MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,537
COMMITMENTS
   1,280      300      175   12,127   13,127   13,582   13,602    1,955    1,935

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      1,325)
    -300        0      175    1,180      880    1,055    1,055      270      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      1.9      1.1     78.1     84.5     87.4     87.5     12.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       10       13       12       16                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,370
COMMITMENTS
   1,425      250      175   10,770   11,230   12,370   11,655    1,000    1,715

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        310)
    -125        0      175      260       15      310      190        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      1.9      1.3     80.6     84.0     92.5     87.2      7.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       10       13       12       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,645
COMMITMENTS
  13,460    5,230      175   28,830   37,006   42,465   42,411    6,180    6,234

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      5,400)
   5,160        0        0      450    5,610    5,610    5,610     -210     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     10.8      0.4     59.3     76.1     87.3     87.2     12.7     12.8

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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,121
COMMITMENTS
  13,440    5,230      175   25,746   33,860   39,361   39,265    5,760    5,856

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      4,235)
   5,165        0        0   -1,110    4,170    4,055    4,170      180       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8     11.6      0.4     57.1     75.0     87.2     87.0     12.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        1       15       19       17       22                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,015
COMMITMENTS
     480    9,870      270   18,835    9,675   19,585   19,815    3,430    3,200

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        455)
     105      -45      -45       -5      145       55       55      400      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     42.9      1.2     81.8     42.0     85.1     86.1     14.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        1       15       11       17       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,505
COMMITMENTS
     150   10,040        0   19,535    9,880   19,685   19,920    2,820    2,585

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        215)
       0     -150        0     -130       20     -130     -130      345      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     44.6      0.0     86.8     43.9     87.5     88.5     12.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        0       16       11       17       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,342
COMMITMENTS
  10,125        0        0   12,362   22,247   22,487   22,247    2,855    3,095

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      1,040)
     600        0        0        0      600      600      600      440      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0      0.0      0.0     48.8     87.8     88.7     87.8     11.3     12.2

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 04/24/18          |
--------------------------------------------------------------| 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    1,515      150   32,620   34,765   36,070   36,430    2,410    2,050

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:          0)
       0       25        0       25        0       25       25      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      3.9      0.4     84.8     90.3     93.7     94.7      6.3      5.3

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 04/24/18          |
--------------------------------------------------------------| 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    1,515        0   29,100   31,395   32,550   32,910    2,160    1,800

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:          0)
       0       25        0       25        0       25       25      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      4.4      0.0     83.8     90.4     93.8     94.8      6.2      5.2

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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,310
COMMITMENTS
       0    4,275        0   13,615    9,625   13,615   13,900    1,695    1,410

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:       -580)
       0     -660        0     -580       80     -580     -580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     27.9      0.0     88.9     62.9     88.9     90.8     11.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        4        0       14       10       14       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,395
COMMITMENTS
   2,485      275      530   22,090   24,805   25,105   25,610    1,290      785

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:         60)
    -300       50      260        0     -350      -40      -40      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      1.0      2.0     83.7     94.0     95.1     97.0      4.9      3.0

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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,315
COMMITMENTS
   2,505      175      510   19,765   22,885   22,780   23,570    1,535      745

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        -40)
    -300        0      260        0     -300      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      0.7      2.1     81.3     94.1     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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,230
COMMITMENTS
   9,800    1,150      440   25,905   34,565   36,145   36,155    1,085    1,075

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        145)
     100      -50      -75      255      405      280      280     -135     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3      3.1      1.2     69.6     92.8     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       15       12       19       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,015
COMMITMENTS
   8,795    1,200       95   22,580   30,185   31,470   31,480    1,545    1,535

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      295      295      295      295     -135     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.6      3.6      0.3     68.4     91.4     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       14       12       18       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,175
COMMITMENTS
   9,870    3,100    2,750   77,365   84,125   89,985   89,975    7,190    7,200

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        530)
    -440      -25        5      830      415      395      395      135      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      3.2      2.8     79.6     86.6     92.6     92.6      7.4      7.4

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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,890
COMMITMENTS
  10,025    3,050    2,330   69,195   76,160   81,550   81,540    8,340    8,350

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      1,225)
     320       25      -25      805    1,100    1,100    1,100      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      3.4      2.6     77.0     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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,165
COMMITMENTS
   2,850    3,970      175   18,150   17,210   21,175   21,355    1,990    1,810

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        325)
     600        0        0     -275      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     17.1      0.8     78.4     74.3     91.4     92.2      8.6      7.8

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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,325
COMMITMENTS
   3,225      175        0   13,560   16,670   16,785   16,845      540      480

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        525)
     600        0        0      -75      525      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      1.0      0.0     78.3     96.2     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       14       13       15                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,515
COMMITMENTS
   8,020    2,250        0    9,945   15,715   17,965   17,965    1,550    1,550

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:      1,350)
       0      600        0    1,050      450    1,050    1,050      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.1     11.5      0.0     51.0     80.5     92.1     92.1      7.9      7.9

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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,120
COMMITMENTS
     200    1,060    1,220   41,235   40,375   42,655   42,655    7,465    7,465

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        425)
       0        0        0     -225     -225     -225     -225      650      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.1      2.4     82.3     80.6     85.1     85.1     14.9     14.9

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 04/24/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,425
COMMITMENTS
   2,115      400      100   24,370   26,085   26,585   26,585    9,840    9,840

CHANGES FROM 04/17/18 (CHANGE IN OPEN INTEREST:        320)
       0        0        0     -930     -930     -930     -930    1,250    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      1.1      0.3     66.9     71.6     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 April 27, 2018