ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,842
COMMITMENTS
       0        0        0   33,932   33,932   33,932   33,932    1,910    1,910

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      365      365      365      365      -65      -65

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       15       15       15                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,155
COMMITMENTS
       0        0        0   30,965   30,860   30,965   30,860    1,190    1,295

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      420      420      420      420      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.3     96.0     96.3     96.0      3.7      4.0

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 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,197
COMMITMENTS
       0    1,200        0   33,362   32,162   33,362   33,362    3,835    3,835

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        575)
       0      600        0      575      -25      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      0.0     89.7     86.5     89.7     89.7     10.3     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       14       20       14       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,040
COMMITMENTS
       0    1,200        0   31,238   29,898   31,238   31,098    3,802    3,942

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        500)
       0      600        0      500    1,100      500    1,700        0   -1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.4      0.0     89.1     85.3     89.1     88.8     10.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       12       19       12       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,250
COMMITMENTS
      75   22,380      445   38,295   16,220   38,815   39,045    1,435    1,205

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        985)
       0     -370      175      880    1,160    1,055      965      -70       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     55.6      1.1     95.1     40.3     96.4     97.0      3.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        3       16       16       20       21                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,535
COMMITMENTS
       0   18,020      465   36,820   19,030   37,285   37,515    1,250    1,020

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,085)
       0     -245      125      925    1,170    1,050    1,050       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     46.8      1.2     95.5     49.4     96.8     97.4      3.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        6        3       15       15       18       21                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,920
COMMITMENTS
   1,885    1,895      620   37,180   37,200   39,685   39,715    1,235    1,205

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:         45)
       0       75        0      -10      -85      -10      -10       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      4.6      1.5     90.9     90.9     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        3       19       13       24       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,020
COMMITMENTS
   1,835    1,870      620   33,235   33,260   35,690   35,750    1,330    1,270

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:       -275)
    -300     -125        0      140      -35     -160     -160     -115     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      5.1      1.7     89.8     89.8     96.4     96.6      3.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       19       13       23       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,710
COMMITMENTS
       0   11,975        0   35,340   23,475   35,340   35,450      370      260

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        300)
       0      200        0      300      100      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     33.5      0.0     99.0     65.7     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       11       17       13                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,500
COMMITMENTS
       0   10,700        0   31,900   21,310   31,900   32,010      600      490

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        125)
       0       25        0      125      100      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     32.9      0.0     98.2     65.6     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       10       15       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,080
COMMITMENTS
     925      130      205   24,265   25,060   25,395   25,395    1,685    1,685

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:          0)
    -300        0        0      300        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.5      0.8     89.6     92.5     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       16       13       21       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,375
COMMITMENTS
   1,345      130      305   23,420   24,635   25,070   25,070    1,305    1,305

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      0.5      1.2     88.8     93.4     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        3       17       12       23       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,717
COMMITMENTS
   5,535    1,775      450   27,425   31,210   33,410   33,435    1,307    1,282

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        780)
       0        0        0      715      715      715      715       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      5.1      1.3     79.0     89.9     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       17       11       21       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,975
COMMITMENTS
   1,325    1,565      110   23,235   23,215   24,670   24,890    2,305    2,085

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        590)
       0        0        0      510      510      510      510       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      5.8      0.4     86.1     86.1     91.5     92.3      8.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        1       17       11       19       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      121,570
COMMITMENTS
  27,555      175      200   85,305  112,660  113,060  113,035    8,510    8,535

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        360)
     505        0        0      460      965      965      965     -605     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7      0.1      0.2     70.2     92.7     93.0     93.0      7.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        1       23       24       28       26                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      105,370
COMMITMENTS
  26,775        0      300   72,305   99,055   99,380   99,355    5,990    6,015

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:       -635)
     255        0        0     -155      115      100      115     -735     -750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      0.0      0.3     68.6     94.0     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        0        1       19       25       25       26                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,570
COMMITMENTS
     600      600       25   17,730   17,775   18,355   18,400    2,215    2,170

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      2.9      0.1     86.2     86.4     89.2     89.5     10.8     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       15       20       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,310
COMMITMENTS
   2,100       50        0   16,340   18,565   18,440   18,615      870      695

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      0.3      0.0     84.6     96.1     95.5     96.4      4.5      3.6

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 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,680
COMMITMENTS
     180    4,865       25   36,175   31,490   36,380   36,380    5,300    5,300

CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST:      1,830)
      90        0        0    1,920    2,010    2,010    2,010     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     11.7      0.1     86.8     75.6     87.3     87.3     12.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       15       19       17       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,550
COMMITMENTS
       0    2,750        0   25,535   22,785   25,535   25,535    4,015    4,015

CHANGES FROM 04/11/17 (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      9.3      0.0     86.4     77.1     86.4     86.4     13.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       18       16       19                  



Updated April 21, 2017