ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,119
COMMITMENTS
       0        0        0   30,832   30,812   30,832   30,812    3,287    3,307

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        122)
       0        0        0       50       50       50       50       72       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.4     90.3     90.4     90.3      9.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       17       17       17                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,280
COMMITMENTS
       0        0        0   28,845   28,465   28,845   28,465    3,435    3,815

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        225)
       0        0        0       45       45       45       45      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.4     88.2     89.4     88.2     10.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       18       15       18                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,084
COMMITMENTS
       0    2,100        0   29,736   27,601   29,736   29,701    3,348    3,383

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,365)
       0        0        0    1,410    1,410    1,410    1,410      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.3      0.0     89.9     83.4     89.9     89.8     10.1     10.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,375
COMMITMENTS
       0    2,100        0   28,834   26,619   28,834   28,719    2,541    2,656

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,365)
       0        0        0    1,375    1,375    1,375    1,375      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.7      0.0     91.9     84.8     91.9     91.5      8.1      8.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,385
COMMITMENTS
     200   13,370        0   31,335   18,415   31,535   31,785    4,850    4,600

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -920)
       0      300        0   -1,720   -2,020   -1,720   -1,720      800      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     36.7      0.0     86.1     50.6     86.7     87.4     13.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        0       19       12       20       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,915
COMMITMENTS
     200   11,515        0   31,800   20,735   32,000   32,250    4,915    4,665

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -870)
       0      300        0   -1,670   -1,970   -1,670   -1,670      800      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     31.2      0.0     86.1     56.2     86.7     87.4     13.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        0       18       13       19       18                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,455
COMMITMENTS
     975    1,800      450   38,200   37,395   39,625   39,645    1,830    1,810

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        -70)
     100      175     -100     -900     -975     -900     -900      830      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      4.3      1.1     92.1     90.2     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       15       15       19       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,815
COMMITMENTS
     975    1,900      450   35,960   35,055   37,385   37,405    1,430    1,410

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -170)
     100      175     -100   -1,000   -1,075   -1,000   -1,000      830      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      4.9      1.2     92.6     90.3     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       15       15       19       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,840
COMMITMENTS
       0    8,310        0   25,970   17,740   25,970   26,050      870      790

CHANGES FROM 09/19/17 (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     31.0      0.0     96.8     66.1     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       16       13       16       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,270
COMMITMENTS
       0    7,475        0   24,555   17,160   24,555   24,635      715      635

CHANGES FROM 09/19/17 (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     29.6      0.0     97.2     67.9     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       11       16       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,990
COMMITMENTS
       0      520      255   17,765   17,840   18,020   18,615    2,970    2,375

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        255)
       0       75        0      205      130      205      205       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      1.2     84.6     85.0     85.9     88.7     14.1     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       12       11       15       14                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,410
COMMITMENTS
      50      355      315   17,440   17,645   17,805   18,315    2,605    2,095

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        255)
       0       75        0      205      130      205      205       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.7      1.5     85.4     86.5     87.2     89.7     12.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       13       11       17       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,395
COMMITMENTS
  10,165    1,000      275   25,795   34,985   36,235   36,260    1,160    1,135

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -145)
     355        0        0     -500     -145     -145     -145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      2.7      0.7     69.0     93.6     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       18       11       22       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,115
COMMITMENTS
   6,975      910      250   21,090   27,180   28,315   28,340    1,800    1,775

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -270)
     280        0        0     -550     -270     -270     -270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      3.0      0.8     70.0     90.3     94.0     94.1      6.0      5.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      105,560
COMMITMENTS
  14,075      475    1,055   80,055   93,595   95,185   95,125   10,375   10,435

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      2,065)
     -85        0      265      690      605      870      870    1,195    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      0.4      1.0     75.8     88.7     90.2     90.1      9.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        2       23       25       28       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,285
COMMITMENTS
  13,935      400      915   70,490   83,965   85,340   85,280    8,945    9,005

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,990)
     -10        0      145      480      470      615      615    1,375    1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      0.4      1.0     74.8     89.1     90.5     90.4      9.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        2       21       25       25       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,800
COMMITMENTS
     950      750        0   15,445   15,765   16,395   16,515    2,405    2,285

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        185)
     450        0        0     -255      195      195      195      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      4.0      0.0     82.2     83.9     87.2     87.8     12.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       16       15       18       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,810
COMMITMENTS
   2,550        0        0   15,095   17,845   17,645   17,845    1,165      965

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        235)
     375        0        0      -90      285      285      285      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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:       22)
       1        0        0       17       15       18       15                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,810
COMMITMENTS
       0    3,300      600   42,940   39,760   43,540   43,660    7,270    7,150

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        490)
       0      550        0      490      -60      490      490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.5      1.2     84.5     78.3     85.7     85.9     14.3     14.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,875
COMMITMENTS
       0    1,300      150   27,330   26,150   27,480   27,600    5,395    5,275

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        300)
       0      300        0      300        0      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.5     83.1     79.5     83.6     84.0     16.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       20       22       21       24                  



Updated September 29, 2017