PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,582
COMMITMENTS
       0      600        0   35,757   34,862   35,757   35,462    2,825    3,120

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,262)
       0     -100        0   -2,020   -2,100   -2,020   -2,200     -242      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0     92.7     90.4     92.7     91.9      7.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       13       16       13       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,885
COMMITMENTS
       0      600        0   31,743   30,848   31,743   31,448    3,142    3,437

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,125)
       0     -100        0   -1,890   -1,990   -1,890   -2,090     -235      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     91.0     88.4     91.0     90.1      9.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       10       16       10       17                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,345
COMMITMENTS
       0   22,135      105   34,560   12,835   34,665   35,075    1,680    1,270

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:         20)
       0     -495        0      130      615      130      120     -110     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     60.9      0.3     95.1     35.3     95.4     96.5      4.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        6        1       16       12       17       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,420
COMMITMENTS
       0   16,815      360   31,245   14,720   31,605   31,895    1,815    1,525

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:        295)
       0     -245        0      405      640      405      395     -110     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     50.3      1.1     93.5     44.0     94.6     95.4      5.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        5        2       13       13       15       18                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,668
COMMITMENTS
   2,775    3,335      100   23,228   22,748   26,103   26,183    1,565    1,485

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,245)
     -70      325     -155     -918   -1,313   -1,143   -1,143     -102     -102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     12.1      0.4     84.0     82.2     94.3     94.6      5.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       18       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,793
COMMITMENTS
   2,775    3,360      100   19,522   19,090   22,397   22,550    1,396    1,243

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,360)
    -385      225        0     -818   -1,446   -1,203   -1,221     -157     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7     14.1      0.4     82.0     80.2     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1       16       12       19       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,195
COMMITMENTS
       0   16,190        0   45,715   29,645   45,715   45,835      480      360

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -595)
    -200     -460        0     -330      -70     -530     -530      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     35.0      0.0     99.0     64.2     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       16       12       16       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,040
COMMITMENTS
       0   15,490        0   39,430   24,060   39,430   39,550      610      490

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:       -400)
       0     -360        0     -275      100     -275     -260     -125     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     38.7      0.0     98.5     60.1     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        0       14       10       14       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,090
COMMITMENTS
   1,300    1,680      280   27,150   26,740   28,730   28,700    1,360    1,390

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,540)
     100     -250     -125   -1,205     -885   -1,230   -1,260     -310     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      5.6      0.9     90.2     88.9     95.5     95.4      4.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       19        7       23       10                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,615
COMMITMENTS
   1,480    1,560      520   26,485   26,375   28,485   28,455    1,130    1,160

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,705)
     225       15     -240   -1,640   -1,460   -1,655   -1,685      -50      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      5.3      1.8     89.4     89.1     96.2     96.1      3.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       19        7       23       10                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,664
COMMITMENTS
   5,095    1,850      650   23,944   27,204   29,689   29,704    1,975    1,960

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -2,875)
    -645      -70     -130   -2,190   -2,755   -2,965   -2,955       90       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      5.8      2.1     75.6     85.9     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       18       11       21       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,725
COMMITMENTS
   1,095    1,400      350   20,510   20,215   21,955   21,965    1,770    1,760

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,860)
      55     -200        5   -2,020   -1,765   -1,960   -1,960      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.9      1.5     86.4     85.2     92.5     92.6      7.5      7.4

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 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      113,472
COMMITMENTS
  36,615        0      270   70,037  106,647  106,922  106,917    6,550    6,555

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -9,142)
    -600        0     -270   -8,528   -9,133   -9,398   -9,403      256      261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3      0.0      0.2     61.7     94.0     94.2     94.2      5.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        0        1       20       27       26       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,900
COMMITMENTS
  34,020        0      250   62,230   96,220   96,500   96,470    5,400    5,430

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -8,839)
    -940        0        0   -8,283   -9,217   -9,223   -9,217      384      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.4      0.0      0.2     61.1     94.4     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        0        2       19       26       24       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,360
COMMITMENTS
     100      275        0   17,225   17,050   17,325   17,325    1,035    1,035

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,685)
       0       25      -25   -1,765   -1,780   -1,790   -1,780      105       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.5      0.0     93.8     92.9     94.4     94.4      5.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       17       11       18       13                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,085
COMMITMENTS
     900      225        0   15,260   16,050   16,160   16,275      925      810

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,725)
     -50      -25        0   -1,855   -1,755   -1,905   -1,780      180       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      1.3      0.0     89.3     93.9     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       11       17       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,780
COMMITMENTS
       0    2,950        0   32,790   29,840   32,790   32,790    3,990    3,990

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,805)
       0     -205        0   -1,830   -1,625   -1,830   -1,830       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.0      0.0     89.2     81.1     89.2     89.2     10.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        0       14       18       14       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,165
COMMITMENTS
     100    1,675        0   22,210   20,635   22,310   22,310    3,855    3,855

CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST:     -1,860)
       0      525        0   -1,715   -2,240   -1,715   -1,715     -145     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      6.4      0.0     84.9     78.9     85.3     85.3     14.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       16       17       17       18                  



Updated January 13, 2017