ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,557
COMMITMENTS
       0        0        0   29,892   30,177   29,892   30,177    1,665    1,380

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      3,240)
       0        0        0    3,240    3,240    3,240    3,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.7     95.6     94.7     95.6      5.3      4.4

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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,172
COMMITMENTS
       0      850        0   34,382   33,362   34,382   34,212    2,790    2,960

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:     -1,060)
       0        0        0   -1,025     -975   -1,025     -975      -35      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     92.5     89.8     92.5     92.0      7.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       13       18       13       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,065
COMMITMENTS
       0      850        0   30,958   29,938   30,958   30,788    3,107    3,277

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -420)
       0        0        0     -435     -385     -435     -385       15      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     90.9     87.9     90.9     90.4      9.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       11       18       11       19                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,785
COMMITMENTS
       0   21,260      405   31,175   10,325   31,580   31,990    2,205    1,795

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        290)
       0     -950      150      -55      895       95       95      195      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     62.9      1.2     92.3     30.6     93.5     94.7      6.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        2       15       13       17       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,730
COMMITMENTS
       0   16,615      710   28,190   11,865   28,900   29,190    1,830    1,540

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        135)
       0     -250        0        5      255        5        5      130      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     54.1      2.3     91.7     38.6     94.0     95.0      6.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        2       13       15       15       20                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,913
COMMITMENTS
   3,475    3,035      100   21,658   22,178   25,233   25,313    1,680    1,600

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -655)
       0      -50        0     -715     -665     -715     -715       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     11.3      0.4     80.5     82.4     93.8     94.1      6.2      5.9

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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,973
COMMITMENTS
   3,475    3,060      100   18,005   18,573   21,580   21,733    1,393    1,240

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -730)
       0      -50        0     -650     -600     -650     -650      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     13.3      0.4     78.4     80.8     93.9     94.6      6.1      5.4

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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,055
COMMITMENTS
       0   16,790        0   42,750   26,080   42,750   42,870      305      185

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        200)
       0     -250        0      375      625      375      375     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.0      0.0     99.3     60.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        0       16       16       16       20                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,825
COMMITMENTS
       0   15,815        0   36,370   20,675   36,370   36,490      455      335

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        175)
       0     -300        0      350      650      350      350     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     42.9      0.0     98.8     56.1     98.8     99.1      1.2      0.9

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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,215
COMMITMENTS
   1,100    1,630      280   27,430   26,870   28,810   28,780    1,405    1,435

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -150)
    -200      -50        0       50     -100     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      5.4      0.9     90.8     88.9     95.3     95.3      4.7      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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,795
COMMITMENTS
   1,280    1,510      520   26,805   26,545   28,605   28,575    1,190    1,220

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -150)
    -200      -50        0       50     -100     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      5.1      1.7     90.0     89.1     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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,384
COMMITMENTS
   5,420    1,775      725   24,209   27,869   30,354   30,369    2,030    2,015

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        100)
      25      -75       75        0      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      5.5      2.2     74.8     86.1     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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,805
COMMITMENTS
   1,095    1,290      400   20,550   20,365   22,045   22,055    1,760    1,750

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        100)
       0      -50       50       50      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.4      1.7     86.3     85.5     92.6     92.6      7.4      7.4

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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,967
COMMITMENTS
  35,415      225      495   79,207  114,392  115,117  115,112    7,850    7,855

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      4,760)
    -875      225      225    5,370    4,270    4,720    4,720       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8      0.2      0.4     64.4     93.0     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        1        2       21       27       27       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      109,615
COMMITMENTS
  33,285        0      625   69,395  102,650  103,305  103,275    6,310    6,340

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:      4,075)
    -400        0       50    4,945    4,545    4,595    4,595     -520     -520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      0.0      0.6     63.3     93.6     94.2     94.2      5.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        0        2       19       25       24       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,290
COMMITMENTS
     100      275        0   17,400   17,225   17,500   17,500      790      790

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -200)
       0        0        0     -200     -200     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.5      0.0     95.1     94.2     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       18       15       19       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,695
COMMITMENTS
     900      225        0   16,090   16,880   16,990   17,105      705      590

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0     -150     -150     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      1.3      0.0     90.9     95.4     96.0     96.7      4.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       17       13       18       15                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,050
COMMITMENTS
       0    2,775        0   32,415   29,640   32,415   32,415    3,635    3,635

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:       -630)
       0     -175        0       65      240       65       65     -695     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.7      0.0     89.9     82.2     89.9     89.9     10.1     10.1

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 01/31/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,550
COMMITMENTS
     100    1,675        0   23,505   21,810   23,605   23,485    3,945    4,065

CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST:        520)
       0        0        0      470      350      470      350       50      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      6.1      0.0     85.3     79.2     85.7     85.2     14.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       18       17       19                  



Updated February 3, 2017