ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,107
COMMITMENTS
       0        0        0   22,102   22,507   22,102   22,507    1,005      600

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     97.4     95.7     97.4      4.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       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 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,214
COMMITMENTS
       0      700        0   37,884   37,069   37,884   37,769    3,330    3,445

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -2,123)
       0      600        0   -2,250   -2,810   -2,250   -2,210      127       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     91.9     89.9     91.9     91.6      8.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       18       16       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,415
COMMITMENTS
       0      700        0   33,728   32,933   33,728   33,633    3,687    3,782

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -2,036)
       0      600        0   -2,150   -2,730   -2,150   -2,130      114       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     90.1     88.0     90.1     89.9      9.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       12       18       12       19                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,805
COMMITMENTS
       0   23,235       30   33,230   10,415   33,260   33,680    1,545    1,125

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:        485)
       0     -370      -50      740      860      690      440     -205       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     66.8      0.1     95.5     29.9     95.6     96.8      4.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        6        1       16       11       17       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,725
COMMITMENTS
       0   17,590      360   29,685   12,395   30,045   30,345    1,680    1,380

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:        615)
       0      305     -130    1,025      470      895      645     -280      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     55.4      1.1     93.6     39.1     94.7     95.7      5.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        2       14       12       16       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,078
COMMITMENTS
   3,245    2,005      205   20,126   21,366   23,576   23,576    1,502    1,502

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -1,375)
    -695     -175      -50   -1,328   -1,848   -2,073   -2,073      698      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      8.0      0.8     80.3     85.2     94.0     94.0      6.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        4       18       10       23       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,918
COMMITMENTS
   3,510    2,130      100   16,915   18,386   20,525   20,616    1,393    1,302

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:       -940)
    -710     -200      -50     -752   -1,275   -1,512   -1,525      572      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      9.7      0.5     77.2     83.9     93.6     94.1      6.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       16       11       20       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,845
COMMITMENTS
     200   16,550        0   44,190   27,970   44,390   44,520      455      325

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:       -150)
    -200     -210        0      220      -30       20     -240     -170       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     36.9      0.0     98.5     62.4     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        0       15       13       16       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,185
COMMITMENTS
       0   15,750        0   38,590   22,960   38,590   38,710      595      475

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:       -955)
       0     -310        0     -570     -520     -570     -830     -385     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.2      0.0     98.5     58.6     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        0       13       11       13       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,915
COMMITMENTS
   1,200    2,125      405   27,135   26,215   28,740   28,745    1,175    1,170

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      1,430)
       0     -850       50    1,360    1,825    1,410    1,025       20      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      7.1      1.4     90.7     87.6     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        4       17       11       22       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,105
COMMITMENTS
   1,330    1,845      685   27,105   26,595   29,120   29,125      985      980

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:      1,620)
     130     -680      155    1,260    1,685    1,545    1,160       75      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      6.1      2.3     90.0     88.3     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        4       18       10       23       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,624
COMMITMENTS
   5,465    2,070      905   25,874   29,274   32,244   32,249    1,380    1,375

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -1,075)
    -145      -50        0   -1,085   -1,180   -1,230   -1,230      155      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      6.2      2.7     77.0     87.1     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        4       19       12       24       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,475
COMMITMENTS
     965    1,600      470   22,800   22,175   24,235   24,245    1,240    1,230

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -1,070)
     305       50     -245   -1,220     -975   -1,160   -1,170       90      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      6.3      1.8     89.5     87.0     95.1     95.2      4.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       12       22       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,744
COMMITMENTS
  36,460        0      920   76,100  112,560  113,480  113,480    7,264    7,264

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -1,942)
    -885        0     -125   -3,473   -4,183   -4,483   -4,308    2,541    2,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      0.0      0.8     63.0     93.2     94.0     94.0      6.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        0        3       20       29       26       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      110,074
COMMITMENTS
  34,310        0      550   70,053  104,327  104,913  104,877    5,161    5,197

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -2,277)
    -915        0     -175   -2,150   -2,833   -3,240   -3,008      963      731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2      0.0      0.5     63.6     94.8     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        2       20       28       25       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,000
COMMITMENTS
     200      250       25   19,640   19,580   19,865   19,855    1,135    1,145

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -1,085)
       0       25      -25   -1,035   -1,050   -1,060   -1,050      -25      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.2      0.1     93.5     93.2     94.6     94.5      5.4      5.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,230
COMMITMENTS
     950      150        0   16,915   17,705   17,865   17,855      365      375

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:     -1,125)
     -50      -25        0     -975     -990   -1,025   -1,015     -100     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.8      0.0     92.8     97.1     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       13       20       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,265
COMMITMENTS
       0    3,355        0   33,500   30,145   33,500   33,500    3,765    3,765

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:       -450)
       0     -275        0     -620     -345     -620     -620      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.0      0.0     89.9     80.9     89.9     89.9     10.1     10.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,455
COMMITMENTS
       0    1,150        0   22,405   21,255   22,405   22,405    4,050    4,050

CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST:       -515)
       0      -75        0     -425     -350     -425     -425      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.0     84.7     80.3     84.7     84.7     15.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18       16       18       17                  



Updated December 9, 2016