ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| 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 11/07/17 (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      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 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,544
COMMITMENTS
       0    2,850        0   27,675   24,655   27,675   27,505    2,869    3,039

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      150      240      150        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.3      0.0     90.6     80.7     90.6     90.1      9.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       14       20       14       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,422
COMMITMENTS
       0    2,850        0   27,241   24,181   27,241   27,031    2,181    2,391

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      215      125      215      125        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.7      0.0     92.6     82.2     92.6     91.9      7.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       12       20       12       22                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,485
COMMITMENTS
       0   12,270        0   27,690   15,630   27,690   27,900    2,795    2,585

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:       -245)
       0     -900        0       25      925       25       25     -270     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.2      0.0     90.8     51.3     90.8     91.5      9.2      8.5

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 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,880
COMMITMENTS
       0   11,190        0   28,115   17,135   28,115   28,325    2,765    2,555

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:       -240)
       0     -300        0       65      365       65       65     -305     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     36.2      0.0     91.0     55.5     91.0     91.7      9.0      8.3

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 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,015
COMMITMENTS
     775      970      400   33,665   33,435   34,840   34,805    2,175    2,210

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        150)
       0        0        0     -100     -100     -100     -100      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      2.6      1.1     90.9     90.3     94.1     94.0      5.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       15       14       19       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,060
COMMITMENTS
     775    1,020      400   30,950   30,720   32,125   32,140    1,935    1,920

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0     -300     -300     -300     -300      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.0      1.2     90.9     90.2     94.3     94.4      5.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       15       14       19       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,565
COMMITMENTS
       0    6,825        0   22,210   15,275   22,210   22,100    2,355    2,465

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        355)
       0        0        0      135      135      135      135      220      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     27.8      0.0     90.4     62.2     90.4     90.0      9.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       18       12       18       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,215
COMMITMENTS
      40      180      190   18,125   18,995   18,355   19,365    3,860    2,850

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        -80)
       0        0        0       20      150       20      150     -100     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.8      0.9     81.6     85.5     82.6     87.2     17.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       12       13       14       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,820
COMMITMENTS
     110      180      180   17,235   17,745   17,525   18,105    3,295    2,715

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:       -170)
       0        0        0      -55      -45      -55      -45     -115     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.9      0.9     82.8     85.2     84.2     87.0     15.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       12       13       14       16                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,110
COMMITMENTS
  11,900      950        0   23,185   34,165   35,085   35,115    1,025      995

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        505)
     775        0        0     -270      505      505      505        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.0      2.6      0.0     64.2     94.6     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        0       21       12       24       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,980
COMMITMENTS
   9,815      850       75   19,380   28,375   29,270   29,300    1,710    1,680

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        245)
     525        0        0     -280      245      245      245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.7      2.7      0.2     62.6     91.6     94.5     94.6      5.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       21       12       25       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,585
COMMITMENTS
   9,095      225    2,255   79,560   88,145   90,910   90,625    7,675    7,960

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      1,410)
  -1,675        0      350    2,800      885    1,475    1,235      -65      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      0.2      2.3     80.7     89.4     92.2     91.9      7.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        2       23       27       28       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,945
COMMITMENTS
   8,885      250    1,735   70,485   79,075   81,105   81,060    5,840    5,885

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      1,060)
    -825        0      175    2,145    1,320    1,495    1,495     -435     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      0.3      2.0     81.1     90.9     93.3     93.2      6.7      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       22       26       26       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,805
COMMITMENTS
     800      750        0   13,770   13,970   14,570   14,720    2,235    2,085

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

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:       25)
       1        1        0       18       15       19       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| 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 11/07/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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:       23)
       1        0        0       19       14       20       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,105
COMMITMENTS
       0    3,500      550   41,190   37,810   41,740   41,860    6,365    6,245

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:       -175)
       0        0        0      100      100      100      100     -275     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.3      1.1     85.6     78.6     86.8     87.0     13.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       21       19       22       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,225
COMMITMENTS
     300      875      225   24,475   24,020   25,000   25,120    5,225    5,105

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:       -300)
       0        0        0       70       70       70       70     -370     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      2.9      0.7     81.0     79.5     82.7     83.1     17.3     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       20       21       22       23                  



Updated November 17, 2017