ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,272
COMMITMENTS
       0        0        0   25,002   25,407   25,002   25,407    1,270      865

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.2     96.7     95.2     96.7      4.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       14       12       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,246
COMMITMENTS
   6,260      225    1,225    4,451   10,306   11,936   11,756    1,310    1,490

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3      1.7      9.2     33.6     77.8     90.1     88.8      9.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1        9       14       10       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,844
COMMITMENTS
       0      700        0   37,777   36,962   37,777   37,662    3,067    3,182

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -250     -250     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.0     92.5     90.5     92.5     92.2      7.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       18       17       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,010
COMMITMENTS
       0      700        0   33,633   32,838   33,633   33,538    3,377    3,472

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -250     -250     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0     90.9     88.7     90.9     90.6      9.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       13       18       13       19                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,205
COMMITMENTS
       0   22,630      105   34,455   12,245   34,560   34,980    1,645    1,225

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      1,030)
       0     -305       75      855    1,160      930      930      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     62.5      0.3     95.2     33.8     95.5     96.6      4.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        6        1       16       12       17       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,005
COMMITMENTS
       0   17,060      360   30,865   14,105   31,225   31,525    1,780    1,480

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        880)
       0     -230        0    1,080    1,010    1,080      780     -200      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     51.7      1.1     93.5     42.7     94.6     95.5      5.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        5        2       14       13       16       18                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,513
COMMITMENTS
   2,845    2,785      255   23,146   23,486   26,246   26,526    2,267    1,987

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      2,355)
    -400      480      100    1,920    1,290    1,620    1,870      735      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      9.8      0.9     81.2     82.4     92.0     93.0      8.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        4       19       11       23       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,778
COMMITMENTS
   3,160    2,910      100   19,470   19,991   22,730   23,001    2,048    1,777

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      2,015)
    -350      480       50    1,740    1,060    1,440    1,590      575      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     11.7      0.4     78.6     80.7     91.7     92.8      8.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       17       11       20       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,820
COMMITMENTS
     200   16,650        0   46,120   29,790   46,320   46,440      500      380

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      1,495)
       0        0        0    1,450    1,440    1,450    1,440       45       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     35.6      0.0     98.5     63.6     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        0       15       13       16       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,265
COMMITMENTS
       0   15,850        0   39,680   23,935   39,680   39,785      585      480

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      510      495      510      495      -10        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     39.4      0.0     98.5     59.4     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        0       13        9       13       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,095
COMMITMENTS
   1,200    1,930      405   28,640   28,030   30,245   30,365    1,850    1,730

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      1,590)
       0     -195        0    1,115    1,385    1,115    1,190      475      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      6.0      1.3     89.2     87.3     94.2     94.6      5.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        4       18       10       23       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,785
COMMITMENTS
   1,255    1,545      760   28,450   28,160   30,465   30,465    1,320    1,320

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      1,340)
     -75     -300       75      945    1,125      945      900      395      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.9      2.4     89.5     88.6     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        4       18        9       23       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,114
COMMITMENTS
   5,440    1,920      780   26,059   29,584   32,279   32,284    1,835    1,830

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        210)
      75        0     -125      135      210       85       85      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      5.6      2.3     76.4     86.7     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        4       20       12       25       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,435
COMMITMENTS
     940    1,600      345   22,480   21,830   23,765   23,775    1,670    1,660

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        150)
      75        0     -125      100      175       50       50      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      6.3      1.4     88.4     85.8     93.4     93.5      6.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       19       11       21       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      123,539
COMMITMENTS
  36,840        0      440   79,500  116,110  116,780  116,550    6,759    6,989

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:      1,320)
     230        0     -230    1,680    1,680    1,680    1,450     -360     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8      0.0      0.4     64.4     94.0     94.5     94.3      5.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        0        3       21       29       27       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      111,264
COMMITMENTS
  34,835        0      150   70,998  105,547  105,983  105,697    5,281    5,567

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        -50)
     225        0     -150     -175     -200     -100     -350       50      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      0.0      0.1     63.8     94.9     95.3     95.0      4.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        0        1       18       27       23       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,045
COMMITMENTS
     100      250       25   18,990   18,830   19,115   19,105      930      940

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:       -850)
    -100        0        0     -650     -750     -750     -750     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.2      0.1     94.7     93.9     95.4     95.3      4.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       22       13       24       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,960
COMMITMENTS
     950      250        0   16,715   17,405   17,665   17,655      295      305

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:       -200)
       0      100        0     -200     -300     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.4      0.0     93.1     96.9     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       13       19       15                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,765
COMMITMENTS
       0    3,155        0   33,850   30,345   33,850   33,500    3,915    4,265

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        500)
       0     -100        0      350      100      350        0      150      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      0.0     89.6     80.4     89.6     88.7     10.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        0       20       18       20       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 12/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,905
COMMITMENTS
     100    1,150        0   22,980   21,580   23,080   22,730    3,825    4,175

CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST:        375)
     100        0        0      625      375      725      375     -350        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.3      0.0     85.4     80.2     85.8     84.5     14.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       16       19       17                  



Updated December 23, 2016