ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,099
COMMITMENTS
       0        0        0   28,482   28,542   28,482   28,542    3,617    3,557

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -300     -300     -300     -300      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.7     88.9     88.7     88.9     11.3     11.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,575
COMMITMENTS
       0        0        0   26,840   26,915   26,840   26,915    3,735    3,660

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -195     -195     -195     -195       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     87.8     88.0     87.8     88.0     12.2     12.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| 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 10/10/17 (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     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,842
COMMITMENTS
       0    2,600        0   28,762   26,102   28,762   28,702    3,080    3,140

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:          5)
       0        0        0        5        5        5        5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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:       24)
       0        2        0       14       18       14       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,340
COMMITMENTS
       0    2,600        0   27,969   25,249   27,969   27,849    2,371    2,491

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:         65)
       0        0        0      -10      -10      -10      -10       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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:       24)
       0        2        0       12       18       12       20                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,880
COMMITMENTS
     100   13,035        0   29,220   16,515   29,320   29,550    4,560    4,330

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        600)
       0      600        0      880      280      880      880     -280     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     38.5      0.0     86.2     48.7     86.5     87.2     13.5     12.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,220
COMMITMENTS
     100   11,230        0   29,515   18,615   29,615   29,845    4,605    4,375

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        600)
       0      600        0      900      300      900      900     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     32.8      0.0     86.3     54.4     86.5     87.2     13.5     12.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,940
COMMITMENTS
     950    1,410      425   35,970   35,460   37,345   37,295    1,595    1,645

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      200      200      200      200     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,335
COMMITMENTS
     950    1,510      425   33,695   33,160   35,070   35,095    1,265    1,240

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      200      200      200      200     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      4.2      1.2     92.7     91.3     96.5     96.6      3.5      3.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,880
COMMITMENTS
       0    7,580        0   24,535   16,850   24,535   24,430    1,345    1,450

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:      1,555)
       0        0        0    1,510    1,330    1,510    1,330       45      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     29.3      0.0     94.8     65.1     94.8     94.4      5.2      5.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,055
COMMITMENTS
       0      380      230   18,240   18,475   18,470   19,085    3,585    2,970

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        190)
       0       50        0      290      200      290      250     -100      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      1.0     82.7     83.8     83.7     86.5     16.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       12        9       14       12                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,590
COMMITMENTS
       0      300      290   17,745   17,980   18,035   18,570    3,555    3,020

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        210)
       0       50        0      290      200      290      250      -80      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      1.3     82.2     83.3     83.5     86.0     16.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       13       10       15       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,040
COMMITMENTS
  11,270    1,025      125   23,710   33,980   35,105   35,130      935      910

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:         25)
      25        0        0        0       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3      2.8      0.3     65.8     94.3     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       19       12       23       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,935
COMMITMENTS
   8,470      975      150   19,645   27,165   28,265   28,290    1,670    1,645

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:         25)
      25        0        0        0       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.3      3.3      0.5     65.6     90.7     94.4     94.5      5.6      5.5

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 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,590
COMMITMENTS
  11,640      400    1,800   78,800   89,995   92,240   92,195    9,350    9,395

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        -50)
     805        0     -105     -770       35      -70      -70       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      0.4      1.8     77.6     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,320
COMMITMENTS
  11,485      400    1,285   69,440   80,520   82,210   82,205    9,110    9,115

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:       -300)
     805        0     -105   -1,065     -220     -365     -325       65       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      0.4      1.4     76.0     88.2     90.0     90.0     10.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        2       22       24       26       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,155
COMMITMENTS
   1,200      750        0   14,560   15,145   15,760   15,895    2,395    2,260

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        345)
       0        0        0      345      345      345      345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      4.1      0.0     80.2     83.4     86.8     87.6     13.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       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 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,260
COMMITMENTS
   2,475        0        0   14,665   17,335   17,140   17,335    1,120      925

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       55       55       55       55       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      0.0      0.0     80.3     94.9     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       17       14       18       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,775
COMMITMENTS
       0    3,600      600   42,135   38,655   42,735   42,855    7,040    6,920

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:         65)
       0        0        0       75       75       75       75      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.2      1.2     84.7     77.7     85.9     86.1     14.1     13.9

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 10/17/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,790
COMMITMENTS
     300    1,125      225   25,905   25,200   26,430   26,550    5,360    5,240

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        -35)
       0        0        0     -425     -425     -425     -425      390      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.5      0.7     81.5     79.3     83.1     83.5     16.9     16.5

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



Updated October 20, 2017