ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,569
COMMITMENTS
       0        0        0   28,917   28,977   28,917   28,977    3,652    3,592

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        470)
       0        0        0      435      435      435      435       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.8     89.0     88.8     89.0     11.2     11.0

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 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,045
COMMITMENTS
       0        0        0   27,215   27,290   27,215   27,290    3,830    3,755

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        470)
       0        0        0      375      375      375      375       95       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.7     87.9     87.7     87.9     12.3     12.1

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 10/24/17                         |
--------------------------------------------------------------| 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 10/17/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,872
COMMITMENTS
       0    2,600        0   28,792   26,132   28,792   28,732    3,080    3,140

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

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:       25)
       0        2        0       14       19       14       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,370
COMMITMENTS
       0    2,600        0   27,999   25,279   27,999   27,879    2,371    2,491

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.6      0.0     92.2     83.2     92.2     91.8      7.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       12       19       12       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,855
COMMITMENTS
     100   13,935        0   30,115   16,510   30,215   30,445    3,640    3,410

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        -25)
       0      900        0      895       -5      895      895     -920     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     41.2      0.0     89.0     48.8     89.2     89.9     10.8     10.1

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 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,195
COMMITMENTS
     100   12,130        0   30,410   18,610   30,510   30,740    3,685    3,455

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        -25)
       0      900        0      895       -5      895      895     -920     -920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     35.5      0.0     88.9     54.4     89.2     89.9     10.8     10.1

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 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,140
COMMITMENTS
     950    1,410      425   36,170   35,660   37,545   37,495    1,595    1,645

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.6      1.1     92.4     91.1     95.9     95.8      4.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       14       14       18       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,530
COMMITMENTS
     950    1,510      425   33,845   33,310   35,220   35,245    1,310    1,285

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      150      150      150      150       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      4.1      1.2     92.6     91.2     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       14       14       18       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,090
COMMITMENTS
       0    7,580        0   24,565   16,880   24,565   24,460    1,525    1,630

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        210)
       0        0        0       30       30       30       30      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.1      0.0     94.2     64.7     94.2     93.8      5.8      6.2

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 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,485
COMMITMENTS
       0      380      230   18,890   19,165   19,120   19,775    3,365    2,710

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        430)
       0        0        0      650      690      650      690     -220     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      1.0     84.0     85.2     85.0     87.9     15.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       12       10       14       13                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,500
COMMITMENTS
       0      300      290   18,045   18,320   18,335   18,910    3,165    2,590

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      300      340      300      340     -390     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      1.3     83.9     85.2     85.3     88.0     14.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       13       11       15       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,865
COMMITMENTS
  11,770    1,025      125   24,035   34,805   35,930   35,955      935      910

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        825)
     500        0        0      325      825      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      2.8      0.3     65.2     94.4     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       13       24       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,030
COMMITMENTS
   9,270      975      150   19,940   28,260   29,360   29,385    1,670    1,645

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:      1,095)
     800        0        0      295    1,095    1,095    1,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9      3.1      0.5     64.3     91.1     94.6     94.7      5.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       19       13       23       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,200
COMMITMENTS
  12,140      400    1,850   77,945   89,640   91,935   91,890    9,265    9,310

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:       -390)
     500        0       50     -855     -355     -305     -305      -85      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.4      1.8     77.0     88.6     90.8     90.8      9.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        2       25       24       30       29                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,410
COMMITMENTS
  11,685      400    1,510   68,735   79,975   81,930   81,885    8,480    8,525

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:       -910)
     200        0      225     -705     -545     -280     -320     -630     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.4      1.7     76.0     88.5     90.6     90.6      9.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        2       23       24       27       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,615
COMMITMENTS
   1,200      750        0   14,720   15,305   15,920   16,055    2,695    2,560

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        460)
       0        0        0      160      160      160      160      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      4.0      0.0     79.1     82.2     85.5     86.2     14.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       17       15       19       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,310
COMMITMENTS
   2,475        0        0   14,665   17,335   17,140   17,335    1,170      975

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:         50)
       0        0        0        0        0        0        0       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.0      0.0     80.1     94.7     93.6     94.7      6.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       14       19       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,035
COMMITMENTS
       0    3,600      600   42,320   38,840   42,920   43,040    7,115    6,995

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      185      185      185      185       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      1.2     84.6     77.6     85.8     86.0     14.2     14.0

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 10/24/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,960
COMMITMENTS
     300    1,125      225   25,945   25,240   26,470   26,590    5,490    5,370

CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST:        170)
       0        0        0       40       40       40       40      130      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.5      0.7     81.2     79.0     82.8     83.2     17.2     16.8

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



Updated October 27, 2017