ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,377
COMMITMENTS
       0        0        0   28,812   29,117   28,812   29,117    1,565    1,260

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.8     95.9     94.8     95.9      5.2      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| 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 02/07/17 (CHANGE IN OPEN INTEREST:      4,525)
       0        0        0    2,500    2,500    2,500    2,500    2,025    2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| 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   34,553   33,543   34,553   34,393    4,455    4,615

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      4,435)
       0        0        0    2,645    2,645    2,645    2,645    1,790    1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.0     88.6     86.0     88.6     88.2     11.4     11.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,885
COMMITMENTS
     200   21,165      405   38,340   17,755   38,945   39,325    1,940    1,560

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      5,260)
     200        0        0    5,070    5,270    5,270    5,270      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     51.8      1.0     93.8     43.4     95.3     96.2      4.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        2       15       18       18       23                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,795
COMMITMENTS
     100   17,055      710   36,345   19,660   37,155   37,425    1,640    1,370

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      5,415)
     100        0        0    5,390    5,490    5,490    5,490      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     44.0      1.8     93.7     50.7     95.8     96.5      4.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        2       14       19       17       24                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,453
COMMITMENTS
   3,095    2,585      145   29,542   30,133   32,782   32,863    1,671    1,590

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -270)
       0        0        0     -270     -270     -270     -270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      7.5      0.4     85.7     87.5     95.1     95.4      4.9      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 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,008
COMMITMENTS
   3,145    2,660      145   25,515   26,108   28,805   28,913    1,203    1,095

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -245)
       0        0        0      -45      -45      -45      -45     -200     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      8.9      0.5     85.0     87.0     96.0     96.4      4.0      3.6

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 02/14/17          |
--------------------------------------------------------------| 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 02/07/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 02/14/17          |
--------------------------------------------------------------| 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 02/07/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 02/14/17          |
--------------------------------------------------------------| 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 02/07/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 02/14/17          |
--------------------------------------------------------------| 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 02/07/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,179
COMMITMENTS
   4,945    1,475      575   27,884   31,374   33,404   33,424    1,775    1,755

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        -50)
     175        0        0     -150       25       25       25      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      4.2      1.6     79.3     89.2     95.0     95.0      5.0      5.0

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 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,430
COMMITMENTS
     920    1,090      260   24,170   24,005   25,350   25,355    2,080    2,075

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:        105)
     175        0        0       30      205      205      205     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      4.0      0.9     88.1     87.5     92.4     92.4      7.6      7.6

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 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      124,628
COMMITMENTS
  32,485      325      385   83,968  116,113  116,838  116,823    7,790    7,805

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,981)
    -175      100        0    2,246    1,971    2,071    2,071      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1      0.3      0.3     67.4     93.2     93.7     93.7      6.3      6.3

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 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      112,565
COMMITMENTS
  30,805      100      575   75,895  106,465  107,275  107,140    5,290    5,425

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      3,170)
    -175      100        0    3,315    3,040    3,140    3,140       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4      0.1      0.5     67.4     94.6     95.3     95.2      4.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        2       21       24       26       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,835
COMMITMENTS
      50      175        0   17,490   17,380   17,540   17,555    2,295    2,280

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0        0        0        0        0     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.9      0.0     88.2     87.6     88.4     88.5     11.6     11.5

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 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,370
COMMITMENTS
     900      150        0   17,845   18,730   18,745   18,880      625      490

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0        0        0        0        0     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.8      0.0     92.1     96.7     96.8     97.5      3.2      2.5

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 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,490
COMMITMENTS
       0    2,700        0   32,680   30,100   32,680   32,800    5,810    5,690

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,850)
       0        0        0    1,045    1,165    1,045    1,165      805      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.0      0.0     84.9     78.2     84.9     85.2     15.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        0       15       20       15       23                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,685
COMMITMENTS
      50    1,600        0   25,935   24,385   25,985   25,985    4,700    4,700

CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST:      1,870)
       0        0        0      800      920      800      920    1,070      950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.2      0.0     84.5     79.5     84.7     84.7     15.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       17       20       18       21                  



Updated February 17, 2017