ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,692
COMMITMENTS
       0        0        0   36,007   36,027   36,007   36,027    1,685    1,665

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -770)
       0        0        0     -670     -650     -670     -650     -100     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.5     95.6     95.5     95.6      4.5      4.4

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 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,150
COMMITMENTS
       0        0        0   32,990   32,910   32,990   32,910    1,160    1,240

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -620)
       0        0        0     -600     -575     -600     -575      -20      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.6     96.4     96.6     96.4      3.4      3.6

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 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,166
COMMITMENTS
       0    1,200        0   31,897   30,697   31,897   31,897    4,269    4,269

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,406)
       0        0        0   -2,050   -2,050   -2,050   -2,050      644      644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.0     88.2     84.9     88.2     88.2     11.8     11.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,301
COMMITMENTS
       0    1,200        0   29,998   28,668   29,998   29,868    3,303    3,433

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,064)
       0        0        0   -1,750   -1,740   -1,750   -1,740     -314     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     90.1     86.1     90.1     89.7      9.9     10.3

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 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,420
COMMITMENTS
       0   18,195      550   41,835   23,930   42,385   42,675    1,035      745

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        -20)
     -75   -1,235      -85      355    1,485      195      165     -215     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     41.9      1.3     96.3     55.1     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        2       17       16       19       21                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,675
COMMITMENTS
       0   14,160      545   40,250   26,300   40,795   41,005      880      670

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        200)
       0     -960     -195      500    1,440      305      285     -105      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     34.0      1.3     96.6     63.1     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        3       17       17       20       22                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,990
COMMITMENTS
   1,305    2,060      585   39,640   38,900   41,530   41,545    1,460    1,445

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -835)
    -580       15      -35     -180     -790     -795     -810      -40      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      4.8      1.4     92.2     90.5     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       18       13       22       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,605
COMMITMENTS
   1,355    1,985      585   35,470   34,880   37,410   37,450    1,195    1,155

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -700)
    -480      -35      -35      -60     -525     -575     -595     -125     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      5.1      1.5     91.9     90.4     96.9     97.0      3.1      3.0

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 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,990
COMMITMENTS
     100   11,520        0   34,345   23,130   34,445   34,650      545      340

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,345)
       0     -705        0   -1,355     -655   -1,355   -1,360       10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     32.9      0.0     98.2     66.1     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       17       11       18       13                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,545
COMMITMENTS
       0   10,495        0   31,890   21,560   31,890   32,055      655      490

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -785)
       0     -405        0     -840     -380     -840     -785       55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     32.2      0.0     98.0     66.2     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       16       10       16       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,920
COMMITMENTS
     615      130      165   23,650   24,135   24,430   24,430    1,490    1,490

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,450)
     -10        0      -40   -1,255   -1,265   -1,305   -1,305     -145     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.5      0.6     91.2     93.1     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       15       12       20       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,205
COMMITMENTS
   1,035      130      215   22,980   23,885   24,230   24,230      975      975

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,390)
     -10        0      -90   -1,030   -1,040   -1,130   -1,130     -260     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.5      0.9     91.2     94.8     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        3       17       11       23       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,965
COMMITMENTS
   6,075    1,500      350   28,370   32,970   34,795   34,820    1,170    1,145

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,055)
    -360     -225      -50     -695     -830   -1,105   -1,105       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      4.2      1.0     78.9     91.7     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        2       18       12       22       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,445
COMMITMENTS
   1,305    1,340      130   23,820   24,110   25,255   25,580    2,190    1,865

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,015)
      80     -175      -80     -920     -560     -920     -815      -95     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      4.9      0.5     86.8     87.8     92.0     93.2      8.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       17       11       19       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      119,535
COMMITMENTS
  23,960       75       85   85,950  109,810  109,995  109,970    9,540    9,565

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -2,570)
    -745     -100     -100   -1,405   -2,050   -2,250   -2,250     -320     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      0.1      0.1     71.9     91.9     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        2       24       25       29       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,085
COMMITMENTS
  23,640        0      150   71,060   94,675   94,850   94,825    7,235    7,260

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:     -1,915)
    -935        0     -300   -1,275   -2,210   -2,510   -2,510      595      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      0.0      0.1     69.6     92.7     92.9     92.9      7.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        1       20       27       25       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,290
COMMITMENTS
     600      675       25   18,260   18,245   18,885   18,945    2,405    2,345

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:         70)
       0      -25        0      -20       20      -20       -5       90       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.2      0.1     85.8     85.7     88.7     89.0     11.3     11.0

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 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,345
COMMITMENTS
   2,100       25        0   16,120   18,390   18,220   18,415    1,125      930

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:       -815)
       0      -25        0     -720     -675     -720     -700      -95     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      0.1      0.0     83.3     95.1     94.2     95.2      5.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       18       12       19       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,360
COMMITMENTS
     230    4,240       25   40,000   35,990   40,255   40,255    6,105    6,105

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        180)
      20      -25        0      380      425      400      400     -220     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      9.1      0.1     86.3     77.6     86.8     86.8     13.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       16       19       18       20                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,170
COMMITMENTS
       0    2,675        0   26,095   23,550   26,095   26,225    4,075    3,945

CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST:        170)
       0      -75        0      -80       -5      -80      -80      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.9      0.0     86.5     78.1     86.5     86.9     13.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       17       19       17       20                  



Updated May 12, 2017