MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,495
COMMITMENTS
   1,385        0      100   12,745   14,130   14,230   14,230    2,265    2,265

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      0.0      0.6     77.3     85.7     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       14       13       16       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,742
COMMITMENTS
  14,780    5,090      600   39,159   48,866   54,539   54,556    6,203    6,186

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:      1,264)
   1,020     -150        0      -17    1,134    1,003      984      261      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3      8.4      1.0     64.5     80.4     89.8     89.8     10.2     10.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,528
COMMITMENTS
  17,080    5,240      600   35,530   47,383   53,210   53,223    5,318    5,305

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:      1,398)
   1,400        0        0      -31    1,472    1,369    1,472       29      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2      9.0      1.0     60.7     81.0     90.9     90.9      9.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       14       22       17       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,015
COMMITMENTS
     910    8,700       40   16,845    9,305   17,795   18,045    3,220    2,970

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:        450)
     100        0     -100      450      550      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     41.4      0.2     80.2     44.3     84.7     85.9     15.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15        9       17       12                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,965
COMMITMENTS
     410    8,700        0   16,550    8,475   16,960   17,175    3,005    2,790

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      550      550      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     43.6      0.0     82.9     42.4     84.9     86.0     15.1     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       16        9       17       11                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,121
COMMITMENTS
  12,645      600        0   15,368   27,164   28,013   27,764    3,108    3,357

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:        630)
      50        0        0      500      581      550      581       80       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.6      1.9      0.0     49.4     87.3     90.0     89.2     10.0     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,465
COMMITMENTS
   4,530    1,230       20   29,535   32,835   34,085   34,085    2,380    2,380

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:        200)
    -100        0       20      200      100      120      120       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      3.4      0.1     81.0     90.0     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       15        9       18       11                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,955
COMMITMENTS
   4,605    1,180       20   26,370   29,795   30,995   30,995    1,960    1,960

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:        430)
    -100        0       20      500      400      420      420       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      3.6      0.1     80.0     90.4     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       15        9       18       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,735
COMMITMENTS
   2,275      345      210   20,920   23,640   23,405   24,195    1,330      540

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,465
COMMITMENTS
   2,225      245      260   20,715   23,375   23,200   23,880    1,265      585

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,900
COMMITMENTS
   8,430    1,925      540   26,880   33,655   35,850   36,120    1,050      780

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:         50)
      75      -50        0       -5      120       70       70      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      5.2      1.5     72.8     91.2     97.2     97.9      2.8      2.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,800
COMMITMENTS
   8,875    1,925      125   23,560   30,660   32,560   32,710    1,240    1,090

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:         75)
      75      -50        0       35      160      110      110      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3      5.7      0.4     69.7     90.7     96.3     96.8      3.7      3.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       99,605
COMMITMENTS
  10,015    2,160    2,935   78,495   86,290   91,445   91,385    8,160    8,220

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:      2,475)
     175        0       20    1,340    1,515    1,535    1,535      940      940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      2.2      2.9     78.8     86.6     91.8     91.7      8.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        1        3       20       26       26       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,130
COMMITMENTS
   8,760    2,190    2,420   71,215   77,725   82,395   82,335    7,735    7,795

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:      1,835)
    -125     -100      100    1,240    1,215    1,215    1,215      620      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      2.4      2.7     79.0     86.2     91.4     91.4      8.6      8.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,315
COMMITMENTS
   3,950    3,250      200   25,355   26,125   29,505   29,575    1,810    1,740

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:      2,430)
   1,150     -100        0    1,280    2,530    2,430    2,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     10.4      0.6     81.0     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| 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 06/12/18 (CHANGE IN OPEN INTEREST:      1,565)
     300        0        0    1,265    1,565    1,565    1,565        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,495
COMMITMENTS
     500    1,855    1,075   42,745   41,450   44,320   44,380   11,175   11,115

CHANGES FROM 06/12/18 (CHANGE IN OPEN INTEREST:      1,295)
     200    1,150     -100      385     -565      485      485      810      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.3      1.9     77.0     74.7     79.9     80.0     20.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        1       19       22       22       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/18          |
--------------------------------------------------------------| 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 06/12/18 (CHANGE IN OPEN INTEREST:      1,440)
     150      300        0      805      655      955      955      485      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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:       25)
       2        1        1       16       21       19       22                  



Updated June 22, 2018