MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,270
COMMITMENTS
   1,375      100      100   11,720   12,995   13,195   13,195    2,075    2,075

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,350)
     -10        0        0   -1,155   -1,165   -1,165   -1,165     -185     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.7      0.7     76.8     85.1     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,805
COMMITMENTS
   1,350        0      150    9,185   10,535   10,685   10,685    1,120    1,120

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:       -840)
     -50        0      -25     -690     -740     -765     -765      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      0.0      1.3     77.8     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,556
COMMITMENTS
  13,125    5,035      800   37,333   45,461   51,258   51,296    6,298    6,260

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -3,146)
  -1,165     -425      -50   -1,726   -2,445   -2,941   -2,920     -205     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      8.7      1.4     64.9     79.0     89.1     89.1     10.9     10.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,668
COMMITMENTS
  15,715    5,235      750   33,680   44,173   50,145   50,158    5,523    5,510

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,965)
  -1,325     -425      -50   -1,435   -2,335   -2,810   -2,810     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2      9.4      1.3     60.5     79.4     90.1     90.1      9.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       13       21       17       23                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,725
COMMITMENTS
     730    8,750       60   16,865    9,105   17,655   17,915    3,070    2,810

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,240)
    -180     -600       20     -930     -500   -1,090   -1,080     -150     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     42.2      0.3     81.4     43.9     85.2     86.4     14.8     13.6

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,850
COMMITMENTS
     330    8,750       20   16,650    8,450   17,000   17,220    2,850    2,630

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,065)
     -80     -600       20     -850     -325     -910     -905     -155     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     44.1      0.1     83.9     42.6     85.6     86.8     14.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       16        9       17       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,370
COMMITMENTS
  11,585    1,030        0   14,797   25,103   26,382   26,133    2,988    3,237

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,991)
  -1,060      -50        0     -811   -1,821   -1,871   -1,871     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4      3.5      0.0     50.4     85.5     89.8     89.0     10.2     11.0

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,770
COMMITMENTS
   4,435    1,535      370   28,535   31,550   33,340   33,455    2,430    2,315

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,305)
    -575      -15        0   -1,730   -2,175   -2,305   -2,190        0     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      4.3      1.0     79.8     88.2     93.2     93.5      6.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        1       13       11       18       13                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,275
COMMITMENTS
   4,255    1,535      370   25,635   28,470   30,260   30,375    2,015    1,900

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,140)
    -700       35        0   -1,495   -2,115   -2,195   -2,080       55      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      4.8      1.1     79.4     88.2     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        1        1       13       11       18       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,965
COMMITMENTS
   2,425      625        0   19,275   21,825   21,700   22,450    1,265      515

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,760)
     150      -10     -210   -1,635   -1,515   -1,695   -1,735      -65      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      2.7      0.0     83.9     95.0     94.5     97.8      5.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       15       14       18       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,555
COMMITMENTS
   2,425      410        0   18,910   21,585   21,335   21,995    1,220      560

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,895)
     200      -10     -260   -1,790   -1,600   -1,850   -1,870      -45      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      1.8      0.0     83.8     95.7     94.6     97.5      5.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        0       14       14       17       16                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,810
COMMITMENTS
   8,995    1,500      290   25,475   33,210   34,760   35,000    1,050      810

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,740)
     115     -325     -200   -1,525   -1,115   -1,610   -1,640     -130     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1      4.2      0.8     71.1     92.7     97.1     97.7      2.9      2.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,070
COMMITMENTS
   9,390    1,500       50   22,515   30,525   31,955   32,075    1,115      995

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,460)
      65     -325     -125   -1,165     -805   -1,225   -1,255     -235     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.4      4.5      0.2     68.1     92.3     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        1       13       10       17       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,895
COMMITMENTS
   9,820    2,075    3,270   76,650   84,340   89,740   89,685    8,155    8,210

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -4,730)
  -1,425      -85      -45   -2,935   -4,270   -4,405   -4,400     -325     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      2.1      3.3     78.3     86.2     91.7     91.6      8.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        4       21       27       27       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,195
COMMITMENTS
   8,250    2,000    2,695   69,740   75,935   80,685   80,630    7,510    7,565

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -4,140)
  -1,225      -60       -5   -2,565   -3,725   -3,795   -3,790     -345     -350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      2.3      3.1     79.1     86.1     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        3       20       24       26       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,200
COMMITMENTS
   4,450    3,200      150   23,970   25,290   28,570   28,640    1,630    1,560

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,115)
    -100      -50      -50     -785     -835     -935     -935     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     10.6      0.5     79.4     83.7     94.6     94.8      5.4      5.2

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 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,825
COMMITMENTS
   2,825    1,350        0   19,370   20,805   22,195   22,155      630      670

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,140)
    -150     -125        0     -955     -970   -1,105   -1,095      -35      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      5.9      0.0     84.9     91.2     97.2     97.1      2.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       13       17       14       19                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,605
COMMITMENTS
   6,500    2,050        0    9,830   14,280   16,330   16,330    1,275    1,275

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.9     11.6      0.0     55.8     81.1     92.8     92.8      7.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       12       12       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,075
COMMITMENTS
     450    2,040      790   42,220   40,690   43,460   43,520   10,615   10,555

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -2,170)
     -50      185     -285   -1,305   -1,540   -1,640   -1,640     -530     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.8      1.5     78.1     75.2     80.4     80.5     19.6     19.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,965
COMMITMENTS
   2,060      650      100   26,630   28,340   28,790   29,090   11,175   10,875

CHANGES FROM 07/03/18 (CHANGE IN OPEN INTEREST:     -1,260)
    -210      -50        0     -570     -720     -780     -770     -480     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      1.6      0.3     66.6     70.9     72.0     72.8     28.0     27.2

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



Updated July 13, 2018