MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,212
COMMITMENTS
   1,580      300        0   10,947   12,247   12,527   12,547    1,685    1,665

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        460)
      50        0        0      560      610      610      610     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      2.1      0.0     77.0     86.2     88.1     88.3     11.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        0       10       13       12       15                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,060
COMMITMENTS
   1,550      250        0   10,510   11,215   12,060   11,465    1,000    1,595

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      1.9      0.0     80.5     85.9     92.3     87.8      7.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        0       10       13       12       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,245
COMMITMENTS
   8,300    5,230      175   28,380   31,396   36,855   36,801    6,390    6,444

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      3,000)
   1,920      300        0      385    2,185    2,305    2,485      695      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     12.1      0.4     65.6     72.6     85.2     85.1     14.8     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       17       19       19       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,886
COMMITMENTS
   8,275    5,230      175   26,856   29,690   35,306   35,095    5,580    5,791

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      2,985)
   1,920      300        0      470    2,270    2,390    2,570      595      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.2     12.8      0.4     65.7     72.6     86.4     85.8     13.6     14.2

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 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,560
COMMITMENTS
     375    9,915      315   18,840    9,530   19,530   19,760    3,030    2,800

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:         40)
      60        0      -40      -50       10      -30      -30       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     43.9      1.4     83.5     42.2     86.6     87.6     13.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        1       15       10       17       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,290
COMMITMENTS
     150   10,190        0   19,665    9,860   19,815   20,050    2,475    2,240

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        -60)
       0      -60        0      -60        0      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     45.7      0.0     88.2     44.2     88.9     90.0     11.1     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        0       16       10       17       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,302
COMMITMENTS
   9,525        0        0   12,362   21,647   21,887   21,647    2,415    2,655

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        865)
   1,000        0        0     -140      860      860      860        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.2      0.0      0.0     50.9     89.1     90.1     89.1      9.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       10       13       12       13                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,480
COMMITMENTS
   3,300    1,490      150   32,595   34,765   36,045   36,405    2,435    2,075

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        650)
     175        0        0      475      650      650      650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      3.9      0.4     84.7     90.3     93.7     94.6      6.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        1       16       12       19       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,710
COMMITMENTS
   3,450    1,490        0   29,075   31,395   32,525   32,885    2,185    1,825

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        300)
     175        0        0      125      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      4.3      0.0     83.8     90.4     93.7     94.7      6.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       16       12       19       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,890
COMMITMENTS
       0    4,935        0   14,195    9,545   14,195   14,480    1,695    1,410

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:       -170)
       0     -180        0     -605     -425     -605     -605      435      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     31.1      0.0     89.3     60.1     89.3     91.1     10.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        5        0       14       10       14       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,335
COMMITMENTS
   2,785      225      270   22,090   25,155   25,145   25,650    1,190      685

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      2,015)
     355        0        0    2,000    2,355    2,355    2,355     -340     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      0.9      1.0     83.9     95.5     95.5     97.4      4.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        2       15       14       20       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,355
COMMITMENTS
   2,805      175      250   19,765   23,185   22,820   23,610    1,535      745

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      2,025)
     355        0        0    2,000    2,355    2,355    2,355     -330     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      0.7      1.0     81.2     95.2     93.7     96.9      6.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        2       16       14       21       17                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,085
COMMITMENTS
   9,700    1,200      515   25,650   34,160   35,865   35,875    1,220    1,210

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:         75)
     425        0      -25        0       75      400       50     -325       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2      3.2      1.4     69.2     92.1     96.7     96.7      3.3      3.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,855
COMMITMENTS
   8,795    1,200       95   22,285   29,890   31,175   31,185    1,680    1,670

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:         75)
     425        0      -25        0       75      400       50     -325       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8      3.7      0.3     67.8     91.0     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       14       13       18       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,645
COMMITMENTS
  10,310    3,125    2,745   76,535   83,710   89,590   89,580    7,055    7,065

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        825)
    -290      650       40      660      250      410      940      415     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      3.2      2.8     79.2     86.6     92.7     92.7      7.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        4        4       19       24       25       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,665
COMMITMENTS
   9,705    3,025    2,355   68,390   75,060   80,450   80,440    8,215    8,225

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      1,400)
    -190      650        0    1,135      825      945    1,475      455      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9      3.4      2.7     77.1     84.7     90.7     90.7      9.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        4        3       17       23       23       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,840
COMMITMENTS
   2,250    3,970      175   18,425   16,885   20,850   21,030    1,990    1,810

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        245)
       0        0        0      250      250      250      250       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     17.4      0.8     80.7     73.9     91.3     92.1      8.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       17       17       20       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,800
COMMITMENTS
   2,625      175        0   13,635   16,145   16,260   16,320      540      480

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:        185)
       0        0        0      220      220      220      220      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      1.0      0.0     81.2     96.1     96.8     97.1      3.2      2.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,165
COMMITMENTS
   8,020    1,650        0    8,895   15,265   16,915   16,915    1,250    1,250

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2      9.1      0.0     49.0     84.0     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        9       13       11       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,695
COMMITMENTS
     200    1,060    1,220   41,460   40,600   42,880   42,880    6,815    6,815

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      2,050)
       0        0        0    1,875    1,875    1,875    1,875      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.1      2.5     83.4     81.7     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       20       21       23       24                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,105
COMMITMENTS
   2,115      400      100   25,300   27,015   27,515   27,515    8,590    8,590

CHANGES FROM 04/10/18 (CHANGE IN OPEN INTEREST:      1,700)
       0        0        0    1,640    1,640    1,640    1,640       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      1.1      0.3     70.1     74.8     76.2     76.2     23.8     23.8

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



Updated April 20, 2018