ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,697
COMMITMENTS
       0        0        0   33,092   33,272   33,092   33,272    3,605    3,425

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -100        0     -100        0      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.2     90.7     90.2     90.7      9.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       18       15       18                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,375
COMMITMENTS
       0        0        0   30,960   31,165   30,960   31,165    3,415    3,210

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -100        0     -100        0      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.1     90.7     90.1     90.7      9.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       12       19       12       19                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,617
COMMITMENTS
       0    1,300        0   28,843   27,493   28,843   28,793    3,774    3,824

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        595)
       0      300        0      475      145      475      445      120      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.0     88.4     84.3     88.4     88.3     11.6     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       12       16       12       18                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,158
COMMITMENTS
       0    1,300        0   28,130   26,680   28,130   27,980    3,028    3,178

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        715)
       0      300        0      475      145      475      445      240      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.2      0.0     90.3     85.6     90.3     89.8      9.7     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,070
COMMITMENTS
     300   14,630        0   35,315   21,345   35,615   35,975    4,455    4,095

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:         65)
       0       60        0     -145     -115     -145      -55      210      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     36.5      0.0     88.1     53.3     88.9     89.8     11.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        5        0       19       14       21       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,305
COMMITMENTS
     300   12,300       25   35,670   24,015   35,995   36,340    4,310    3,965

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:         60)
       0       60        0      -85      -70      -85      -10      145       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     30.5      0.1     88.5     59.6     89.3     90.2     10.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        1       18       14       21       19                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,405
COMMITMENTS
     875    1,755      500   41,895   40,915   43,270   43,170    1,135    1,235

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        300)
       0       75        0      275      100      275      175       25      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      4.0      1.1     94.3     92.1     97.4     97.2      2.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       15       16       18       19                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,805
COMMITMENTS
     900    1,830      500   38,705   37,820   40,105   40,150      700      655

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        320)
       0       75        0      295      245      295      320       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      4.5      1.2     94.9     92.7     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       15       14       18       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,370
COMMITMENTS
      50    9,065        0   28,345   19,420   28,395   28,485      975      885

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -75      -70      -75      -70       75       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     30.9      0.0     96.5     66.1     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       16       14       17       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,355
COMMITMENTS
       0    8,130        0   26,525   18,560   26,525   26,690      830      665

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -80        0      -80        0       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     29.7      0.0     97.0     67.8     97.0     97.6      3.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       16       11       16       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,515
COMMITMENTS
     525      370      280   18,860   19,530   19,665   20,180    2,850    2,335

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          0)
       0       45        0        0     -135        0      -90        0       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.6      1.2     83.8     86.7     87.3     89.6     12.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       11       10       16       13                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,780
COMMITMENTS
     400      245      340   18,525   19,150   19,265   19,735    2,515    2,045

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          5)
       0       45      -10        0     -110      -10      -75       15       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.1      1.6     85.1     87.9     88.5     90.6     11.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        3       12       10       17       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,960
COMMITMENTS
  10,105    1,125      225   26,980   36,065   37,310   37,415    1,650    1,545

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        595)
     275        0        0      190      545      465      545      130       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      2.9      0.6     69.3     92.6     95.8     96.0      4.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       12       24       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,425
COMMITMENTS
   6,000    1,045      175   22,030   26,990   28,205   28,210    2,220    2,215

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        695)
     325        0        0      290      595      615      595       80      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      3.4      0.6     72.4     88.7     92.7     92.7      7.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       18       13       22       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      111,260
COMMITMENTS
  15,850      625    1,090   83,005   98,205   99,945   99,920   11,315   11,340

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        805)
    -120      -25        0      600      505      480      480      325      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      0.6      1.0     74.6     88.3     89.8     89.8     10.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        3       24       26       29       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,310
COMMITMENTS
  16,000      525      890   72,165   87,595   89,055   89,010    9,255    9,300

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        740)
    -145        0        0      650      505      505      505      235      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      0.5      0.9     73.4     89.1     90.6     90.5      9.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        2       22       27       27       32                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,690
COMMITMENTS
     550      750        0   16,595   16,550   17,145   17,300    2,545    2,390

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        110)
       0        0        0       60      110       60      110       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      3.8      0.0     84.3     84.1     87.1     87.9     12.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       18       15       20       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,400
COMMITMENTS
   2,375        0        0   15,575   18,205   17,950   18,205    1,450    1,195

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      125      175      125      175       75       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      0.0      0.0     80.3     93.8     92.5     93.8      7.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       18       14       20       14                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,085
COMMITMENTS
   5,200      850        0    9,205   13,630   14,405   14,480    1,680    1,605

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -100      -25     -100      -25      100       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3      5.3      0.0     57.2     84.7     89.6     90.0     10.4     10.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,965
COMMITMENTS
      50    2,850      625   43,755   41,225   44,430   44,700    7,535    7,265

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:        250)
       0     -300      250     -150      300      100      250      150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      5.5      1.2     84.2     79.3     85.5     86.0     14.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       20       19       22       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,780
COMMITMENTS
     300    1,175      150   28,800   28,050   29,250   29,375    5,530    5,405

CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST:         75)
       0     -300       75      -55      250       20       25       55       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.4      0.4     82.8     80.6     84.1     84.5     15.9     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       20       23       22       24                  



Updated September 8, 2017