ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,324
COMMITMENTS
       0        0        0   25,337   25,157   25,337   25,157    3,987    4,167

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      275      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.4     85.8     86.4     85.8     13.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       18       14       18                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,130
COMMITMENTS
       0        0        0   24,055   23,880   24,055   23,880    4,075    4,250

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      175      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     85.5     84.9     85.5     84.9     14.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       19       13       19                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,955
COMMITMENTS
      50      375        0   10,840   10,515   10,890   10,890    1,065    1,065

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.1      0.0     90.7     88.0     91.1     91.1      8.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       16       12       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,380
COMMITMENTS
       0    2,400      175   26,038   23,448   26,213   26,023    3,167    3,357

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        595)
       0     -300      175      -90      210       85       85      510      510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.2      0.6     88.6     79.8     89.2     88.6     10.8     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       14       19       15       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,410
COMMITMENTS
       0    2,400      175   25,869   23,259   26,044   25,834    2,366    2,576

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        495)
       0     -300      175     -130      170       45       45      450      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.4      0.6     91.1     81.9     91.7     90.9      8.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       12       19       13       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,715
COMMITMENTS
       0   11,285        0   25,045   13,950   25,045   25,235    2,670    2,480

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        100)
       0        0        0        0        0        0        0      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.7      0.0     90.4     50.3     90.4     91.1      9.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        0       19       13       19       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,220
COMMITMENTS
       0   10,345        0   25,580   15,425   25,580   25,770    2,640    2,450

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        100)
       0        0        0        0        0        0        0      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     36.7      0.0     90.6     54.7     90.6     91.3      9.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        0       19       14       19       18                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,475
COMMITMENTS
     600      605      425   32,160   32,185   33,185   33,215    4,290    4,260

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      2,500)
       0        0        0    2,700    2,700    2,700    2,700     -200     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      1.6      1.1     85.8     85.9     88.6     88.6     11.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        3       15       14       19       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,950
COMMITMENTS
     850      655      275   30,015   30,240   31,140   31,170    3,810    3,780

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      2,960)
       0        0        0    3,100    3,100    3,100    3,100     -140     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      1.9      0.8     85.9     86.5     89.1     89.2     10.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       15       13       20       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,165
COMMITMENTS
       0    6,070        0   19,780   13,595   19,780   19,665    2,385    2,500

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -50      -50      -50      -50       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     27.4      0.0     89.2     61.3     89.2     88.7     10.8     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       18       12       18       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,480
COMMITMENTS
     130      455      100   18,195   18,890   18,425   19,445    4,055    3,035

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      100      100      100      100      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.0      0.4     80.9     84.0     82.0     86.5     18.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       16       13       18       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,985
COMMITMENTS
     190      455       90   17,375   17,710   17,655   18,255    3,330    2,730

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:         30)
       0        0        0        0        0        0        0       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      2.2      0.4     82.8     84.4     84.1     87.0     15.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       11       18       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,460
COMMITMENTS
  11,605      825        0   24,620   35,425   36,225   36,250    1,235    1,210

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        430)
    -250        0        0      680      430      430      430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0      2.2      0.0     65.7     94.6     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        0       21       11       25       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,220
COMMITMENTS
   9,885      825        0   20,475   29,560   30,360   30,385    1,860    1,835

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        200)
    -150        0        0      350      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.7      2.6      0.0     63.5     91.7     94.2     94.3      5.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        0       21       11       24       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       99,005
COMMITMENTS
   7,865      410    2,045   82,640   90,050   92,550   92,505    6,455    6,500

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      1,250)
     250        0     -250    1,350    1,600    1,350    1,350     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      0.4      2.1     83.5     91.0     93.5     93.4      6.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        2       22       25       27       29                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,405
COMMITMENTS
   7,325      370    1,775   72,980   79,890   82,080   82,035    5,325    5,370

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      1,540)
     150        0        0    1,290    1,440    1,440    1,440      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      0.4      2.0     83.5     91.4     93.9     93.9      6.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       21       22       25       26                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,745
COMMITMENTS
     750    1,050        0   14,845   14,710   15,595   15,760    2,150    1,985

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      5.9      0.0     83.7     82.9     87.9     88.8     12.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       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 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,745
COMMITMENTS
   1,950      200        0   15,275   17,260   17,225   17,460    1,520    1,285

CHANGES FROM 12/12/17 (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      1.1      0.0     81.5     92.1     91.9     93.1      8.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       17       13       18       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,340
COMMITMENTS
       0    3,425      525   40,515   37,090   41,040   41,040    7,300    7,300

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:       -220)
       0        0        0     -200     -200     -200     -200      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.1      1.1     83.8     76.7     84.9     84.9     15.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       20       21       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,135
COMMITMENTS
     400      600      225   23,245   23,165   23,870   23,990    6,265    6,145

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      225      225      225      225      450      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      2.0      0.7     77.1     76.9     79.2     79.6     20.8     20.4

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



Updated December 22, 2017