ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,862
COMMITMENTS
       0        0        0   29,297   29,602   29,297   29,602    1,565    1,260

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        485)
       0        0        0      485      485      485      485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.9     95.9     94.9     95.9      5.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       14       12       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,648
COMMITMENTS
       0      850        0   37,212   36,202   37,212   37,052    4,436    4,596

CHANGES FROM 02/21/17 (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      2.0      0.0     89.3     86.9     89.3     89.0     10.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       13       20       13       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,008
COMMITMENTS
       0      850        0   34,603   33,593   34,603   34,443    4,405    4,565

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       50       50       50       50      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     88.7     86.1     88.7     88.3     11.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       11       20       11       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,275
COMMITMENTS
     275   25,150      405   40,520   16,025   41,200   41,580    2,075    1,695

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      3,665)
       0    3,600        0    3,505      -95    3,505    3,505      160      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     58.1      0.9     93.6     37.0     95.2     96.1      4.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        2       19       17       22       22                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,595
COMMITMENTS
     175   20,390      710   38,060   18,115   38,945   39,215    1,650    1,380

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      3,075)
       0    2,950        0    3,040       90    3,040    3,040       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     50.2      1.7     93.8     44.6     95.9     96.6      4.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        2       18       18       21       23                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,088
COMMITMENTS
   3,245    2,335      435   31,827   32,878   35,507   35,648    1,581    1,440

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,265)
       0      200       40    1,190    1,125    1,230    1,365       35     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      6.3      1.2     85.8     88.6     95.7     96.1      4.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       18       12       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,213
COMMITMENTS
   3,295    2,710      435   28,975   29,748   32,705   32,893    1,508    1,320

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      2,540)
       0      500       40    2,045    1,700    2,085    2,240      455      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      7.9      1.3     84.7     86.9     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        3       17       12       21       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,430
COMMITMENTS
       0   15,235        0   40,085   24,965   40,085   40,200      345      230

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        620)
       0        0        0      620      620      620      620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     37.7      0.0     99.1     61.7     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        0       17       15       17       19                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,890
COMMITMENTS
       0   13,610        0   34,310   20,815   34,310   34,425      580      465

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        620)
       0        0        0      620      620      620      620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     39.0      0.0     98.3     59.7     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       14       13       14       16                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,215
COMMITMENTS
   1,125      210      330   25,110   26,000   26,565   26,540    1,650    1,675

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,675)
       0     -900       50    1,555    2,455    1,605    1,605       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.7      1.2     89.0     92.1     94.2     94.1      5.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       10       24       13                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,445
COMMITMENTS
   1,705      280      470   23,780   25,180   25,955   25,930    1,490    1,515

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,920)
     300     -900       50    1,210    2,410    1,560    1,560      360      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      1.0      1.7     86.6     91.7     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        3       20        9       26       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,399
COMMITMENTS
   6,095    1,325      775   28,925   33,715   35,795   35,815    1,604    1,584

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,440)
     175     -225      200    1,316    1,716    1,691    1,691     -251     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      3.5      2.1     77.3     90.1     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       19       11       23       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,730
COMMITMENTS
     970    1,140      260   25,740   25,575   26,970   26,975    1,760    1,755

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        960)
      50        0        0    1,230    1,280    1,280    1,280     -320     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      4.0      0.9     89.6     89.0     93.9     93.9      6.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       20       13       23       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      127,103
COMMITMENTS
  31,645      350      490   86,543  117,823  118,678  118,663    8,425    8,440

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      3,715)
    -325       25       30    3,610    3,235    3,315    3,290      400      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      0.3      0.4     68.1     92.7     93.4     93.4      6.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        2       21       27       27       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      113,820
COMMITMENTS
  30,615      125      650   76,650  107,005  107,915  107,780    5,905    6,040

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      3,375)
     100        0        0    2,660    2,640    2,760    2,640      615      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      0.1      0.6     67.3     94.0     94.8     94.7      5.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        2       22       27       27       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,210
COMMITMENTS
      50      775        0   18,800   18,090   18,850   18,865    2,360    2,345

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        775)
       0        0        0      710      710      710      710       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.7      0.0     88.6     85.3     88.9     88.9     11.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       15       19       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,395
COMMITMENTS
     900      150        0   18,720   19,605   19,620   19,755      775      640

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      350      350      350      350      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.7      0.0     91.8     96.1     96.2     96.9      3.8      3.1

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 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,215
COMMITMENTS
       0    3,700        0   33,605   30,025   33,605   33,725    6,610    6,490

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:      1,400)
       0    1,000        0      900     -100      900      900      500      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.2      0.0     83.6     74.7     83.6     83.9     16.4     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        0       16       20       16       23                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 02/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,820
COMMITMENTS
      50    2,300        0   26,970   24,720   27,020   27,020    4,800    4,800

CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST:        745)
       0        0        0      420      420      420      420      325      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      7.2      0.0     84.8     77.7     84.9     84.9     15.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       18       20       19       21                  



Updated March 3, 2017