ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,827
COMMITMENTS
       0        0        0   30,487   30,587   30,487   30,587    3,340    3,240

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,870)
       0        0        0   -2,605   -2,685   -2,605   -2,685     -265     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.1     90.4     90.1     90.4      9.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       17       15       17                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,945
COMMITMENTS
       0        0        0   28,570   28,310   28,570   28,310    3,375    3,635

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,430)
       0        0        0   -2,390   -2,855   -2,390   -2,855      -40      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.4     88.6     89.4     88.6     10.6     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       18       13       18                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,864
COMMITMENTS
       0    1,500        0   27,356   25,816   27,356   27,316    3,508    3,548

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,753)
       0      200        0   -1,487   -1,677   -1,487   -1,477     -266     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.9      0.0     88.6     83.6     88.6     88.5     11.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       12       16       12       18                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,650
COMMITMENTS
       0    1,500        0   26,864   25,244   26,864   26,744    2,786    2,906

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,508)
       0      200        0   -1,266   -1,436   -1,266   -1,236     -242     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.1      0.0     90.6     85.1     90.6     90.2      9.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       11       17       11       19                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,355
COMMITMENTS
     300   13,070        0   33,005   20,485   33,305   33,555    4,050    3,800

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,715)
       0   -1,560        0   -2,310     -860   -2,310   -2,420     -405     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     35.0      0.0     88.4     54.8     89.2     89.8     10.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        5        0       19       13       21       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,860
COMMITMENTS
     300   11,215        0   33,370   22,705   33,670   33,920    4,190    3,940

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,445)
       0   -1,085      -25   -2,300   -1,310   -2,325   -2,420     -120      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     29.6      0.0     88.1     60.0     88.9     89.6     11.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        0       18       14       20       19                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,450
COMMITMENTS
     875    1,805      475   39,100   38,190   40,450   40,470    1,000      980

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,955)
       0       50      -25   -2,795   -2,725   -2,820   -2,700     -135     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      4.4      1.1     94.3     92.1     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       15       14       18       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,875
COMMITMENTS
     875    1,905      475   36,960   35,950   38,310   38,330      565      545

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,930)
     -25       75      -25   -1,745   -1,870   -1,795   -1,820     -135     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      4.9      1.2     95.1     92.5     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       15       14       18       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| 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 09/05/17 (CHANGE IN OPEN INTEREST:     -2,530)
     -50     -755        0   -2,375   -1,680   -2,425   -2,435     -105      -95

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 09/12/17          |
--------------------------------------------------------------| 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 09/05/17 (CHANGE IN OPEN INTEREST:     -2,085)
       0     -655        0   -1,970   -1,400   -1,970   -2,055     -115      -30

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 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,500
COMMITMENTS
       0      445      255   17,525   17,675   17,780   18,375    2,720    2,125

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,015)
    -525       75      -25   -1,335   -1,855   -1,885   -1,805     -130     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      1.2     85.5     86.2     86.7     89.6     13.3     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        3       12       10       15       13                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,000
COMMITMENTS
      50      280      315   17,260   17,540   17,625   18,135    2,375    1,865

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,780)
    -350       35      -25   -1,265   -1,610   -1,640   -1,600     -140     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.4      1.6     86.3     87.7     88.1     90.7     11.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       13       10       17       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,535
COMMITMENTS
   9,160    1,050      225   25,795   33,930   35,180   35,205    1,355    1,330

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -2,425)
    -945      -75        0   -1,185   -2,135   -2,130   -2,210     -295     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1      2.9      0.6     70.6     92.9     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       18       12       22       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,080
COMMITMENTS
   6,045    1,010      175   20,885   25,945   27,105   27,130    1,975    1,950

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,345)
      45      -35        0   -1,145   -1,045   -1,100   -1,080     -245     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      3.5      0.6     71.8     89.2     93.2     93.3      6.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       18       13       22       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,400
COMMITMENTS
  15,140      575      685   77,335   91,855   93,160   93,115    9,240    9,285

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -8,860)
    -710      -50     -405   -5,670   -6,350   -6,785   -6,805   -2,075   -2,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      0.6      0.7     75.5     89.7     91.0     90.9      9.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        2       23       26       28       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,675
COMMITMENTS
  14,875      500      665   68,410   82,740   83,950   83,905    7,725    7,770

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -6,635)
  -1,125      -25     -225   -3,755   -4,855   -5,105   -5,105   -1,530   -1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      0.5      0.7     74.6     90.3     91.6     91.5      8.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        1       22       26       26       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,630
COMMITMENTS
     500      750        0   15,715   15,585   16,215   16,335    2,415    2,295

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,060)
     -50        0        0     -880     -965     -930     -965     -130      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      4.0      0.0     84.4     83.7     87.0     87.7     13.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       17       14       19       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,770
COMMITMENTS
   2,175        0        0   15,260   17,635   17,435   17,635    1,335    1,135

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:       -630)
    -200        0        0     -315     -570     -515     -570     -115      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      0.0      0.0     81.3     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 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,615
COMMITMENTS
       0    2,850      600   42,625   39,895   43,225   43,345    7,390    7,270

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,350)
     -50        0      -25   -1,130   -1,330   -1,205   -1,355     -145        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.6      1.2     84.2     78.8     85.4     85.6     14.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       18       20       19       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,920
COMMITMENTS
       0    1,000      150   27,580   26,700   27,730   27,850    5,190    5,070

CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST:     -1,860)
    -300     -175        0   -1,220   -1,350   -1,520   -1,525     -340     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.5     83.8     81.1     84.2     84.6     15.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       20       23       21       24                  



Updated September 15, 2017