ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,317
COMMITMENTS
       0        0        0   28,752   29,057   28,752   29,057    1,565    1,260

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -1,240)
       0        0        0   -1,140   -1,120   -1,140   -1,120     -100     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.8     95.8     94.8     95.8      5.2      4.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,123
COMMITMENTS
       0      850        0   34,712   33,702   34,712   34,552    2,411    2,571

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:        -49)
       0        0        0      330      340      330      340     -379     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     93.5     90.8     93.5     93.1      6.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       13       19       13       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,573
COMMITMENTS
       0      850        0   31,908   30,898   31,908   31,748    2,665    2,825

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:        508)
       0        0        0      950      960      950      960     -442     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     92.3     89.4     92.3     91.8      7.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       11       19       11       20                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,625
COMMITMENTS
       0   21,165      405   33,270   12,485   33,675   34,055    1,950    1,570

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      1,840)
       0      -95        0    2,095    2,160    2,095    2,065     -255     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     59.4      1.1     93.4     35.0     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        2       14       15       16       20                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,380
COMMITMENTS
       0   17,055      710   30,955   14,170   31,665   31,935    1,715    1,445

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      2,650)
       0      440        0    2,765    2,305    2,765    2,745     -115      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     51.1      2.1     92.7     42.5     94.9     95.7      5.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        2       13       18       15       23                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,723
COMMITMENTS
   3,095    2,585      145   29,812   30,403   33,052   33,133    1,671    1,590

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      7,810)
    -380     -450       45    8,154    8,225    7,819    7,820       -9      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      7.4      0.4     85.9     87.6     95.2     95.4      4.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       18       13       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,253
COMMITMENTS
   3,145    2,660      145   25,560   26,153   28,850   28,958    1,403    1,295

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      7,280)
    -330     -400       45    7,555    7,580    7,270    7,225       10       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      8.8      0.5     84.5     86.4     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       17       12       21       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,060
COMMITMENTS
       0   14,485        0   38,715   24,345   38,715   38,830      345      230

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -3,995)
       0   -2,305        0   -4,035   -1,735   -4,035   -4,040       40       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     37.1      0.0     99.1     62.3     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       16       15       16       18                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,270
COMMITMENTS
       0   13,610        0   33,690   20,195   33,690   33,805      580      465

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -2,555)
       0   -2,205        0   -2,680     -480   -2,680   -2,685      125      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.7      0.0     98.3     58.9     98.3     98.6      1.7      1.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,390
COMMITMENTS
   1,050    1,290      280   25,730   25,465   27,060   27,035    1,330    1,355

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -1,825)
     -50     -340        0   -1,700   -1,405   -1,750   -1,745      -75      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      4.5      1.0     90.6     89.7     95.3     95.2      4.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       19        8       23       11                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,590
COMMITMENTS
   1,330    1,360      420   24,595   24,540   26,345   26,320    1,245    1,270

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:     -2,205)
      50     -150     -100   -2,210   -2,005   -2,260   -2,255       55       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      4.9      1.5     89.1     88.9     95.5     95.4      4.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       18        7       22       10                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,229
COMMITMENTS
   4,770    1,475      575   28,034   31,349   33,379   33,399    1,850    1,830

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      2,845)
    -650     -300     -150    3,825    3,480    3,025    3,030     -180     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      4.2      1.6     79.6     89.0     94.7     94.8      5.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       20       12       23       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,325
COMMITMENTS
     745    1,090      260   24,140   23,800   25,145   25,150    2,180    2,175

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      3,520)
    -350     -200     -140    3,590    3,435    3,100    3,095      420      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      4.0      1.0     88.3     87.1     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       20       12       23       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,647
COMMITMENTS
  32,660      225      385   81,722  114,142  114,767  114,752    7,880    7,895

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:       -320)
  -2,755        0     -110    2,515     -250     -350     -360       30       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6      0.2      0.3     66.6     93.1     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        1        2       21       27       27       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      109,395
COMMITMENTS
  30,980        0      575   72,580  103,425  104,135  104,000    5,260    5,395

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:       -220)
  -2,305        0      -50    3,185      775      830      725   -1,050     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      0.0      0.5     66.3     94.5     95.2     95.1      4.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        0        2       20       24       25       26                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,015
COMMITMENTS
      50      175        0   17,490   17,380   17,540   17,555    2,475    2,460

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      1,725)
     -50     -100        0       90      155       40       55    1,685    1,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.9      0.0     87.4     86.8     87.6     87.7     12.4     12.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,550
COMMITMENTS
     900      150        0   17,845   18,730   18,745   18,880      805      670

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      1,855)
       0      -75        0    1,755    1,850    1,755    1,775      100       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.8      0.0     91.3     95.8     95.9     96.6      4.1      3.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,640
COMMITMENTS
       0    2,700        0   31,635   28,935   31,635   31,635    5,005    5,005

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:        590)
       0      -75        0     -780     -705     -780     -780    1,370    1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.4      0.0     86.3     79.0     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        0       14       20       14       23                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,815
COMMITMENTS
      50    1,600        0   25,135   23,465   25,185   25,065    3,630    3,750

CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST:      1,265)
     -50      -75        0    1,630    1,655    1,580    1,580     -315     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.6      0.0     87.2     81.4     87.4     87.0     12.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       16       19       17       20                  



Updated February 10, 2017