PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,373
COMMITMENTS
      50    2,600      125   24,467   21,467   24,642   24,192    3,731    4,181

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,957)
      50     -100      -50   -1,746   -1,856   -1,746   -2,006     -211       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      9.2      0.4     86.2     75.7     86.9     85.3     13.1     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       13       15       14       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,657
COMMITMENTS
      50    2,600      125   24,531   21,531   24,706   24,256    2,951    3,401

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,703)
      50     -100      -50   -1,513   -1,603   -1,513   -1,753     -190       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      9.4      0.5     88.7     77.9     89.3     87.7     10.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       11       16       12       18                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,225
COMMITMENTS
       0   11,100        0   23,470   12,540   23,470   23,640    2,755    2,585

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,640)
       0     -185        0   -1,575   -1,410   -1,575   -1,595      -65      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     42.3      0.0     89.5     47.8     89.5     90.1     10.5      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        6        0       19       14       19       20                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,640
COMMITMENTS
       0   10,250        0   23,905   13,825   23,905   24,075    2,735    2,565

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,730)
       0      -95        0   -1,675   -1,600   -1,675   -1,695      -55      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     38.5      0.0     89.7     51.9     89.7     90.4     10.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        0       19       15       19       20                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,985
COMMITMENTS
     625      930      300   31,925   31,650   32,850   32,880    4,135    4,105

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,760)
      75      -25     -175   -2,495   -2,395   -2,595   -2,595     -165     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.5      0.8     86.3     85.6     88.8     88.9     11.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        3       13       11       16       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,330
COMMITMENTS
     825      930      150   29,675   29,360   30,650   30,440    3,680    3,890

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,310)
      75      -25     -175   -2,120   -2,260   -2,220   -2,460      -90      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.7      0.4     86.4     85.5     89.3     88.7     10.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       13       10       16       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,200
COMMITMENTS
      50      430       50   16,790   17,305   16,890   17,785    3,310    2,415

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,180)
    -100      -25      -50   -1,525   -1,485   -1,675   -1,560     -505     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.1      0.2     83.1     85.7     83.6     88.0     16.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       14       13       16       14                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,810
COMMITMENTS
     200      430       50   15,635   16,200   15,885   16,680    2,925    2,130

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -2,075)
      40      -25      -40   -1,670   -1,410   -1,670   -1,475     -405     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.3      0.3     83.1     86.1     84.4     88.7     15.6     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       11       15       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,915
COMMITMENTS
  11,135      700        0   22,580   33,040   33,715   33,740    1,200    1,175

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,620)
  -1,345     -125        0   -2,240   -3,460   -3,585   -3,585      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      2.0      0.0     64.7     94.6     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        0       18       11       22       12                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,390
COMMITMENTS
   9,830      700        0   18,830   27,985   28,660   28,685    1,730    1,705

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -3,005)
    -930     -125        0   -1,945   -2,750   -2,875   -2,875     -130     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      2.3      0.0     62.0     92.1     94.3     94.4      5.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        0       18       11       22       12                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,195
COMMITMENTS
   7,425      300    2,195   75,305   82,385   84,925   84,880    6,270    6,315

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -6,160)
    -215     -330      150   -5,720   -5,605   -5,785   -5,785     -375     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.3      2.4     82.6     90.3     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        1        3       21       23       27       26                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       80,445
COMMITMENTS
   6,760      300    1,900   65,775   72,190   74,435   74,390    6,010    6,055

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -5,735)
    -340     -240      125   -5,400   -5,500   -5,615   -5,615     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.4      2.4     81.8     89.7     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        3       19       21       24       24                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,635
COMMITMENTS
     725    1,650        0   14,880   14,135   15,605   15,785    2,030    1,850

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:       -610)
     -25      600        0     -465   -1,075     -490     -475     -120     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      9.4      0.0     84.4     80.2     88.5     89.5     11.5     10.5

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
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,750
COMMITMENTS
       0    3,450      500   39,430   35,980   39,930   39,930    7,820    7,820

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,050)
       0       25      -25     -945     -970     -970     -970      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      1.0     82.6     75.4     83.6     83.6     16.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       18       20       19       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/09/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,760
COMMITMENTS
     300      600      225   22,100   21,920   22,625   22,745    6,135    6,015

CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST:     -1,375)
    -100        0        0   -1,130   -1,230   -1,230   -1,230     -145     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.1      0.8     76.8     76.2     78.7     79.1     21.3     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       17       20       19       22                  



Updated January 12, 2018