PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,478
COMMITMENTS
  13,760    5,240      600   39,176   47,732   53,536   53,572    5,942    5,906

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:        963)
      75     -280     -125      850    1,258      800      853      163      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      8.8      1.0     65.9     80.3     90.0     90.1     10.0      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        1       16       21       19       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,130
COMMITMENTS
  15,680    5,240      600   35,561   45,911   51,841   51,751    5,289    5,379

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:        859)
     -95     -280      -25      605      715      485      410      374      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      9.2      1.1     62.2     80.4     90.7     90.6      9.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       14       21       17       23                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,565
COMMITMENTS
     810    8,700      140   16,395    8,755   17,345   17,595    3,220    2,970

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,715)
     -15     -370      -35   -1,630   -1,245   -1,680   -1,650      -35      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     42.3      0.7     79.7     42.6     84.3     85.6     15.7     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       10       17       13                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,415
COMMITMENTS
     410    8,700        0   16,000    7,925   16,410   16,625    3,005    2,790

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,960)
     -50     -355        0   -1,810   -1,515   -1,860   -1,870     -100      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     44.8      0.0     82.4     40.8     84.5     85.6     15.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       16       10       17       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,491
COMMITMENTS
  12,595      600        0   14,868   26,583   27,463   27,183    3,028    3,308

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,020)
    -325        0        0     -493     -838     -818     -838     -202     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      2.0      0.0     48.8     87.2     90.1     89.2      9.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       10       14       12       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,265
COMMITMENTS
   4,630    1,230        0   29,335   32,735   33,965   33,965    2,300    2,300

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -2,460)
    -475     -355      -25   -1,815   -1,935   -2,315   -2,315     -145     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      3.4      0.0     80.9     90.3     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       15        9       18       10                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,525
COMMITMENTS
   4,705    1,180        0   25,870   29,395   30,575   30,575    1,950    1,950

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -2,225)
    -475     -355      -25   -1,525   -1,645   -2,025   -2,025     -200     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      3.6      0.0     79.5     90.4     94.0     94.0      6.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       15        9       18       10                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,710
COMMITMENTS
   2,275      345      210   20,895   23,615   23,380   24,170    1,330      540

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -2,565)
     435      100     -685   -2,575   -1,645   -2,825   -2,230      260     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      1.4      0.8     84.6     95.6     94.6     97.8      5.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       16       16       19       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,455
COMMITMENTS
   2,225      245      260   20,705   23,365   23,190   23,870    1,265      585

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,805)
     325        0     -575   -1,320     -890   -1,570   -1,465     -235     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      1.0      1.1     84.7     95.5     94.8     97.6      5.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       15       15       18       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,850
COMMITMENTS
   8,355    1,975      540   26,885   33,535   35,780   36,050    1,070      800

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,245)
    -490       25      -25     -845   -1,115   -1,360   -1,115      115     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      5.4      1.5     73.0     91.0     97.1     97.8      2.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       15        8       18       11                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,725
COMMITMENTS
   8,800    1,975      125   23,525   30,500   32,450   32,600    1,275    1,125

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,065)
    -215      -25        0     -690     -755     -905     -780     -160     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      5.9      0.4     69.8     90.4     96.2     96.7      3.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        1       14        9       17       12                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,130
COMMITMENTS
   9,840    2,160    2,915   77,155   84,775   89,910   89,850    7,220    7,280

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -4,075)
    -960        0      -10   -3,170   -4,185   -4,140   -4,195       65      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      2.2      3.0     79.4     87.3     92.6     92.5      7.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        2       20       25       26       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,295
COMMITMENTS
   8,885    2,290    2,320   69,975   76,510   81,180   81,120    7,115    7,175

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -3,950)
  -1,260      -10        0   -1,860   -3,165   -3,120   -3,175     -830     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      2.6      2.6     79.3     86.7     91.9     91.9      8.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        2       19       24       25       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,885
COMMITMENTS
   2,800    3,350      200   24,075   23,595   27,075   27,145    1,810    1,740

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:       -840)
     -25        0        0     -765     -720     -790     -720      -50     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     11.6      0.7     83.3     81.7     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       16       20       19       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,400
COMMITMENTS
   2,675    1,475        0   19,060   20,210   21,735   21,685      665      715

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:       -295)
    -200        0        0     -165     -295     -365     -295       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      6.6      0.0     85.1     90.2     97.0     96.8      3.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       13       17       14       20                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,200
COMMITMENTS
     300      705    1,175   42,360   42,015   43,835   43,895   10,365   10,305

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:        315)
     -80      105     -105       95      -90      -90      -90      405      405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.3      2.2     78.2     77.5     80.9     81.0     19.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       18       22       21       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 06/12/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,785
COMMITMENTS
   2,120      400      100   26,395   28,405   28,615   28,905   11,170   10,880

CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST:     -1,090)
    -210        0        0     -620     -740     -830     -740     -260     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.0      0.3     66.3     71.4     71.9     72.7     28.1     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       15       21       18       22                  



Updated June 15, 2018