PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,602
COMMITMENTS
     135    3,450      100   26,467   23,252   26,702   26,802    3,900    3,800

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        675)
      60      650        0      615      265      675      915        0     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     11.3      0.3     86.5     76.0     87.3     87.6     12.7     12.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,470
COMMITMENTS
     135    3,450      100   25,096   21,761   25,331   25,311    3,139    3,159

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        710)
      60      650        0      650      300      710      950        0     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     12.1      0.4     88.1     76.4     89.0     88.9     11.0     11.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,435
COMMITMENTS
       0   11,000       15   22,945   12,105   22,960   23,120    2,475    2,315

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        755)
       0      500        0      755      255      755      755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     43.2      0.1     90.2     47.6     90.3     90.9      9.7      9.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,040
COMMITMENTS
       0   10,525       15   23,545   13,180   23,560   23,720    2,480    2,320

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        725)
       0      500        0      725      225      725      725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.4      0.1     90.4     50.6     90.5     91.1      9.5      8.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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 02/06/18 (CHANGE IN OPEN INTEREST:          0)
    -100        0      100      150       50      150      150     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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 02/06/18 (CHANGE IN OPEN INTEREST:          0)
    -100        0      100      150       50      150      150     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,150
COMMITMENTS
       0    4,895       25   16,195   11,640   16,220   16,560    1,930    1,590

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:          5)
       0        0        0        0       -5        0       -5        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     27.0      0.1     89.2     64.1     89.4     91.2     10.6      8.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,525
COMMITMENTS
       0    4,335       25   15,145   11,150   15,170   15,510    2,355    2,015

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:          5)
       0        0        0        0       -5        0       -5        5       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     24.7      0.1     86.4     63.6     86.6     88.5     13.4     11.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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 02/06/18 (CHANGE IN OPEN INTEREST:        250)
    -150        0      100      300      150      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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 02/06/18 (CHANGE IN OPEN INTEREST:        250)
    -150        0      100      275      125      225      225       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,860
COMMITMENTS
  12,440      350        0   26,900   39,010   39,340   39,360    1,520    1,500

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        775)
     340        0        0      125      465      465      465      310      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      0.9      0.0     65.8     95.5     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        0       18       12       23       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,400
COMMITMENTS
  11,055      350       75   23,330   34,055   34,460   34,480    1,940    1,920

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:        430)
      40        0        0       80      120      120      120      310      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      1.0      0.2     64.1     93.6     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        1       18       12       23       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,405
COMMITMENTS
  11,095    2,185    2,480   76,255   85,135   89,830   89,800    7,575    7,605

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -710)
     795       85      105   -1,610     -900     -710     -710        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      2.2      2.5     78.3     87.4     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        3       23       27       29       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,115
COMMITMENTS
  10,735    2,175    2,020   67,995   76,525   80,750   80,720    9,365    9,395

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:       -700)
   1,085       75      -60   -1,590     -580     -565     -565     -135     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      2.4      2.2     75.5     84.9     89.6     89.6     10.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        3        3       20       26       25       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,680
COMMITMENTS
     700    1,900       75   14,700   13,680   15,475   15,655    2,205    2,025

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     10.7      0.4     83.1     77.4     87.5     88.5     12.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       16       15       18       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| 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 02/06/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,895
COMMITMENTS
       0    2,825      925   39,260   36,435   40,185   40,185    7,710    7,710

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.9      1.9     82.0     76.1     83.9     83.9     16.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       18       22       20       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,410
COMMITMENTS
     475      600      325   20,330   20,325   21,130   21,250    9,280    9,160

CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.0      1.1     66.9     66.8     69.5     69.9     30.5     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       21       19       23                  



Updated February 16, 2018