MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,620
COMMITMENTS
   1,385      100      100   12,875   14,160   14,360   14,360    2,260    2,260

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        170)
     -75        0        0      245      170      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.6      0.6     77.5     85.2     86.4     86.4     13.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       14       13       16       15                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,645
COMMITMENTS
   1,400        0      175    9,875   11,275   11,450   11,450    1,195    1,195

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        -75)
     -75        0        0        0      -75      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      0.0      1.4     78.1     89.2     90.5     90.5      9.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       10       14       13       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,702
COMMITMENTS
  14,290    5,460      850   39,059   47,906   54,199   54,216    6,503    6,486

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:          0)
     -50      250       50     -100     -400     -100     -100      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5      9.0      1.4     64.3     78.9     89.3     89.3     10.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       16       21       20       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,633
COMMITMENTS
  17,040    5,660      800   35,115   46,508   52,955   52,968    5,678    5,665

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        275)
       0      300        0      115     -185      115      115      160      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      9.7      1.4     59.9     79.3     90.3     90.3      9.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       13       22       17       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,965
COMMITMENTS
     910    9,350       40   17,795    9,605   18,745   18,995    3,220    2,970

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        350)
       0       50        0      350      300      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     42.6      0.2     81.0     43.7     85.3     86.5     14.7     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        1       15        9       17       13                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,915
COMMITMENTS
     410    9,350        0   17,500    8,775   17,910   18,125    3,005    2,790

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        350)
       0       50        0      350      300      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     44.7      0.0     83.7     42.0     85.6     86.7     14.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       16        9       17       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,361
COMMITMENTS
  12,645    1,080        0   15,608   26,924   28,253   28,004    3,108    3,357

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3      3.4      0.0     49.8     85.9     90.1     89.3      9.9     10.7

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 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,075
COMMITMENTS
   5,010    1,550      370   30,265   33,725   35,645   35,645    2,430    2,430

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        640)
     -20       75      250      360      265      590      590       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      4.1      1.0     79.5     88.6     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        1       14       12       19       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,415
COMMITMENTS
   4,955    1,500      370   27,130   30,585   32,455   32,455    1,960    1,960

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        590)
    -150       75      250      490      265      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      4.4      1.1     78.8     88.9     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        1        1       14       12       19       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,725
COMMITMENTS
   2,275      635      210   20,910   23,340   23,395   24,185    1,330      540

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        290)
       0      290        0      290        0      290      290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      2.6      0.8     84.6     94.4     94.6     97.8      5.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       16       15       19       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,450
COMMITMENTS
   2,225      420      260   20,700   23,185   23,185   23,865    1,265      585

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        175)
       0      175        0      175        0      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      1.7      1.1     84.7     94.8     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 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,550
COMMITMENTS
   8,880    1,825      490   27,000   34,325   36,370   36,640    1,180      910

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        630)
     450     -100      -50      100      650      500      500      130      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      4.9      1.3     71.9     91.4     96.9     97.6      3.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       14        9       18       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,530
COMMITMENTS
   9,325    1,825      175   23,680   31,330   33,180   33,330    1,350    1,200

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        730)
     450     -100       50      120      670      620      620      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      5.3      0.5     68.6     90.7     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       13       10       17       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,625
COMMITMENTS
  11,245    2,160    3,315   79,585   88,610   94,145   94,085    8,480    8,540

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:      1,420)
    -115        0      400    1,135    1,020    1,420    1,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      2.1      3.2     77.5     86.3     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        4       22       26       28       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,335
COMMITMENTS
   9,475    2,060    2,700   72,305   79,660   84,480   84,420    7,855    7,915

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        930)
    -130      -30      180      755      655      805      805      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      2.2      2.9     78.3     86.3     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        2       21       23       27       26                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,315
COMMITMENTS
   4,550    3,250      200   24,755   26,125   29,505   29,575    1,810    1,740

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     10.4      0.6     79.1     83.4     94.2     94.4      5.8      5.6

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 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,965
COMMITMENTS
   2,975    1,475        0   20,325   21,775   23,300   23,250      665      715

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      6.2      0.0     84.8     90.9     97.2     97.0      2.8      3.0

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 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,245
COMMITMENTS
     500    1,855    1,075   43,525   42,230   45,100   45,160   11,145   11,085

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -20      -20      -20      -20      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.3      1.9     77.4     75.1     80.2     80.3     19.8     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        1       20       22       23       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 07/03/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,225
COMMITMENTS
   2,270      700      100   27,200   29,060   29,570   29,860   11,655   11,365

CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.7      0.2     66.0     70.5     71.7     72.4     28.3     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       15       21       18       22                  



Updated July 6, 2018