PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,410
COMMITMENTS
   6,205    4,325      175   28,410   30,223   34,790   34,723    5,620    5,687

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      2,155)
    -600        0      175    1,110      365      685      540    1,470    1,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     10.7      0.4     70.3     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,136
COMMITMENTS
   6,205    4,325      175   26,981   28,619   33,361   33,119    4,775    5,017

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      1,680)
    -600        0      175    1,150      405      725      580      955    1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3     11.3      0.5     70.7     75.0     87.5     86.8     12.5     13.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,540
COMMITMENTS
       0   10,125       50   21,850   11,875   21,900   22,050    2,640    2,490

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:         50)
       0        0        0        0        0        0        0       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     41.3      0.2     89.0     48.4     89.2     89.9     10.8     10.1

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 03/20/18          |
--------------------------------------------------------------| 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 03/13/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,640
COMMITMENTS
   1,400    1,620      250   32,355   32,135   34,005   34,005    2,635    2,635

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        350)
     350        0        0      500      850      850      850     -500     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      4.4      0.7     88.3     87.7     92.8     92.8      7.2      7.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,385
COMMITMENTS
   1,600    1,620      100   30,585   30,565   32,285   32,285    2,100    2,100

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        350)
     350        0        0      500      850      850      850     -500     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7      4.7      0.3     88.9     88.9     93.9     93.9      6.1      6.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,445
COMMITMENTS
       0    4,265        0   15,140   11,005   15,140   15,270    1,305    1,175

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        115)
       0      100        0      200      100      200      200      -85      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.9      0.0     92.1     66.9     92.1     92.9      7.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15       10       15       13                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,720
COMMITMENTS
       0    3,555        0   14,030   10,605   14,030   14,160    1,690    1,560

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     22.6      0.0     89.2     67.5     89.2     90.1     10.8      9.9

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 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,585
COMMITMENTS
   2,620        0      505   19,585   23,175   22,710   23,680    2,875    1,905

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      1,795)
     650        0        0      690    1,340    1,340    1,340      455      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      0.0      2.0     76.5     90.6     88.8     92.6     11.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        3       15       13       19       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,035
COMMITMENTS
   2,650        0      475   17,285   20,930   20,410   21,405    2,625    1,630

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      1,295)
     650        0        0      500    1,150    1,150    1,150      145      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      0.0      2.1     75.0     90.9     88.6     92.9     11.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        3       15       13       19       16                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,545
COMMITMENTS
  10,615    1,125      440   26,110   35,615   37,165   37,180    1,380    1,365

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        290)
     125      -75        0      390      590      515      515     -225     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5      2.9      1.1     67.7     92.4     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        1       15       12       19       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,095
COMMITMENTS
   9,285    1,125       20   22,890   31,065   32,195   32,210    1,900    1,885

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        350)
     125      -75        0      235      435      360      360      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2      3.3      0.1     67.1     91.1     94.4     94.5      5.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       15       12       19       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,010
COMMITMENTS
   9,545    2,535    2,640   75,310   82,305   87,495   87,480    7,515    7,530

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        980)
  -1,125       75       25    1,830      630      730      730      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      2.7      2.8     79.3     86.6     92.1     92.1      7.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        2       20       27       26       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,920
COMMITMENTS
   9,075    2,435    2,290   67,445   74,070   78,810   78,795    9,110    9,125

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      1,075)
  -1,175       75       25    1,965      715      815      815      260      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      2.8      2.6     76.7     84.2     89.6     89.6     10.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        2       17       25       23       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,070
COMMITMENTS
   2,275    3,920      175   17,425   15,960   19,875   20,055    2,195    2,015

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:      2,135)
   1,400      170        0      580    1,810    1,980    1,980      155      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     17.8      0.8     79.0     72.3     90.1     90.9      9.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        1       16       16       19       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,725
COMMITMENTS
   2,875      175        0   14,015   16,775   16,890   16,950      835      775

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      1.0      0.0     79.1     94.6     95.3     95.6      4.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       14       14       15                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,540
COMMITMENTS
     200    1,610      920   38,875   37,465   39,995   39,995    7,545    7,545

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        370)
       0      -90       70      230      320      300      300       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.4      1.9     81.8     78.8     84.1     84.1     15.9     15.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,500
COMMITMENTS
   1,790      600        0   22,765   23,655   24,555   24,255    8,945    9,245

CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST:        160)
      90        0        0      230      320      320      320     -160     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      1.8      0.0     68.0     70.6     73.3     72.4     26.7     27.6

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



Updated March 23, 2018