ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,317
COMMITMENTS
       0        0        0   26,652   26,937   26,652   26,937    1,665    1,380

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.1     95.1     94.1     95.1      5.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       11       14       11       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,232
COMMITMENTS
       0      850        0   35,407   34,337   35,407   35,187    2,825    3,045

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:       -600)
       0        0        0     -600     -525     -600     -525        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.0     92.6     89.8     92.6     92.0      7.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       13       17       13       18                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,485
COMMITMENTS
       0      850        0   31,393   30,323   31,393   31,173    3,092    3,312

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:       -600)
       0        0        0     -600     -525     -600     -525        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     91.0     87.9     91.0     90.4      9.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       10       17       10       18                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,495
COMMITMENTS
       0   22,210      255   31,230    9,430   31,485   31,895    2,010    1,600

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        150)
       0     -225      150     -225        0      -75      -75      225      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     66.3      0.8     93.2     28.2     94.0     95.2      6.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        6        2       16       12       18       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,595
COMMITMENTS
       0   16,865      710   28,185   11,610   28,895   29,185    1,700    1,410

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        200)
       0     -275      200        0      275      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     55.1      2.3     92.1     37.9     94.4     95.4      5.6      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 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,568
COMMITMENTS
   3,475    3,085      100   22,373   22,843   25,948   26,028    1,620    1,540

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:         30)
     700     -250        0     -725      225      -25      -25       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     11.2      0.4     81.2     82.9     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        1       18       13       21       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,703
COMMITMENTS
   3,475    3,110      100   18,655   19,173   22,230   22,383    1,473    1,320

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:         40)
     700     -250        0     -737      213      -37      -37       77       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     13.1      0.4     78.7     80.9     93.8     94.4      6.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       16       13       19       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,855
COMMITMENTS
       0   17,040        0   42,375   25,455   42,375   42,495      480      360

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        310)
       0      900        0      310     -590      310      310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.8      0.0     98.9     59.4     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        0       16       14       16       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,650
COMMITMENTS
       0   16,115        0   36,020   20,025   36,020   36,140      630      510

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        170)
       0      650        0      160     -490      160      160       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     44.0      0.0     98.3     54.6     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        0       14       12       14       16                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,365
COMMITMENTS
   1,300    1,680      280   27,380   26,970   28,960   28,930    1,405    1,435

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        525)
       0        0        0      480      480      480      480       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      5.5      0.9     90.2     88.8     95.4     95.3      4.6      4.7

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 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,945
COMMITMENTS
   1,480    1,560      520   26,755   26,645   28,755   28,725    1,190    1,220

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      480      480      480      480       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      5.2      1.7     89.3     89.0     96.0     95.9      4.0      4.1

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 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,284
COMMITMENTS
   5,395    1,850      650   24,209   27,769   30,254   30,269    2,030    2,015

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        525)
     150        0        0      375      525      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      5.7      2.0     75.0     86.0     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       19       11       22       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,705
COMMITMENTS
   1,095    1,340      350   20,500   20,265   21,945   21,955    1,760    1,750

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       70       70       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.7      1.5     86.5     85.5     92.6     92.6      7.4      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 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      118,207
COMMITMENTS
  36,290        0      270   73,837  110,122  110,397  110,392    7,810    7,815

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      2,485)
    -425        0        0    2,410    1,985    1,985    1,985      500      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      0.0      0.2     62.5     93.2     93.4     93.4      6.6      6.6

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 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      105,540
COMMITMENTS
  33,685        0      575   64,450   98,105   98,710   98,680    6,830    6,860

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:      3,040)
    -575        0      300    2,290    1,715    2,015    2,015    1,025    1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9      0.0      0.5     61.1     93.0     93.5     93.5      6.5      6.5

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 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,490
COMMITMENTS
     100      275        0   17,600   17,425   17,700   17,700      790      790

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:       -370)
       0        0        0     -125     -125     -125     -125     -245     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.5      0.0     95.2     94.2     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       14       19       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,845
COMMITMENTS
     900      225        0   16,240   17,030   17,140   17,255      705      590

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:         85)
       0        0        0      305      305      305      305     -220     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      1.3      0.0     91.0     95.4     96.0     96.7      4.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       17       12       18       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,680
COMMITMENTS
       0    2,950        0   32,350   29,400   32,350   32,350    4,330    4,330

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:       -500)
       0        0        0     -710     -710     -710     -710      210      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.0      0.0     88.2     80.2     88.2     88.2     11.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        0       14       19       14       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,030
COMMITMENTS
     100    1,675        0   23,035   21,460   23,135   23,135    3,895    3,895

CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      575      575      575      575      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      6.2      0.0     85.2     79.4     85.6     85.6     14.4     14.4

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



Updated January 27, 2017