MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,747
COMMITMENTS
   1,530      400        0   10,922   12,067   12,452   12,467    1,295    1,280

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      2.9      0.0     79.5     87.8     90.6     90.7      9.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       10       14       11       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,370
COMMITMENTS
   6,355    4,325      175   28,220   30,183   34,750   34,683    5,620    5,687

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        -40)
     150        0        0     -190      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     10.7      0.4     69.9     74.8     86.1     85.9     13.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       17       19       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,921
COMMITMENTS
   6,385    4,325      175   26,571   28,389   33,131   32,889    4,790    5,032

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -215)
     180        0        0     -410     -230     -230     -230       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     11.4      0.5     70.1     74.9     87.4     86.7     12.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       15       18       16       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,610
COMMITMENTS
     100   10,100      110   21,650   11,800   21,860   22,010    2,750    2,600

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:         70)
     100      -25       60     -200      -75      -40      -40      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     41.0      0.4     88.0     47.9     88.8     89.4     11.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        5        2       19       11       21       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,735
COMMITMENTS
     100   10,000       50   22,220   12,470   22,370   22,520    2,365    2,215

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:         85)
     100       75        0      -25        0       75       75       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     40.4      0.2     89.8     50.4     90.4     91.0      9.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        5        1       20       13       21       19                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,415
COMMITMENTS
   1,475    1,620      250   33,080   32,935   34,805   34,805    2,610    2,610

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        775)
      75        0        0      725      800      800      800      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      4.3      0.7     88.4     88.0     93.0     93.0      7.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       16       13       18       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,010
COMMITMENTS
   1,675    1,620      100   31,160   31,215   32,935   32,935    2,075    2,075

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        625)
      75        0        0      575      650      650      650      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      4.6      0.3     89.0     89.2     94.1     94.1      5.9      5.9

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 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,645
COMMITMENTS
       0    4,490        0   15,365   11,005   15,365   15,495    1,280    1,150

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        200)
       0      225        0      225        0      225      225      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.0      0.0     92.3     66.1     92.3     93.1      7.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        0       15       10       15       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,820
COMMITMENTS
       0    3,780        0   14,155   10,505   14,155   14,285    1,665    1,535

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        100)
       0      225        0      125     -100      125      125      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.9      0.0     89.5     66.4     89.5     90.3     10.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15       10       15       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,975
COMMITMENTS
   2,745       50      505   20,090   23,515   23,340   24,070    2,635    1,905

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        390)
     125       50        0      505      340      630      390     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      0.2      1.9     77.3     90.5     89.9     92.7     10.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       15       13       19       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,425
COMMITMENTS
   2,775       50      475   17,550   21,270   20,800   21,795    2,625    1,630

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        390)
     125       50        0      265      340      390      390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.2      2.0     74.9     90.8     88.8     93.0     11.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       16       13       20       17                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,695
COMMITMENTS
  10,515    1,175      540   26,260   35,615   37,315   37,330    1,380    1,365

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        150)
    -100       50      100      150        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      3.0      1.4     67.9     92.0     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       15       13       19       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,245
COMMITMENTS
   9,185    1,175      120   23,040   31,065   32,345   32,360    1,900    1,885

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        150)
    -100       50      100      150        0      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      3.4      0.4     67.3     90.7     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       15       13       19       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,800
COMMITMENTS
  10,680    2,460    2,670   76,365   84,570   89,715   89,700    8,085    8,100

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,790)
   1,135      -75       30    1,055    2,265    2,220    2,220      570      570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      2.5      2.7     78.1     86.5     91.7     91.7      8.3      8.3

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 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,125
COMMITMENTS
  10,310    2,360    2,320   67,595   75,530   80,225   80,210    9,900    9,915

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:      2,205)
   1,235      -75       30      150    1,460    1,415    1,415      790      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      2.6      2.6     75.0     83.8     89.0     89.0     11.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        2       18       26       24       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,020
COMMITMENTS
   2,275    3,970      175   18,375   16,860   20,825   21,005    2,195    2,015

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        950)
       0       50        0      950      900      950      950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     17.2      0.8     79.8     73.2     90.5     91.2      9.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       17       16       20       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,325
COMMITMENTS
   2,825      175        0   13,925   16,635   16,750   16,810      575      515

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:       -400)
     -50        0        0      -90     -140     -140     -140     -260     -260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      1.0      0.0     80.4     96.0     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       14       14       15                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,315
COMMITMENTS
   8,020    1,675        0    7,945   14,290   15,965   15,965    1,350    1,350

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3      9.7      0.0     45.9     82.5     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        9       12       11       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,890
COMMITMENTS
     200      935    1,345   38,850   38,115   40,395   40,395    7,495    7,495

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        350)
       0     -675      425      -25      650      400      400      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.0      2.8     81.1     79.6     84.3     84.3     15.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       19       21       22       24                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 03/27/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,610
COMMITMENTS
   2,265      400      100   22,185   24,030   24,550   24,530    9,060    9,080

CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST:        110)
     475     -200      100     -580      375       -5      275      115     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      1.2      0.3     66.0     71.5     73.0     73.0     27.0     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       16       21       19       22                  



Updated March 30, 2018