ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,137
COMMITMENTS
       0        0        0   31,202   31,187   31,202   31,187    1,935    1,950

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      1,800)
       0        0        0    1,310    1,310    1,310    1,310      490      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.2     94.1     94.2     94.1      5.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       16       15       16                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,365
COMMITMENTS
       0        0        0   28,125   28,000   28,125   28,000    1,240    1,365

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      1,195)
       0        0        0    1,145    1,145    1,145    1,145       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     95.4     95.8     95.4      4.2      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| 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 03/28/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| 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 03/28/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,845
COMMITMENTS
      75   25,050      405   39,595   14,970   40,075   40,425    1,770    1,420

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        350)
       0      180        0      350      170      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     59.9      1.0     94.6     35.8     95.8     96.6      4.2      3.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,425
COMMITMENTS
       0   20,575      510   37,560   17,235   38,070   38,320    1,355    1,105

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        530)
       0      180        0      530      350      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     52.2      1.3     95.3     43.7     96.6     97.2      3.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        6        2       17       16       19       22                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,573
COMMITMENTS
   4,565    1,805       85   35,450   38,258   40,100   40,148    1,473    1,425

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      2,475)
   1,100     -150     -150    1,375    2,625    2,325    2,325      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      4.3      0.2     85.3     92.0     96.5     96.6      3.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       19       13       24       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,390
COMMITMENTS
   4,515    1,980       85   33,190   35,810   37,790   37,875    1,600    1,515

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:      2,540)
   1,000     -150     -150    1,325    2,475    2,175    2,175      365      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      5.0      0.2     84.3     90.9     95.9     96.2      4.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       19       13       23       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,390
COMMITMENTS
       0   13,555        0   36,905   23,580   36,905   37,135      485      255

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        600)
       0     -600        0      600    1,200      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     36.3      0.0     98.7     63.1     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       16       11       16       13                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,680
COMMITMENTS
       0   12,155        0   33,095   21,050   33,095   33,205      585      475

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        600)
       0     -600        0      600    1,200      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     36.1      0.0     98.3     62.5     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       10       15       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,370
COMMITMENTS
   1,185      130      270   25,085   26,125   26,540   26,525    1,830    1,845

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:       -125)
       0        0        0     -125     -125     -125     -125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.5      1.0     88.4     92.1     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       15       10       20       13                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,755
COMMITMENTS
   1,555      130      420   24,365   25,775   26,340   26,325    1,415    1,430

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      0.5      1.5     87.8     92.9     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        3       16        9       22       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,164
COMMITMENTS
   6,220    1,900      500   27,830   32,055   34,550   34,455    1,614    1,709

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        712)
     475      200     -100      235      390      610      490      102      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2      5.3      1.4     77.0     88.6     95.5     95.3      4.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       18       11       22       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,455
COMMITMENTS
   1,470    1,690      110   23,710   23,725   25,290   25,525    2,165    1,930

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        800)
     300      100        0      455      535      755      635       45      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      6.2      0.4     86.4     86.4     92.1     93.0      7.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       17       12       19       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      125,693
COMMITMENTS
  30,260      150      300   86,663  116,748  117,223  117,198    8,470    8,495

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        920)
    -995      100      -80    1,605      510      530      530      390      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      0.1      0.2     68.9     92.9     93.3     93.2      6.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        2       22       25       28       27                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      110,370
COMMITMENTS
  29,355        0      425   74,545  103,875  104,325  104,300    6,045    6,070

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        305)
    -920        0        0      895      -25      -25      -25      330      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6      0.0      0.4     67.5     94.1     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        0        1       20       26       26       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,185
COMMITMENTS
       0      625       25   18,845   18,250   18,870   18,900    2,315    2,285

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.1     89.0     86.1     89.1     89.2     10.9     10.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,300
COMMITMENTS
   1,500       75        0   17,930   19,510   19,430   19,585      870      715

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.4      0.0     88.3     96.1     95.7     96.5      4.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       13       19       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,745
COMMITMENTS
       0    4,915       25   34,570   29,655   34,595   34,595    6,150    6,150

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:        700)
       0      700        0      700        0      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.1      0.1     84.8     72.8     84.9     84.9     15.1     15.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,450
COMMITMENTS
       0    2,825        0   26,165   23,340   26,165   26,165    4,285    4,285

CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST:         80)
       0        0        0     -150     -150     -150     -150      230      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.3      0.0     85.9     76.7     85.9     85.9     14.1     14.1

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



Updated April 7, 2017