ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,057
COMMITMENTS
       0        0        0   27,562   27,887   27,562   27,887    1,495    1,170

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,805)
       0        0        0   -1,735   -1,715   -1,735   -1,715      -70      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.9     96.0     94.9     96.0      5.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       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 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,480
COMMITMENTS
       0      725        0   35,352   34,477   35,352   35,202    4,128    4,278

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -2,168)
       0     -125        0   -1,860   -1,725   -1,860   -1,850     -308     -318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     89.5     87.3     89.5     89.2     10.5     10.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,976
COMMITMENTS
       0      725        0   32,943   32,068   32,943   32,793    4,033    4,183

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -2,032)
       0     -125        0   -1,660   -1,525   -1,660   -1,650     -372     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     89.1     86.7     89.1     88.7     10.9     11.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,015
COMMITMENTS
     175   25,010      405   39,365   14,880   39,945   40,295    2,070    1,720

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,260)
    -100     -140        0   -1,155   -1,145   -1,255   -1,285       -5       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     59.5      1.0     93.7     35.4     95.1     95.9      4.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        2       17       16       20       21                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,590
COMMITMENTS
      75   20,510      510   37,350   17,165   37,935   38,185    1,655    1,405

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,005)
    -100      120     -200     -710     -950   -1,010   -1,030        5       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     51.8      1.3     94.3     43.4     95.8     96.5      4.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        2       17       16       20       21                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,798
COMMITMENTS
   2,715    2,085      435   31,225   31,963   34,375   34,483    1,423    1,315

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,290)
    -530     -250        0     -602     -915   -1,132   -1,165     -158     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      5.8      1.2     87.2     89.3     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        3       17       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,485
COMMITMENTS
   2,765    2,460      435   28,895   29,345   32,095   32,240    1,390    1,245

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -728)
    -530     -250        0      -80     -403     -610     -653     -118      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      7.3      1.3     86.3     87.6     95.8     96.3      4.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        3       16       12       20       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,020
COMMITMENTS
       0   14,455        0   36,665   22,320   36,665   36,775      355      245

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -3,410)
       0     -780        0   -3,420   -2,645   -3,420   -3,425       10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,805
COMMITMENTS
       0   12,755        0   32,220   19,575   32,220   32,330      585      475

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -2,085)
       0     -855        0   -2,090   -1,240   -2,090   -2,095        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     38.9      0.0     98.2     59.7     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,010
COMMITMENTS
   1,100      145      305   23,885   24,825   25,290   25,275    1,720    1,735

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,205)
     -25      -65      -25   -1,225   -1,175   -1,275   -1,265       70       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.5      1.1     88.4     91.9     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        3       16        9       21       12                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,840
COMMITMENTS
   1,655      130      470   22,180   23,690   24,305   24,290    1,535    1,550

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,605)
     -50     -150        0   -1,600   -1,490   -1,650   -1,640       45       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      0.5      1.8     85.8     91.7     94.1     94.0      5.9      6.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,139
COMMITMENTS
   5,695    1,350      600   27,295   31,665   33,590   33,615    1,549    1,524

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -2,260)
    -400       25     -175   -1,630   -2,050   -2,205   -2,200      -55      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      3.8      1.7     77.7     90.1     95.6     95.7      4.4      4.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,025
COMMITMENTS
   1,220    1,290       60   23,655   23,940   24,935   25,290    2,090    1,735

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,705)
     250      150     -200   -2,085   -1,635   -2,035   -1,685      330      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      4.8      0.2     87.5     88.6     92.3     93.6      7.7      6.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,698
COMMITMENTS
  31,295      200      280   81,298  112,368  112,873  112,848    7,825    7,850

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -6,405)
    -350     -150     -210   -5,245   -5,455   -5,805   -5,815     -600     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      0.2      0.2     67.4     93.1     93.5     93.5      6.5      6.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      107,810
COMMITMENTS
  29,815        0      375   72,325  101,995  102,515  102,370    5,295    5,440

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -6,010)
    -800     -125     -275   -4,325   -5,010   -5,400   -5,410     -610     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7      0.0      0.3     67.1     94.6     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        0        1       19       24       25       25                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,310
COMMITMENTS
       0      675        0   17,995   17,350   17,995   18,025    2,315    2,285

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -900)
     -50     -100        0     -805     -740     -855     -840      -45      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.0     88.6     85.4     88.6     88.7     11.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       14       18       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,000
COMMITMENTS
     900       75        0   17,325   18,305   18,225   18,380      775      620

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,395)
       0      -75        0   -1,395   -1,300   -1,395   -1,375        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      0.4      0.0     91.2     96.3     95.9     96.7      4.1      3.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,470
COMMITMENTS
       0    3,615        0   33,370   29,755   33,370   33,370    6,100    6,100

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:       -745)
       0      -85        0     -235     -270     -235     -355     -510     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.2      0.0     84.5     75.4     84.5     84.5     15.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       16       17       16       19                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,275
COMMITMENTS
       0    2,225        0   26,065   23,840   26,065   26,065    4,210    4,210

CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST:     -1,545)
     -50      -75        0     -905     -880     -955     -955     -590     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.3      0.0     86.1     78.7     86.1     86.1     13.9     13.9

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



Updated March 10, 2017