PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,212
COMMITMENTS
     735    4,050      100   27,392   24,177   28,227   28,327    3,985    3,885

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,610)
     600      600        0      925      925    1,525    1,525       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     12.6      0.3     85.0     75.1     87.6     87.9     12.4     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       13       16       14       18                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,080
COMMITMENTS
     735    4,050      100   26,021   22,686   26,856   26,836    3,224    3,244

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,610)
     600      600        0      925      925    1,525    1,525       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     13.5      0.3     86.5     75.4     89.3     89.2     10.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       12       16       13       18                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,515
COMMITMENTS
       0   11,050       15   23,885   12,995   23,900   24,060    2,615    2,455

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,080)
       0       50        0      940      890      940      940      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     41.7      0.1     90.1     49.0     90.1     90.7      9.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        6        1       20       13       21       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,675
COMMITMENTS
       0   10,525       15   24,180   13,815   24,195   24,355    2,480    2,320

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        635)
       0        0        0      635      635      635      635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     39.5      0.1     90.6     51.8     90.7     91.3      9.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        1       20       14       21       19                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,610
COMMITMENTS
     400      480      400   31,595   31,535   32,395   32,415    4,215    4,195

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.3      1.1     86.3     86.1     88.5     88.5     11.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        4       15       12       19       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,430
COMMITMENTS
     625      505      250   30,025   30,185   30,900   30,940    3,530    3,490

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.5      0.7     87.2     87.7     89.7     89.9     10.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        3       14       12       18       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,250
COMMITMENTS
       0    4,895       25   16,295   11,740   16,320   16,660    1,930    1,590

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     26.8      0.1     89.3     64.3     89.4     91.3     10.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       17       11       18       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,625
COMMITMENTS
       0    4,335       25   15,245   11,250   15,270   15,610    2,355    2,015

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.6      0.1     86.5     63.8     86.6     88.6     13.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       17       11       18       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,025
COMMITMENTS
     350      405      280   18,025   18,735   18,655   19,420    3,370    2,605

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.8      1.3     81.8     85.1     84.7     88.2     15.3     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        3       16       12       20       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,035
COMMITMENTS
     340      455      200   16,100   17,000   16,640   17,655    3,395    2,380

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.3      1.0     80.4     84.9     83.1     88.1     16.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       16       10       20       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,860
COMMITMENTS
  11,945      350      390   27,805   39,420   40,140   40,160    1,720    1,700

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,000)
    -495        0      390      905      410      800      800      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      0.8      0.9     66.4     94.2     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        2       18       12       23       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,860
COMMITMENTS
  10,210      350      275   24,430   34,310   34,915   34,935    1,945    1,925

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:        460)
    -845        0      200    1,100      255      455      455        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      0.9      0.7     66.3     93.1     94.7     94.8      5.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        2       18       12       23       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       99,055
COMMITMENTS
  11,775    2,320    2,700   77,080   86,505   91,555   91,525    7,500    7,530

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,650)
     680      135      220      825    1,370    1,725    1,725      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      2.3      2.7     77.8     87.3     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        2        3       23       27       29       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,335
COMMITMENTS
  11,725    2,320    2,055   68,355   77,730   82,135   82,105    9,200    9,230

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,220)
     990      145       35      360    1,205    1,385    1,385     -165     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      2.5      2.2     74.8     85.1     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        3       20       26       25       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,495
COMMITMENTS
     600    3,600      175   17,555   14,735   18,330   18,510    2,165    1,985

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      2,815)
    -100    1,700      100    2,855    1,055    2,855    2,855      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     17.6      0.9     85.7     71.9     89.4     90.3     10.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       15       18       18                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,780
COMMITMENTS
   1,575      175        0   14,270   15,885   15,845   16,060      935      720

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      1.0      0.0     85.0     94.7     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       12       16       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,675
COMMITMENTS
       0    1,625      925   38,980   37,355   39,905   39,905    7,770    7,770

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:       -220)
       0   -1,200        0     -280      920     -280     -280       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      1.9     81.8     78.4     83.7     83.7     16.3     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       18       23       20       26                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 02/20/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,860
COMMITMENTS
   1,675      600       25   20,720   21,915   22,420   22,540    9,440    9,320

CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST:      1,450)
   1,200        0     -300      390    1,590    1,290    1,290      160      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.9      0.1     65.0     68.8     70.4     70.7     29.6     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       17       22       19       24                  



Updated February 23, 2018