ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,552
COMMITMENTS
       0        0        0   36,152   36,192   36,152   36,192    2,400    2,360

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,745)
       0        0        0   -1,795   -1,775   -1,795   -1,775       50       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.8     93.9     93.8     93.9      6.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       16       14       16                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,600
COMMITMENTS
       0        0        0   32,810   32,885   32,810   32,885    1,790    1,715

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,375)
       0        0        0   -1,510   -1,495   -1,510   -1,495      135      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.8     95.0     94.8     95.0      5.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       17       13       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,884
COMMITMENTS
       0    1,200        0   30,687   29,507   30,687   30,707    4,197    4,177

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,697)
       0        0        0   -1,610   -1,590   -1,610   -1,590      -87     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.4      0.0     88.0     84.6     88.0     88.0     12.0     12.0

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 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,027
COMMITMENTS
       0    1,200        0   28,983   27,663   28,983   28,863    3,044    3,164

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,594)
       0        0        0   -1,310   -1,430   -1,310   -1,430     -284     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.7      0.0     90.5     86.4     90.5     90.1      9.5      9.9

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 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,750
COMMITMENTS
       0   15,045      200   40,680   25,825   40,880   41,070      870      680

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -100)
       0     -300     -500      585      785       85      -15     -185      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     36.0      0.5     97.4     61.9     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        1       18       13       19       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,405
COMMITMENTS
       0   12,425      200   40,345   28,110   40,545   40,735      860      670

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -345)
       0     -360     -495      170      510     -325     -345      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     30.0      0.5     97.4     67.9     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        1       17       13       18       18                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,370
COMMITMENTS
     750    2,295      550   43,835   42,290   45,135   45,135    1,235    1,235

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        895)
    -255      -10      -35    1,345    1,100    1,055    1,055     -160     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      4.9      1.2     94.5     91.2     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       16       15       18       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,790
COMMITMENTS
     800    2,020      550   39,595   38,395   40,945   40,965      845      825

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:        440)
    -255      -10      -35    1,055      800      765      755     -325     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      4.8      1.3     94.7     91.9     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       15       13       17       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,085
COMMITMENTS
     100   10,140        0   32,640   22,695   32,740   32,835      345      250

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -2,250)
    -100   -1,380        0   -2,145     -875   -2,245   -2,255       -5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     30.6      0.0     98.7     68.6     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       17       13       18       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,245
COMMITMENTS
       0    9,640        0   30,735   21,190   30,735   30,830      510      415

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,535)
       0     -855        0   -1,525     -680   -1,525   -1,535      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     30.9      0.0     98.4     67.8     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       17       10       17       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,875
COMMITMENTS
     225      130      125   22,730   23,245   23,080   23,500    1,795    1,375

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -2,000)
    -190        0      -40   -1,805   -1,935   -2,035   -1,975       35      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.5      0.5     91.4     93.4     92.8     94.5      7.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       12       10       15       12                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,630
COMMITMENTS
     575      130      125   21,740   22,425   22,440   22,680    1,190      950

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,890)
     -10        0      -90   -1,580   -1,710   -1,680   -1,800     -210      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.6      0.5     92.0     94.9     95.0     96.0      5.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        2       13       10       17       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,250
COMMITMENTS
   9,590    1,475      100   28,325   36,465   38,015   38,040    1,235    1,210

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -640)
     915      -25     -100   -1,275     -335     -460     -460     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.4      3.8      0.3     72.2     92.9     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       18       11       21       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,365
COMMITMENTS
   3,035    1,315        0   23,030   25,060   26,065   26,375    2,300    1,990

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -395)
   1,405      -25     -130   -1,605     -190     -330     -345      -65      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      4.6      0.0     81.2     88.3     91.9     93.0      8.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       16       12       18       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      113,740
COMMITMENTS
  18,270        0      140   86,620  104,865  105,030  105,005    8,710    8,735

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -5,190)
  -2,535      -75       55   -1,825   -4,285   -4,305   -4,305     -885     -885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      0.0      0.1     76.2     92.2     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        1       22       26       27       27                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       99,465
COMMITMENTS
  20,700        0      140   71,790   92,465   92,630   92,605    6,835    6,860

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -2,765)
  -2,960        0      -10      800   -2,160   -2,170   -2,170     -595     -595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      0.0      0.1     72.2     93.0     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        1       20       24       24       25                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,460
COMMITMENTS
     600      700        0   18,450   18,425   19,050   19,125    2,410    2,335

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -580)
       0       25      -25     -460     -470     -485     -470      -95     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.3      0.0     86.0     85.9     88.8     89.1     11.2     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       16       14       17       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,905
COMMITMENTS
   2,000      200        0   16,830   18,845   18,830   19,045    1,075      860

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -215)
    -100      175        0      -65     -320     -165     -145      -50      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      1.0      0.0     84.6     94.7     94.6     95.7      5.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       16       14       17       15                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,665
COMMITMENTS
       0    4,200       40   40,425   36,345   40,465   40,585    7,200    7,080

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:       -210)
    -230      135       -5     -700     -945     -935     -815      725      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.8      0.1     84.8     76.3     84.9     85.1     15.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       19       19       21       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,605
COMMITMENTS
     200    2,425        0   26,920   24,695   27,120   27,120    4,485    4,485

CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST:     -1,080)
     200      -75        0   -1,095     -950     -895   -1,025     -185      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      7.7      0.0     85.2     78.1     85.8     85.8     14.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       19       19       20                  



Updated June 9, 2017