ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,792
COMMITMENTS
       0        0        0   36,292   36,332   36,292   36,332    2,500    2,460

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      140      140      140      140      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.6     93.7     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       16       15       16                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,780
COMMITMENTS
       0        0        0   32,910   32,985   32,910   32,985    1,870    1,795

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      100      100      100      100       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.6     94.8     94.6     94.8      5.4      5.2

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 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,909
COMMITMENTS
       0    1,200        0   30,712   29,532   30,712   30,732    4,197    4,177

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

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 06/13/17          |
--------------------------------------------------------------| 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 06/06/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      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 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,650
COMMITMENTS
       0   14,945      200   40,430   25,675   40,630   40,820    1,020      830

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:       -100)
       0     -100        0     -250     -150     -250     -250      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     35.9      0.5     97.1     61.6     97.6     98.0      2.4      2.0

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 06/13/17          |
--------------------------------------------------------------| 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 06/06/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     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 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,370
COMMITMENTS
     750    2,345      550   43,835   42,240   45,135   45,135    1,235    1,235

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      5.1      1.2     94.5     91.1     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 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,790
COMMITMENTS
     800    2,070      550   39,595   38,345   40,945   40,965      845      825

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      5.0      1.3     94.7     91.8     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 06/13/17          |
--------------------------------------------------------------| 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 06/06/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     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 06/13/17          |
--------------------------------------------------------------| 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 06/06/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     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 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,325
COMMITMENTS
     625      130      125   22,350   23,645   23,100   23,900    2,225    1,425

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        450)
     400        0        0     -380      400       20      400      430       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.5      0.5     88.3     93.4     91.2     94.4      8.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       11       10       14       12                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,730
COMMITMENTS
     625      130      125   21,500   22,495   22,250   22,750    1,480      980

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        100)
      50        0        0     -240       70     -190       70      290       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.5      0.5     90.6     94.8     93.8     95.9      6.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       12       11       16       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,260
COMMITMENTS
   9,940    1,475      100   28,965   37,455   39,005   39,030    1,255    1,230

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:      1,010)
     350        0        0      640      990      990      990       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7      3.7      0.2     71.9     93.0     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 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,135
COMMITMENTS
   3,335    1,315        0   23,510   25,840   26,845   27,155    2,290    1,980

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        770)
     300        0        0      480      780      780      780      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      4.5      0.0     80.7     88.7     92.1     93.2      7.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       15       12       17       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      114,005
COMMITMENTS
  17,470        0      540   87,155  104,600  105,165  105,140    8,840    8,865

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        265)
    -800        0      400      535     -265      135      135      130      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      0.0      0.5     76.4     91.8     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        2       22       26       27       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,250
COMMITMENTS
  20,450       50      140   72,875   93,230   93,465   93,420    6,785    6,830

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        785)
    -250       50        0    1,085      765      835      815      -50      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      0.0      0.1     72.7     93.0     93.2     93.2      6.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        1       20       24       24       26                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,560
COMMITMENTS
     800      700        0   18,350   18,525   19,150   19,225    2,410    2,335

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        100)
     200        0        0     -100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      3.2      0.0     85.1     85.9     88.8     89.2     11.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       16       14       18       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,895
COMMITMENTS
   2,200        0        0   16,620   19,035   18,820   19,035    1,075      860

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        -10)
     200     -200        0     -210      190      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      0.0      0.0     83.5     95.7     94.6     95.7      5.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       16       14       18       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,715
COMMITMENTS
       0    4,140       20   40,505   36,475   40,525   40,635    7,190    7,080

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:         50)
       0      -60      -20       80      130       60       50      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.7      0.0     84.9     76.4     84.9     85.2     15.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       20       19       21       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,855
COMMITMENTS
     200    2,425        0   27,170   24,945   27,370   27,370    4,485    4,485

CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      7.6      0.0     85.3     78.3     85.9     85.9     14.1     14.1

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



Updated June 16, 2017