ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,772
COMMITMENTS
       0        0        0   37,847   37,867   37,847   37,867    1,925    1,905

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,180)
       0        0        0      940      940      940      940      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.2     95.2     95.2     95.2      4.8      4.8

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 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,600
COMMITMENTS
       0        0        0   34,200   34,120   34,200   34,120    1,400    1,480

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      310      310      310      310      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     95.8     96.1     95.8      3.9      4.2

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 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,516
COMMITMENTS
       0    1,200        0   32,247   31,047   32,247   32,247    4,269    4,269

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.0     88.3     85.0     88.3     88.3     11.7     11.7

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 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,701
COMMITMENTS
       0    1,200        0   30,398   29,198   30,398   30,398    3,303    3,303

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      400      530      400      530        0     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     90.2     86.6     90.2     90.2      9.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       12       20       12       22                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,760
COMMITMENTS
       0   17,045      700   41,015   24,260   41,715   42,005    1,045      755

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -660)
       0     -925      150     -820      105     -670     -670       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.9      1.6     95.9     56.7     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        2       17       17       19       22                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,750
COMMITMENTS
       0   13,235      695   40,175   27,150   40,870   41,080      880      670

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         75)
       0     -775      150      -75      700       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     31.7      1.7     96.2     65.0     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 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,615
COMMITMENTS
   1,005    2,305      585   40,625   39,325   42,215   42,215    1,400    1,400

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        225)
    -300       50        0      585      220      285      270      -60      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      5.3      1.3     93.1     90.2     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       19       13       23       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,350
COMMITMENTS
   1,280    2,030      585   36,350   35,630   38,215   38,245    1,135    1,105

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        375)
     -75        0        0      510      425      435      425      -60      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      5.2      1.5     92.4     90.5     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       20       13       24       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,325
COMMITMENTS
     200   11,520        0   34,785   23,570   34,985   35,090      340      235

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     32.6      0.0     98.5     66.7     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       18       13       20       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,780
COMMITMENTS
       0   10,495        0   32,260   21,870   32,260   32,365      520      415

CHANGES FROM 05/16/17 (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     32.0      0.0     98.4     66.7     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       18       11       18       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,540
COMMITMENTS
     515      130      165   24,100   24,845   24,780   25,140    1,760    1,400

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        470)
    -100        0        0      300      560      200      560      270      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.5      0.6     90.8     93.6     93.4     94.7      6.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       16       12       21       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,490
COMMITMENTS
     635      130      215   23,285   24,150   24,135   24,495    1,355      995

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        140)
    -400        0        0      160      120     -240      120      380       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.5      0.8     91.3     94.7     94.7     96.1      5.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        3       18       11       24       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,545
COMMITMENTS
   8,625    1,500      200   29,550   36,700   38,375   38,400    1,170    1,145

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:      1,025)
     875        0     -150      300    1,175    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      3.8      0.5     74.7     92.8     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       18       13       22       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,415
COMMITMENTS
   1,630    1,340      130   24,415   25,030   26,175   26,500    2,240    1,915

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        -50)
     175        0        0      -75      100      100      100     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      4.7      0.5     85.9     88.1     92.1     93.3      7.9      6.7

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 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,065
COMMITMENTS
  21,555       75       85   89,365  110,820  111,005  110,980    9,060    9,085

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:       -255)
    -750        0        0      855      105      105      105     -360     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0      0.1      0.1     74.4     92.3     92.5     92.4      7.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        2       25       27       30       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,700
COMMITMENTS
  23,660        0      150   71,825   95,460   95,635   95,610    7,065    7,090

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        360)
     125        0        0      430      555      555      555     -195     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.0      0.0      0.1     69.9     93.0     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        1       20       26       25       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,040
COMMITMENTS
     600      675       25   18,910   18,895   19,535   19,595    2,505    2,445

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -100     -100     -100     -100      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.1      0.1     85.8     85.7     88.6     88.9     11.4     11.1

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 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,120
COMMITMENTS
   2,100       25        0   16,895   19,165   18,995   19,190    1,125      930

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      0.1      0.0     84.0     95.3     94.4     95.4      5.6      4.6

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 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,530
COMMITMENTS
     230    4,240       25   40,750   36,740   41,005   41,005    6,525    6,525

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0     -425     -425     -425     -425      420      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      8.9      0.1     85.7     77.3     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       18       19       20       20                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,235
COMMITMENTS
       0    2,675        0   27,590   25,045   27,590   27,720    4,645    4,515

CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST:        775)
       0        0        0      155      155      155      155      620      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.3      0.0     85.6     77.7     85.6     86.0     14.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       20       19       21                  



Updated June 1, 2017