PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,255
COMMITMENTS
   6,805    4,325        0   27,300   29,858   34,105   34,183    4,150    4,072

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      6,515)
   4,920        0        0    1,090    6,010    6,010    6,010      505      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.3      0.0     71.4     78.0     89.2     89.4     10.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       15       18       16       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,456
COMMITMENTS
   6,805    4,325        0   25,831   28,214   32,636   32,539    3,820    3,917

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      6,560)
   4,920        0        0    1,060    5,980    5,980    5,980      580      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     11.9      0.0     70.9     77.4     89.5     89.3     10.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       13       17       14       19                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| 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 03/06/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| 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 03/06/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,290
COMMITMENTS
   1,050    1,620      250   31,855   31,285   33,155   33,155    3,135    3,135

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        250)
   1,050     -150      150     -775      425      425      425     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      4.5      0.7     87.8     86.2     91.4     91.4      8.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       16       14       18       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,035
COMMITMENTS
   1,250    1,620      100   30,085   29,715   31,435   31,435    2,600    2,600

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        250)
   1,100     -100      100     -775      425      425      425     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      4.8      0.3     88.4     87.3     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       16       13       18       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| 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 03/06/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,790
COMMITMENTS
   1,970        0      505   18,895   21,835   21,370   22,340    2,420    1,450

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      1,295)
     350        0        0      415      980      765      980      530      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      2.1     79.4     91.8     89.8     93.9     10.2      6.1

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
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,740
COMMITMENTS
   2,000        0      475   16,785   19,780   19,260   20,255    2,480    1,485

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:      1,280)
     350        0        0      690    1,040    1,040    1,040      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      2.2     77.2     91.0     88.6     93.2     11.4      6.8

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
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,255
COMMITMENTS
  10,490    1,200      440   25,720   35,025   36,650   36,665    1,605    1,590

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:       -125)
       0      -50        0        0       50        0        0     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      3.1      1.2     67.2     91.6     95.8     95.8      4.2      4.2

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
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,745
COMMITMENTS
   9,160    1,200       20   22,655   30,630   31,835   31,850    1,910    1,895

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:         70)
       0      -50        0      145      195      145      145      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      3.6      0.1     67.1     90.8     94.3     94.4      5.7      5.6

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
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,030
COMMITMENTS
  10,670    2,460    2,615   73,480   81,675   86,765   86,750    7,265    7,280

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        500)
  -1,575        0      325    1,720      145      470      470       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      2.6      2.8     78.1     86.9     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        2        2       20       27       26       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,845
COMMITMENTS
  10,250    2,360    2,265   65,480   73,355   77,995   77,980    8,850    8,865

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        400)
  -1,575        0      325    1,820      245      570      570     -170     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      2.7      2.6     75.4     84.5     89.8     89.8     10.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        2       18       25       24       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,935
COMMITMENTS
     875    3,750      175   16,845   14,150   17,895   18,075    2,040    1,860

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        375)
     200      100      175        0      100      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     18.8      0.9     84.5     71.0     89.8     90.7     10.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        1       15       15       18       18                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,170
COMMITMENTS
     200    1,700      850   38,645   37,145   39,695   39,695    7,475    7,475

CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST:        250)
     200        0      100      -80      120      220      220       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.6      1.8     81.9     78.7     84.2     84.2     15.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       18       21       20       24                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 03/13/18                         |
--------------------------------------------------------------| 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 03/06/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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 16, 2018