ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,219
COMMITMENTS
       0        0        0   28,782   28,842   28,782   28,842    3,437    3,377

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,610)
       0        0        0   -2,715   -2,515   -2,715   -2,515      105      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.3     89.5     89.3     89.5     10.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       16       14       16                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,695
COMMITMENTS
       0        0        0   27,035   27,110   27,035   27,110    3,660    3,585

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,455)
       0        0        0   -2,575   -2,380   -2,575   -2,380      120      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.1     88.3     88.1     88.3     11.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       18       13       18                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,280
COMMITMENTS
       0    5,510        0   11,175    5,665   11,175   11,175    1,105    1,105

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     44.9      0.0     91.0     46.1     91.0     91.0      9.0      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       14       12       14       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,837
COMMITMENTS
       0    2,600        0   28,757   26,097   28,757   28,697    3,080    3,140

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,777)
       0     -100        0   -1,509   -1,434   -1,509   -1,534     -268     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.2      0.0     90.3     82.0     90.3     90.1      9.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       13       17       13       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,275
COMMITMENTS
       0    2,600        0   27,979   25,259   27,979   27,859    2,296    2,416

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,630)
       0     -100        0   -1,385   -1,290   -1,385   -1,390     -245     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.6      0.0     92.4     83.4     92.4     92.0      7.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       12       18       12       20                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,280
COMMITMENTS
     100   12,435        0   28,340   16,235   28,440   28,670    4,840    4,610

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,010)
    -100     -860        0   -2,900   -2,160   -3,000   -3,020      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     37.4      0.0     85.2     48.8     85.5     86.1     14.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        0       18       12       19       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,620
COMMITMENTS
     100   10,630        0   28,615   18,315   28,715   28,945    4,905    4,675

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -3,295)
    -100     -810        0   -3,185   -2,495   -3,285   -3,305      -10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     31.6      0.0     85.1     54.5     85.4     86.1     14.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        0       18       13       19       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,840
COMMITMENTS
     950    1,410      425   35,770   35,260   37,145   37,095    1,695    1,745

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,935)
     -25     -415      -25   -2,730   -2,410   -2,780   -2,850     -155      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.6      1.1     92.1     90.8     95.6     95.5      4.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       14       13       18       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,235
COMMITMENTS
     950    1,510      425   33,495   32,960   34,870   34,895    1,365    1,340

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,900)
     -25     -415      -25   -2,765   -2,370   -2,815   -2,810      -85      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      4.2      1.2     92.4     91.0     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       14       13       18       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,325
COMMITMENTS
       0    7,580        0   23,025   15,520   23,025   23,100    1,300    1,225

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -2,440)
       0     -730        0   -2,420   -1,695   -2,420   -2,425      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     31.2      0.0     94.7     63.8     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       11       17       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,865
COMMITMENTS
       0      330      230   17,950   18,275   18,180   18,835    3,685    3,030

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,535)
       0     -215      -25   -1,075     -875   -1,100   -1,115     -435     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      1.1     82.1     83.6     83.1     86.1     16.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       12        9       14       12                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,380
COMMITMENTS
       0      250      290   17,455   17,780   17,745   18,320    3,635    3,060

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,460)
     -50     -130      -25   -1,235   -1,165   -1,310   -1,320     -150     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      1.4     81.6     83.2     83.0     85.7     17.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       13       10       15       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,015
COMMITMENTS
  11,245    1,025      125   23,710   33,955   35,080   35,105      935      910

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,560)
     330       25     -150   -1,520   -1,215   -1,340   -1,340     -220     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      2.8      0.3     65.8     94.3     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       19       12       23       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,910
COMMITMENTS
   8,445      975      150   19,645   27,140   28,240   28,265    1,670    1,645

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:       -455)
     770       65     -100   -1,035     -330     -365     -365      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      3.3      0.5     65.7     90.7     94.4     94.5      5.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       18       12       22       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,640
COMMITMENTS
  10,835      400    1,905   79,570   89,960   92,310   92,265    9,330    9,375

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -6,665)
  -2,565     -175      300   -1,960   -4,335   -4,225   -4,210   -2,440   -2,455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.4      1.9     78.3     88.5     90.8     90.8      9.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        2       24       24       29       29                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,620
COMMITMENTS
  10,680      400    1,390   70,505   80,740   82,575   82,530    9,045    9,090

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -5,170)
  -2,630     -100      100     -985   -3,500   -3,515   -3,500   -1,655   -1,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      0.4      1.5     77.0     88.1     90.1     90.1      9.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        2       21       24       25       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,810
COMMITMENTS
   1,200      750        0   14,215   14,800   15,415   15,550    2,395    2,260

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,290)
     -50        0        0   -1,230   -1,265   -1,280   -1,265      -10      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      4.2      0.0     79.8     83.1     86.6     87.3     13.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       16       14       18       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,210
COMMITMENTS
   2,475        0        0   14,610   17,280   17,085   17,280    1,125      930

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,250)
    -200        0        0   -1,010   -1,215   -1,210   -1,215      -40      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.0      0.0     80.2     94.9     93.8     94.9      6.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       14       18       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,710
COMMITMENTS
       0    3,600      600   42,060   38,580   42,660   42,780    7,050    6,930

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,400)
       0        0        0   -1,180   -1,180   -1,180   -1,180     -220     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      1.2     84.6     77.6     85.8     86.1     14.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       18       19       19       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 10/10/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,825
COMMITMENTS
     300    1,125      225   26,330   25,625   26,855   26,975    4,970    4,850

CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST:     -1,475)
       0     -475       75   -1,300     -825   -1,225   -1,225     -250     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.5      0.7     82.7     80.5     84.4     84.8     15.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       19       21       21       23                  



Updated October 13, 2017