ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,049
COMMITMENTS
       0        0        0   25,062   24,882   25,062   24,882    3,987    4,167

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -2,285)
       0        0        0   -2,275   -2,275   -2,275   -2,275      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.3     85.7     86.3     85.7     13.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       17       13       17                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,955
COMMITMENTS
       0        0        0   23,880   23,705   23,880   23,705    4,075    4,250

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -2,180)
       0        0        0   -2,165   -2,170   -2,165   -2,170      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.4     84.8     85.4     84.8     14.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       19       12       19                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,955
COMMITMENTS
      50      375        0   10,840   10,515   10,890   10,890    1,065    1,065

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,035)
       0        0        0     -825     -805     -825     -805     -210     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.1      0.0     90.7     88.0     91.1     91.1      8.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       16       12       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,785
COMMITMENTS
       0    2,700        0   26,128   23,238   26,128   25,938    2,657    2,847

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,949)
       0     -150        0   -1,732   -1,607   -1,732   -1,757     -217     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.4      0.0     90.8     80.7     90.8     90.1      9.2      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 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,915
COMMITMENTS
       0    2,700        0   25,999   23,089   25,999   25,789    1,916    2,126

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,757)
       0     -150        0   -1,487   -1,342   -1,487   -1,492     -270     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.7      0.0     93.1     82.7     93.1     92.4      6.9      7.6

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 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,615
COMMITMENTS
       0   11,285        0   25,045   13,950   25,045   25,235    2,570    2,380

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -3,070)
       0     -885        0   -2,995   -2,130   -2,995   -3,015      -75      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     40.9      0.0     90.7     50.5     90.7     91.4      9.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        5        0       19       12       19       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,120
COMMITMENTS
       0   10,345        0   25,580   15,425   25,580   25,770    2,540    2,350

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -3,060)
       0     -745        0   -2,985   -2,250   -2,985   -2,995      -75      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     36.8      0.0     91.0     54.9     91.0     91.6      9.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        0       19       13       19       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,975
COMMITMENTS
     600      605      425   29,460   29,485   30,485   30,515    4,490    4,460

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -2,900)
    -175     -365       25   -4,455   -4,210   -4,605   -4,550    1,705    1,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.7      1.2     84.2     84.3     87.2     87.2     12.8     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       15       14       19       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,990
COMMITMENTS
     850      655      275   26,915   27,140   28,040   28,070    3,950    3,920

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -2,785)
      75     -365     -125   -4,135   -3,690   -4,185   -4,180    1,400    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      2.0      0.9     84.1     84.8     87.7     87.7     12.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       15       13       20       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,165
COMMITMENTS
       0    6,070        0   19,830   13,645   19,830   19,715    2,335    2,450

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -2,400)
       0     -755        0   -2,380   -1,630   -2,380   -2,385      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.4      0.0     89.5     61.6     89.5     88.9     10.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       18       11       18       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,240
COMMITMENTS
     130      455      100   18,095   18,790   18,325   19,345    3,915    2,895

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,745)
     130      190     -130   -1,285   -1,290   -1,285   -1,230     -460     -515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.0      0.4     81.4     84.5     82.4     87.0     17.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       12       17       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,955
COMMITMENTS
     190      455       90   17,375   17,710   17,655   18,255    3,300    2,700

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,520)
     130      200     -130   -1,185   -1,190   -1,185   -1,120     -335     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.2      0.4     82.9     84.5     84.3     87.1     15.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       11       17       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,030
COMMITMENTS
  11,855      825        0   23,940   34,995   35,795   35,820    1,235    1,210

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:       -645)
    -695     -125        0     -160     -735     -855     -860      210      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      2.2      0.0     64.7     94.5     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        0       20       11       24       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,020
COMMITMENTS
  10,035      825        0   20,125   29,360   30,160   30,185    1,860    1,835

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:       -110)
    -155      -25      -75      -30     -165     -260     -265      150      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      2.6      0.0     62.9     91.7     94.2     94.3      5.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        0       21       11       24       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,755
COMMITMENTS
   7,615      410    2,295   81,290   88,450   91,200   91,155    6,555    6,600

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -3,125)
  -1,080      110     -160     -850   -2,040   -2,090   -2,090   -1,035   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.4      2.3     83.2     90.5     93.3     93.2      6.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        2       22       25       27       29                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,865
COMMITMENTS
   7,175      370    1,775   71,690   78,450   80,640   80,595    5,225    5,270

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -2,635)
  -1,510      120     -120     -510   -2,140   -2,140   -2,140     -495     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.4      2.1     83.5     91.4     93.9     93.9      6.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       21       23       25       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,745
COMMITMENTS
     750    1,050        0   14,845   14,710   15,595   15,760    2,150    1,985

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,010)
     -50      300        0     -905   -1,240     -955     -940      -55      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.9      0.0     83.7     82.9     87.9     88.8     12.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       18       15       19       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,745
COMMITMENTS
   1,950      200        0   15,275   17,260   17,225   17,460    1,520    1,285

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,275)
    -175        0        0   -1,055   -1,185   -1,230   -1,185      -45      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4      1.1      0.0     81.5     92.1     91.9     93.1      8.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       17       13       18       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,560
COMMITMENTS
       0    3,425      525   40,715   37,290   41,240   41,240    7,320    7,320

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,195)
       0      -75      -25     -945     -870     -970     -970     -225     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      1.1     83.8     76.8     84.9     84.9     15.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       20       21       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 12/12/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,460
COMMITMENTS
     400      600      225   23,020   22,940   23,645   23,765    5,815    5,695

CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST:     -1,115)
     100      -75     -100   -1,200   -1,025   -1,200   -1,200       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.0      0.8     78.1     77.9     80.3     80.7     19.7     19.3

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



Updated December 15, 2017