ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,525
COMMITMENTS
       0        0        0   25,735   25,805   25,735   25,805    3,790    3,720

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,940)
       0        0        0   -1,900   -1,905   -1,900   -1,905      -40      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     87.2     87.4     87.2     87.4     12.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       19       13       19                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,304
COMMITMENTS
       0    2,850        0   27,435   24,505   27,435   27,355    2,869    2,949

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,568)
       0     -100        0   -1,357   -1,277   -1,357   -1,377     -211     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.4      0.0     90.5     80.9     90.5     90.3      9.5      9.7

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 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,207
COMMITMENTS
       0    2,850        0   27,026   24,056   27,026   26,906    2,181    2,301

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,263)
       0     -100        0   -1,073     -973   -1,073   -1,073     -190     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.8      0.0     92.5     82.4     92.5     92.1      7.5      7.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,730
COMMITMENTS
       0   13,170        0   27,665   14,705   27,665   27,875    3,065    2,855

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,775)
    -100     -460        0   -2,600   -2,260   -2,700   -2,720      -75      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     42.9      0.0     90.0     47.9     90.0     90.7     10.0      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        5        0       20       12       20       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,120
COMMITMENTS
       0   11,490        0   28,050   16,770   28,050   28,260    3,070    2,860

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,760)
    -100     -335        0   -2,585   -2,370   -2,685   -2,705      -75      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     36.9      0.0     90.1     53.9     90.1     90.8      9.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        0       20       13       20       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,865
COMMITMENTS
     775      970      400   33,765   33,535   34,940   34,905    1,925    1,960

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,475)
     -75     -440      -25   -3,055   -2,675   -3,155   -3,140      680      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      2.6      1.1     91.6     91.0     94.8     94.7      5.2      5.3

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 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,110
COMMITMENTS
     775    1,020      400   31,250   31,020   32,425   32,440    1,685    1,670

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,620)
     -75     -490      -25   -3,245   -2,840   -3,345   -3,355      725      735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.0      1.2     91.6     90.9     95.1     95.1      4.9      4.9

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 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,210
COMMITMENTS
       0    6,825        0   22,075   15,140   22,075   21,965    2,135    2,245

CHANGES FROM 10/31/17 (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 TRADER 
     0.0     28.2      0.0     91.2     62.5     91.2     90.7      8.8      9.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,295
COMMITMENTS
      40      180      190   18,105   18,845   18,335   19,215    3,960    3,080

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -370)
      40     -200      -40     -765     -300     -765     -540      395      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.8      0.9     81.2     84.5     82.2     86.2     17.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       13       12       15       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,990
COMMITMENTS
     110      180      180   17,290   17,790   17,580   18,150    3,410    2,840

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -690)
     110     -120     -110     -735     -510     -735     -740       45       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.9      0.9     82.4     84.8     83.8     86.5     16.2     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       13       13       15       16                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,605
COMMITMENTS
  11,125      950        0   23,455   33,660   34,580   34,610    1,025      995

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,340)
  -1,020       25     -125   -1,120   -2,165   -2,265   -2,265      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2      2.7      0.0     65.9     94.5     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        0       22       13       25       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,735
COMMITMENTS
   9,290      850       75   19,660   28,130   29,025   29,055    1,710    1,680

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,090)
    -280      -25      -75     -620     -875     -975     -975     -115     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      2.8      0.2     64.0     91.5     94.4     94.5      5.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       22       13       26       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,175
COMMITMENTS
  10,770      225    1,905   76,760   87,260   89,435   89,390    7,740    7,785

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -5,285)
    -690     -175      -95   -4,155   -4,670   -4,940   -4,940     -345     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      0.2      2.0     79.0     89.8     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        2       24       27       29       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,885
COMMITMENTS
   9,710      250    1,560   68,340   77,755   79,610   79,565    6,275    6,320

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -5,005)
  -1,370     -150        0   -2,835   -4,055   -4,205   -4,205     -800     -800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      0.3      1.8     79.6     90.5     92.7     92.6      7.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       23       27       27       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,755
COMMITMENTS
     800      750        0   13,720   13,920   14,520   14,670    2,235    2,085

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,610)
    -400        0        0   -1,155   -1,540   -1,555   -1,540      -55      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      4.5      0.0     81.9     83.1     86.7     87.6     13.3     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       15       18       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,260
COMMITMENTS
   2,125        0        0   13,910   16,225   16,035   16,225    1,225    1,035

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,050)
    -350        0        0     -705   -1,060   -1,055   -1,060        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3      0.0      0.0     80.6     94.0     92.9     94.0      7.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       18       14       19       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,280
COMMITMENTS
       0    3,500      550   41,090   37,710   41,640   41,760    6,640    6,520

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,705)
       0     -100      -50   -1,130   -1,030   -1,180   -1,180     -525     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.2      1.1     85.1     78.1     86.2     86.5     13.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       19       19       20       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,525
COMMITMENTS
     300      875      225   24,405   23,950   24,930   25,050    5,595    5,475

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,410)
       0     -175        0   -1,465   -1,290   -1,465   -1,465       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      2.9      0.7     80.0     78.5     81.7     82.1     18.3     17.9

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



Updated November 10, 2017