ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,292
COMMITMENTS
       0        0        0   34,917   34,977   34,917   34,977    2,375    2,315

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,405)
       0        0        0   -2,255   -2,235   -2,255   -2,235     -150     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.6     93.8     93.6     93.8      6.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       16       14       16                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,965
COMMITMENTS
       0        0        0   32,075   32,165   32,075   32,165    1,890    1,800

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,860)
       0        0        0   -1,855   -1,840   -1,855   -1,840       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.4     94.7     94.4     94.7      5.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       17       10       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,059
COMMITMENTS
       0    1,100        0   29,141   28,041   29,141   29,141    3,918    3,918

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,850)
       0     -100        0   -1,571   -1,491   -1,571   -1,591     -279     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.0     88.1     84.8     88.1     88.1     11.9     11.9

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
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,979
COMMITMENTS
       0    1,100        0   27,951   26,731   27,951   27,831    3,028    3,148

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,048)
       0     -100        0   -1,032     -932   -1,032   -1,032      -16      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0     90.2     86.3     90.2     89.8      9.8     10.2

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
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,615
COMMITMENTS
      50   14,570        0   36,415   22,065   36,465   36,635    2,150    1,980

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,585)
      50     -675     -200   -2,365   -1,660   -2,515   -2,535      -70      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     37.7      0.0     94.3     57.1     94.4     94.9      5.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        5        0       18       13       19       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,760
COMMITMENTS
      50   11,915        0   36,710   25,015   36,760   36,930    2,000    1,830

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,420)
      50     -510     -200   -2,210   -1,670   -2,360   -2,380      -60      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     30.7      0.0     94.7     64.5     94.8     95.3      5.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        5        0       17       13       18       18                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,095
COMMITMENTS
     725    1,520      525   41,430   40,635   42,680   42,680    1,415    1,415

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -3,250)
     -25     -475      -25   -3,130   -2,680   -3,180   -3,180      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.4      1.2     94.0     92.2     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       15       14       17       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,835
COMMITMENTS
     775    1,345      525   37,450   36,900   38,750   38,770    1,085    1,065

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,780)
     -25     -425      -25   -2,670   -2,270   -2,720   -2,720      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      3.4      1.3     94.0     92.6     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       15       12       17       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,300
COMMITMENTS
     100    9,845        0   30,270   20,615   30,370   30,460      930      840

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,775)
       0     -955        0   -2,745   -1,795   -2,745   -2,750      -30      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     31.5      0.0     96.7     65.9     97.0     97.3      3.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       16       13       17       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,840
COMMITMENTS
       0    8,785        0   28,055   19,360   28,055   28,145      785      695

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,430)
       0     -855        0   -2,395   -1,545   -2,395   -2,400      -35      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     30.5      0.0     97.3     67.1     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       10       16       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,460
COMMITMENTS
   1,130      130      225   20,155   21,765   21,510   22,120    1,950    1,340

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,815)
     -25        0        0   -1,645   -1,680   -1,670   -1,680     -145     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.6      1.0     85.9     92.8     91.7     94.3      8.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       11       10       16       13                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,110
COMMITMENTS
     940      130      205   19,360   20,720   20,505   21,055    1,605    1,055

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,530)
     -35        0        0   -1,340   -1,375   -1,375   -1,375     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.6      0.9     87.6     93.7     92.7     95.2      7.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       12       11       17       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,245
COMMITMENTS
   9,245    1,525       25   27,100   34,845   36,370   36,395    1,875    1,850

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -2,290)
    -770     -125        0   -1,440   -2,085   -2,210   -2,210      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      4.0      0.1     70.9     91.1     95.1     95.2      4.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       18       11       21       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,495
COMMITMENTS
   3,580    1,280       20   22,275   24,865   25,875   26,165    2,620    2,330

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,160)
     -30      -35        0   -1,010   -1,025   -1,040   -1,060     -120     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      4.5      0.1     78.2     87.3     90.8     91.8      9.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       12       17       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      113,680
COMMITMENTS
  16,565      175    1,025   85,295  101,660  102,885  102,860   10,795   10,820

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -6,010)
    -965       50        0   -4,635   -5,650   -5,600   -5,600     -410     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      0.2      0.9     75.0     89.4     90.5     90.5      9.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       22       24       27       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,550
COMMITMENTS
  17,950      550      210   73,300   90,655   91,460   91,415    9,090    9,135

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -4,235)
  -1,750       50        0   -1,955   -3,755   -3,705   -3,705     -530     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      0.5      0.2     72.9     90.2     91.0     90.9      9.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        2       20       25       24       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,360
COMMITMENTS
     650      700        0   17,335   17,375   17,985   18,075    2,375    2,285

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,240)
     -50        0        0   -1,155   -1,190   -1,205   -1,190      -35      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.4      0.0     85.1     85.3     88.3     88.8     11.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       16       15       18       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,020
COMMITMENTS
   2,525        0        0   16,460   19,195   18,985   19,195    1,035      825

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -950)
       0        0        0     -910     -915     -910     -915      -40      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      0.0      0.0     82.2     95.9     94.8     95.9      5.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       16       14       18       14                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,895
COMMITMENTS
   5,350    1,250        0    9,065   13,165   14,415   14,415    1,480    1,480

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:       -625)
       0        0        0     -600     -600     -600     -600      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7      7.9      0.0     57.0     82.8     90.7     90.7      9.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       12       12       13       15                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,945
COMMITMENTS
       0    3,950      150   39,820   35,990   39,970   40,090    6,975    6,855

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,520)
       0      -50        0   -1,305   -1,275   -1,305   -1,325     -215     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.4      0.3     84.8     76.7     85.1     85.4     14.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       19       21       20                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 07/11/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,295
COMMITMENTS
     600    2,250        0   26,900   25,250   27,500   27,500    4,795    4,795

CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST:     -1,250)
       0     -175        0   -1,030     -855   -1,030   -1,030     -220     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      7.0      0.0     83.3     78.2     85.2     85.2     14.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       18       19       19       20                  



Updated July 14, 2017