PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,740
COMMITMENTS
   1,885    4,325        0   26,210   23,848   28,095   28,173    3,645    3,567

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,246)
     805      200      -25   -1,526     -913     -746     -738     -500     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     13.6      0.0     82.6     75.1     88.5     88.8     11.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       14       16       15       18                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,896
COMMITMENTS
   1,885    4,325        0   24,771   22,234   26,656   26,559    3,240    3,337

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -941)
     805      200      -25   -1,606   -1,019     -826     -844     -115      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3     14.5      0.0     82.9     74.4     89.2     88.8     10.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       12       15       13       17                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,490
COMMITMENTS
       0   10,125       50   21,850   11,875   21,900   22,050    2,590    2,440

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,025)
       0     -925       35   -2,035   -1,120   -2,000   -2,010      -25      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     41.3      0.2     89.2     48.5     89.4     90.0     10.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        1       19       11       20       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,650
COMMITMENTS
       0    9,925       50   22,245   12,470   22,295   22,445    2,355    2,205

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -2,025)
       0     -600       35   -1,935   -1,345   -1,900   -1,910     -125     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.3      0.2     90.2     50.6     90.4     91.1      9.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        1       19       12       20       18                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,040
COMMITMENTS
       0    1,770      100   32,630   30,860   32,730   32,730    3,310    3,310

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -570)
    -400    1,290     -300      780     -925       80       65     -650     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.9      0.3     90.5     85.6     90.8     90.8      9.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        1       16       11       17       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,785
COMMITMENTS
     150    1,720        0   30,860   29,290   31,010   31,010    2,775    2,775

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -645)
    -475    1,215     -250      330   -1,375     -395     -410     -250     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      5.1      0.0     91.3     86.7     91.8     91.8      8.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       16        9       17       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,330
COMMITMENTS
       0    4,165        0   14,940   10,905   14,940   15,070    1,390    1,260

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -1,880)
       0     -730      -25   -1,355     -835   -1,380   -1,590     -500     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.5      0.0     91.5     66.8     91.5     92.3      8.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       15       10       15       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,495
COMMITMENTS
   1,620        0      505   18,480   20,855   20,605   21,360    1,890    1,135

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        420)
   1,270     -405      225      405    2,070    1,900    1,890   -1,480   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.0      2.2     82.2     92.7     91.6     95.0      8.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       15       12       19       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,460
COMMITMENTS
   1,650        0      475   16,095   18,740   18,220   19,215    2,240    1,245

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:        375)
   1,310     -455      275      -55    1,690    1,530    1,510   -1,155   -1,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      0.0      2.3     78.7     91.6     89.1     93.9     10.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       15       12       19       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,380
COMMITMENTS
  10,490    1,250      440   25,720   34,975   36,650   36,665    1,730    1,715

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -4,070)
  -1,645      100     -350   -2,110   -3,860   -4,105   -4,110       35       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3      3.3      1.1     67.0     91.1     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       15       11       18       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,675
COMMITMENTS
   9,160    1,250       20   22,510   30,435   31,690   31,705    1,985    1,970

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -3,625)
  -1,240      100     -505   -1,920   -3,265   -3,665   -3,670       40       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      3.7      0.1     66.8     90.4     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       15       11       18       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,530
COMMITMENTS
  12,245    2,460    2,290   71,760   81,530   86,295   86,280    7,235    7,250

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -6,440)
     320        0     -445   -6,035   -5,700   -6,160   -6,145     -280     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      2.6      2.4     76.7     87.2     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        2       17       27       23       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,445
COMMITMENTS
  11,825    2,360    1,940   63,660   73,110   77,425   77,410    9,020    9,035

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:     -5,615)
      50        0     -150   -5,200   -5,135   -5,300   -5,285     -315     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      2.7      2.2     73.6     84.6     89.6     89.5     10.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        2       16       25       22       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,560
COMMITMENTS
     675    3,650        0   16,845   14,050   17,520   17,700    2,040    1,860

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -985)
      75       50     -175     -760     -735     -860     -860     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     18.7      0.0     86.1     71.8     89.6     90.5     10.4      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       15       15       16       17                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,920
COMMITMENTS
       0    1,700      750   38,725   37,025   39,475   39,475    7,445    7,445

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:       -795)
       0       75     -175     -245     -320     -420     -420     -375     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      1.6     82.5     78.9     84.1     84.1     15.9     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       18       21       19       23                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,340
COMMITMENTS
   1,700      600        0   22,535   23,335   24,235   23,935    9,105    9,405

CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST:      1,520)
      25        0      -25    1,755    1,360    1,755    1,335     -235      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      1.8      0.0     67.6     70.0     72.7     71.8     27.3     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       15       20       17       21                  



Updated March 9, 2018