ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,467
COMMITMENTS
       0        0        0   29,272   29,302   29,272   29,302    1,195    1,165

CHANGES FROM 03/14/17 (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      0.0      0.0     96.1     96.2     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       15       14       15                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,525
COMMITMENTS
       0        0        0   26,335   26,255   26,335   26,255    1,190    1,270

CHANGES FROM 03/14/17 (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      0.0      0.0     95.7     95.4     95.7     95.4      4.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       16       13       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,320
COMMITMENTS
       0      725        0   35,052   34,177   35,052   34,902    4,268    4,418

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0     -300     -300     -300     -300      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     89.1     86.9     89.1     88.8     10.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       19       13       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,816
COMMITMENTS
       0      725        0   32,643   31,768   32,643   32,493    4,173    4,323

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0     -300     -300     -300     -300      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      0.0     88.7     86.3     88.7     88.3     11.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       11       19       11       20                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,540
COMMITMENTS
     175   24,870      405   38,145   13,800   38,725   39,075    1,815    1,465

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -1,955)
       0     -320        0   -2,000   -1,680   -2,000   -2,000       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     61.3      1.0     94.1     34.0     95.5     96.4      4.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        2       17       17       20       22                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,870
COMMITMENTS
      75   20,370      510   35,930   15,885   36,515   36,765    1,355    1,105

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:     -2,200)
       0     -320        0   -2,200   -1,880   -2,200   -2,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     53.8      1.3     94.9     41.9     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        2       17       17       20       22                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,308
COMMITMENTS
   2,765    1,905      435   33,810   34,778   37,010   37,118    1,298    1,190

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,510)
     -50     -180        0    1,685    1,815    1,635    1,635     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      5.0      1.1     88.3     90.8     96.6     96.9      3.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       18       12       22       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,060
COMMITMENTS
   2,815    2,080      435   31,620   32,500   34,870   35,015    1,190    1,045

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,575)
     -50     -380        0    1,825    2,155    1,775    1,775     -200     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      5.8      1.2     87.7     90.1     96.7     97.1      3.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        3       17       12       21       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,040
COMMITMENTS
       0   14,455        0   36,675   22,330   36,675   36,785      365      255

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       10       10       10       10       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     39.0      0.0     99.0     60.3     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       16       11       16       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,030
COMMITMENTS
       0   12,755        0   32,445   19,800   32,445   32,555      585      475

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      225      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     38.6      0.0     98.2     59.9     98.2     98.6      1.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       10       14       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,470
COMMITMENTS
   1,185      130      270   25,185   26,225   26,640   26,625    1,830    1,845

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        700)
      50        0        0      650      700      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.5      0.9     88.5     92.1     93.6     93.5      6.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       16        8       21       11                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,805
COMMITMENTS
   1,555      130      420   24,415   25,825   26,390   26,375    1,415    1,430

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:      1,100)
    -150        0        0    1,400    1,250    1,250    1,250     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.5      1.5     87.8     92.9     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        3       17        7       23       10                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,452
COMMITMENTS
   5,745    1,600      600   27,595   31,765   33,940   33,965    1,512    1,487

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        113)
      50      100        0      100       50      150      150      -37      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      4.5      1.7     77.8     89.6     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       17       11       21       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,655
COMMITMENTS
   1,170    1,490      110   23,255   23,290   24,535   24,890    2,120    1,765

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -570)
       0      100        0     -600     -700     -600     -600       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      5.6      0.4     87.2     87.4     92.0     93.4      8.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       16       12       18       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      124,058
COMMITMENTS
  31,505      150      330   84,618  115,948  116,453  116,428    7,605    7,630

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        680)
      80        0       50      620      700      750      750      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      0.1      0.3     68.2     93.5     93.9     93.8      6.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        2       21       25       27       27                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      110,210
COMMITMENTS
  30,125        0      425   73,745  103,725  104,295  104,150    5,915    6,060

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -465)
     130        0       50   -1,005     -875     -825     -825      360      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3      0.0      0.4     66.9     94.1     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        0        1       19       25       25       26                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,585
COMMITMENTS
       0      625       25   18,245   17,650   18,270   18,300    2,315    2,285

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        175)
       0      -50       25      150      200      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.1     88.6     85.7     88.8     88.9     11.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       18       14       19       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,500
COMMITMENTS
     900       75        0   17,730   18,710   18,630   18,785      870      715

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      405      405      405      405       95       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.4      0.0     90.9     95.9     95.5     96.3      4.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       12       19       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,395
COMMITMENTS
       0    3,615       25   33,220   29,605   33,245   33,245    6,150    6,150

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:         25)
       0        0       25        0        0       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.2      0.1     84.3     75.1     84.4     84.4     15.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       16       17       17       19                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 03/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,845
COMMITMENTS
       0    2,225        0   25,665   23,440   25,665   25,665    4,180    4,180

CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST:       -500)
       0        0        0     -250     -250     -250     -250     -250     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.5      0.0     86.0     78.5     86.0     86.0     14.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       17       18       17       19                  



Updated March 24, 2017