7 60.7 59.8 69.7 71.6 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 28, 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 : 88,270: 8,685 250 1,855 72,135 80,525 82,675 82,630: 5,595 5,640 Old : 88,270: 8,685 250 1,855 72,135 80,525 82,675 82,630: 5,595 5,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 760: -200 0 120 1,090 890 1,010 1,010: -250 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 0.3 2.1 81.7 91.2 93.7 93.6: 6.3 6.4 Old : 100.0: 9.8 0.3 2.1 81.7 91.2 93.7 93.6: 6.3 6.4 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 26 27 30: Old : 39: 4 2 2 23 26 27 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 59.1 84.9 76.0 65.2 58.2 77.3 73.4 Old : 71.1 59.1 84.9 76.0 65.2 58.2 77.3 73.4 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 28, 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 : 18,440: 800 750 0 15,435 15,635 16,235 16,385: 2,205 2,055 Old : 18,440: 800 750 0 15,435 15,635 16,235 16,385: 2,205 2,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,635: 0 0 0 1,665 1,665 1,665 1,665: -30 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 4.1 0.0 83.7 84.8 88.0 88.9: 12.0 11.1 Old : 100.0: 4.3 4.1 0.0 83.7 84.8 88.0 88.9: 12.0 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 : 25: 1 1 0 18 15 19 16: Old : 25: 1 1 0 18 15 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 : 49.5 62.0 67.5 77.8 40.0 59.1 57.4 70.9 Old : 49.5 62.0 67.5 77.8 40.0 59.1 57.4 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, November 28, 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 : 19,105: 2,125 200 0 15,520 17,635 17,645 17,835: 1,460 1,270 Old : 19,105: 2,125 200 0 15,520 17,635 17,645 17,835: 1,460 1,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,095: 0 0 0 910 910 910 910: 185 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 1.0 0.0 81.2 92.3 92.4 93.4: 7.6 6.6 Old : 100.0: 11.1 1.0 0.0 81.2 92.3 92.4 93.4: 7.6 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 : 24: 1 1 0 18 14 19 15: Old : 24: 1 1 0 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 : 61.8 71.3 76.0 88.2 41.5 56.1 51.7 62.0 Old : 61.8 71.3 76.0 88.2 41.5 56.1 51.7 62.0 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 28, 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 : 49,605: 0 3,500 550 42,090 38,710 42,640 42,760: 6,965 6,845 Old : 49,605: 0 3,500 550 42,090 38,710 42,640 42,760: 6,965 6,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 900 0 900 0: -900 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.1 1.1 84.9 78.0 86.0 86.2: 14.0 13.8 Old : 100.0: 0.0 7.1 1.1 84.9 78.0 86.0 86.2: 14.0 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 : 31: 0 3 1 21 20 22 23: Old : 31: 0 3 1 21 20 22 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 : 58.6 44.9 77.8 62.6 57.5 37.5 62.4 51.6 Old : 58.6 44.9 77.8 62.6 57.5 37.5 62.4 51.6 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 28, 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 : 30,575: 300 675 325 24,675 24,420 25,300 25,420: 5,275 5,155 Old : 30,575: 300 675 325 24,675 24,420 25,300 25,420: 5,275 5,155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 2.2 1.1 80.7 79.9 82.7 83.1: 17.3 16.9 Old : 100.0: 1.0 2.2 1.1 80.7 79.9 82.7 83.1: 17.3 16.9 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 : 30: 1 2 1 20 21 22 23: Old : 30: 1 2 1 20 21 22 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 : 47.7 35.2 69.6 54.5 30.9 23.1 37.6 35.5 Old : 47.7 35.2 69.6 54.5 30.9 23.1 37.6 35.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017