ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,949
COMMITMENTS
       0        0        0   29,297   29,357   29,297   29,357    3,652    3,592

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      380      380      380      380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.9     89.1     88.9     89.1     11.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       16       13       16                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,465
COMMITMENTS
       0        0        0   27,635   27,710   27,635   27,710    3,830    3,755

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      420      420      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.8     88.1     87.8     88.1     12.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       18       13       18                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,345
COMMITMENTS
       0    5,585        0   11,175    5,590   11,175   11,175    1,170    1,170

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:         65)
       0       75        0        0      -75        0        0       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     45.2      0.0     90.5     45.3     90.5     90.5      9.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       14       12       14       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,872
COMMITMENTS
       0    2,950        0   28,792   25,782   28,792   28,732    3,080    3,140

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:          0)
       0      350        0        0     -350        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.3      0.0     90.3     80.9     90.3     90.1      9.7      9.9

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
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,470
COMMITMENTS
       0    2,950        0   28,099   25,029   28,099   27,979    2,371    2,491

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        100)
       0      350        0      100     -250      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.7      0.0     92.2     82.1     92.2     91.8      7.8      8.2

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
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,505
COMMITMENTS
     100   13,630        0   30,265   16,965   30,365   30,595    3,140    2,910

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:       -350)
       0     -305        0      150      455      150      150     -500     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     40.7      0.0     90.3     50.6     90.6     91.3      9.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        5        0       20       12       21       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,880
COMMITMENTS
     100   11,825        0   30,635   19,140   30,735   30,965    3,145    2,915

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:       -315)
       0     -305        0      225      530      225      225     -540     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     34.9      0.0     90.4     56.5     90.7     91.4      9.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        0       20       13       21       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,340
COMMITMENTS
     850    1,410      425   36,820   36,210   38,095   38,045    1,245    1,295

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        200)
    -100        0        0      650      550      550      550     -350     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.6      1.1     93.6     92.0     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       14       15       18       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,730
COMMITMENTS
     850    1,510      425   34,495   33,860   35,770   35,795      960      935

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        200)
    -100        0        0      650      550      550      550     -350     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.1      1.2     93.9     92.2     97.4     97.5      2.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       14       15       18       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,610
COMMITMENTS
       0    7,580        0   24,455   16,770   24,455   24,350    2,155    2,260

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        520)
       0        0        0     -110     -110     -110     -110      630      630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     28.5      0.0     91.9     63.0     91.9     91.5      8.1      8.5

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
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,665
COMMITMENTS
       0      380      230   18,870   19,145   19,100   19,755    3,565    2,910

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      -20      -20      -20      -20      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      1.0     83.3     84.5     84.3     87.2     15.7     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       12       11       14       14                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,680
COMMITMENTS
       0      300      290   18,025   18,300   18,315   18,890    3,365    2,790

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      -20      -20      -20      -20      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      1.3     83.1     84.4     84.5     87.1     15.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       13       12       15       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,945
COMMITMENTS
  12,145      925      125   24,575   35,825   36,845   36,875    1,100    1,070

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:      1,080)
     375     -100        0      540    1,020      915      920      165      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      2.4      0.3     64.8     94.4     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       21       13       25       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,825
COMMITMENTS
   9,570      875      150   20,280   29,005   30,000   30,030    1,825    1,795

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        795)
     300     -100        0      340      745      640      645      155      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      2.7      0.5     63.7     91.1     94.3     94.4      5.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       13       24       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,460
COMMITMENTS
  11,460      400    2,000   80,915   91,930   94,375   94,330    8,085    8,130

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:      1,260)
    -680        0      150    2,970    2,290    2,440    2,440   -1,180   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.4      2.0     79.0     89.7     92.1     92.1      7.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        2       25       26       30       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,890
COMMITMENTS
  11,080      400    1,560   71,175   81,810   83,815   83,770    7,075    7,120

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        480)
    -605        0       50    2,440    1,835    1,885    1,885   -1,405   -1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.4      1.7     78.3     90.0     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        2       23       26       27       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,365
COMMITMENTS
   1,200      750        0   14,875   15,460   16,075   16,210    2,290    2,155

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0      155      155      155      155     -405     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      4.1      0.0     81.0     84.2     87.5     88.3     12.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       17       15       19       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,310
COMMITMENTS
   2,475        0        0   14,615   17,285   17,090   17,285    1,220    1,025

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -50      -50      -50      -50       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      0.0      0.0     79.8     94.4     93.3     94.4      6.7      5.6

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
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,985
COMMITMENTS
       0    3,600      600   42,220   38,740   42,820   42,940    7,165    7,045

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0     -100     -100     -100     -100       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      1.2     84.5     77.5     85.7     85.9     14.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       18       19       19       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 10/31/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,935
COMMITMENTS
     300    1,050      225   25,870   25,240   26,395   26,515    5,540    5,420

CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST:        -25)
       0      -75        0      -75        0      -75      -75       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.3      0.7     81.0     79.0     82.7     83.0     17.3     17.0

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



Updated November 3, 2017