ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| 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 12/06/16 (CHANGE IN OPEN INTEREST:      3,165)
       0        0        0    2,900    2,900    2,900    2,900      265      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,094
COMMITMENTS
       0      700        0   38,027   37,212   38,027   37,912    3,067    3,182

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0      143      143      143      143     -263     -263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     92.5     90.6     92.5     92.3      7.5      7.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,260
COMMITMENTS
       0      700        0   33,883   33,088   33,883   33,788    3,377    3,472

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:       -155)
       0        0        0      155      155      155      155     -310     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     90.9     88.8     90.9     90.7      9.1      9.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,175
COMMITMENTS
       0   22,935       30   33,600   11,085   33,630   34,050    1,545    1,125

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        370)
       0     -300        0      370      670      370      370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     65.2      0.1     95.5     31.5     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 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,125
COMMITMENTS
       0   17,290      360   29,785   13,095   30,145   30,745    1,980    1,380

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        400)
       0     -300        0      100      700      100      400      300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     53.8      1.1     92.7     40.8     93.8     95.7      6.2      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 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,158
COMMITMENTS
   3,245    2,305      155   21,226   22,196   24,626   24,656    1,532    1,502

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      1,080)
       0      300      -50    1,100      830    1,050    1,080       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      8.8      0.6     81.1     84.9     94.1     94.3      5.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       18       10       22       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,763
COMMITMENTS
   3,510    2,430       50   17,730   18,931   21,290   21,411    1,473    1,352

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        845)
       0      300      -50      815      545      765      795       80       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     10.7      0.2     77.9     83.2     93.5     94.1      6.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       16       11       19       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,325
COMMITMENTS
     200   16,650        0   44,670   28,350   44,870   45,000      455      325

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        480)
       0      100        0      480      380      480      480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     36.7      0.0     98.6     62.5     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        0       15       12       16       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,765
COMMITMENTS
       0   15,850        0   39,170   23,440   39,170   39,290      595      475

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        580)
       0      100        0      580      480      580      580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.9      0.0     98.5     58.9     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        0       13       10       13       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,505
COMMITMENTS
   1,200    2,125      405   27,525   26,645   29,130   29,175    1,375    1,330

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        590)
       0        0        0      390      430      390      430      200      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      7.0      1.3     90.2     87.3     95.5     95.6      4.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        4       17       10       22       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,445
COMMITMENTS
   1,330    1,845      685   27,505   27,035   29,520   29,565      925      880

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      400      440      400      440      -60     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      6.1      2.2     90.3     88.8     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        4       18        9       23       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,904
COMMITMENTS
   5,365    1,920      905   25,924   29,374   32,194   32,199    1,710    1,705

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        280)
    -100     -150        0       50      100      -50      -50      330      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      5.7      2.7     76.5     86.6     95.0     95.0      5.0      5.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,285
COMMITMENTS
     865    1,600      470   22,380   21,655   23,715   23,725    1,570    1,560

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:       -190)
    -100        0        0     -420     -520     -520     -520      330      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      6.3      1.9     88.5     85.6     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       11       22       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,219
COMMITMENTS
  36,610        0      670   77,820  114,430  115,100  115,100    7,119    7,119

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      1,475)
     150        0     -250    1,720    1,870    1,620    1,620     -145     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0      0.0      0.5     63.7     93.6     94.2     94.2      5.8      5.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      111,314
COMMITMENTS
  34,610        0      300   71,173  105,747  106,083  106,047    5,231    5,267

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:      1,240)
     300        0     -250    1,120    1,420    1,170    1,170       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.1      0.0      0.3     63.9     95.0     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        2       19       28       24       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,895
COMMITMENTS
     200      250       25   19,640   19,580   19,865   19,855    1,030    1,040

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:       -105)
       0        0        0        0        0        0        0     -105     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.2      0.1     94.0     93.7     95.1     95.0      4.9      5.0

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 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,160
COMMITMENTS
     950      150        0   16,915   17,705   17,865   17,855      295      305

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:        -70)
       0        0        0        0        0        0        0      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.8      0.0     93.1     97.5     98.4     98.3      1.6      1.7

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 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,265
COMMITMENTS
       0    3,255        0   33,500   30,245   33,500   33,500    3,765    3,765

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:          0)
       0     -100        0        0      100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.7      0.0     89.9     81.2     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 12/13/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,530
COMMITMENTS
       0    1,150        0   22,355   21,205   22,355   22,355    4,175    4,175

CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST:         75)
       0        0        0      -50      -50      -50      -50      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      0.0     84.3     79.9     84.3     84.3     15.7     15.7

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



Updated December 16, 2016