MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,320
COMMITMENTS
   1,375      100      100   11,770   13,045   13,245   13,245    2,075    2,075

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      0.7      0.7     76.8     85.2     86.5     86.5     13.5     13.5

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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,780
COMMITMENTS
   1,400        0      125    9,135   10,535   10,660   10,660    1,120    1,120

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        -25)
      50        0      -25      -50        0      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      0.0      1.1     77.5     89.4     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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,941
COMMITMENTS
  12,875    5,035      800   37,968   45,846   51,643   51,681    6,298    6,260

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        385)
    -250        0        0      635      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.2      8.7      1.4     65.5     79.1     89.1     89.2     10.9     10.8

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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,078
COMMITMENTS
  15,465    5,235      750   34,340   44,583   50,555   50,568    5,523    5,510

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        410)
    -250        0        0      660      410      410      410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6      9.3      1.3     61.2     79.5     90.2     90.2      9.8      9.8

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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,725
COMMITMENTS
     755    8,750       40   16,840    9,105   17,635   17,895    3,090    2,830

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:          0)
      25        0      -20      -25        0      -20      -20       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     42.2      0.2     81.3     43.9     85.1     86.3     14.9     13.7

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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,850
COMMITMENTS
     355    8,750        0   16,625    8,450   16,980   17,200    2,870    2,650

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:          0)
      25        0      -20      -25        0      -20      -20       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     44.1      0.0     83.8     42.6     85.5     86.6     14.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       16        9       17       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,620
COMMITMENTS
  11,835    1,030        0   14,797   25,353   26,632   26,383    2,988    3,237

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        250)
     250        0        0        0      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0      3.5      0.0     50.0     85.6     89.9     89.1     10.1     10.9

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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,770
COMMITMENTS
   4,735    1,535      220   28,385   31,700   33,340   33,455    2,430    2,315

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:          0)
     300        0     -150     -150      150        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      4.3      0.6     79.4     88.6     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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,275
COMMITMENTS
   4,555    1,535      220   25,485   28,620   30,260   30,375    2,015    1,900

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:          0)
     300        0     -150     -150      150        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      4.8      0.7     79.0     88.7     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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,050
COMMITMENTS
   2,635      625       60   19,080   21,840   21,775   22,525    1,275      525

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:         85)
     210        0       60     -195       15       75       75       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      2.7      0.3     82.8     94.8     94.5     97.7      5.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        1       15       14       19       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,615
COMMITMENTS
   2,635      410       60   18,700   21,585   21,395   22,055    1,220      560

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:         60)
     210        0       60     -210        0       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.7      1.8      0.3     82.7     95.4     94.6     97.5      5.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        1       14       14       18       17                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,475
COMMITMENTS
   9,380    2,100      290   25,535   32,995   35,205   35,385    1,270    1,090

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        665)
     385      600        0       60     -215      445      385      220      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.7      5.8      0.8     70.0     90.5     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       14       10       18       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,630
COMMITMENTS
   9,775    2,100       50   22,515   30,250   32,340   32,400    1,290    1,230

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        560)
     385      600        0        0     -275      385      325      175      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      6.2      0.1     66.9     89.9     96.2     96.3      3.8      3.7

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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,330
COMMITMENTS
   9,810    2,075    3,580   76,705   84,385   90,095   90,040    8,235    8,290

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        435)
     -10        0      310       55       45      355      355       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      2.1      3.6     78.0     85.8     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        4       21       26       27       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,570
COMMITMENTS
   8,240    2,000    3,005   69,790   75,975   81,035   80,980    7,535    7,590

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        375)
     -10        0      310       50       40      350      350       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      2.3      3.4     78.8     85.8     91.5     91.4      8.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        3       20       23       26       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,525
COMMITMENTS
   4,600    3,200      150   24,145   25,615   28,895   28,965    1,630    1,560

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        325)
     150        0        0      175      325      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1     10.5      0.5     79.1     83.9     94.7     94.9      5.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       16       19       19       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,625
COMMITMENTS
   2,975    1,350        0   19,300   20,885   22,275   22,235      350      390

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:       -200)
     150        0        0      -70       80       80       80     -280     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      6.0      0.0     85.3     92.3     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       12       16       13       18                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/18          |
--------------------------------------------------------------| 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    2,200        0    9,830   14,130   16,330   16,330    1,275    1,275

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:          0)
       0      150        0        0     -150        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.9     12.5      0.0     55.8     80.3     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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,240
COMMITMENTS
     450    2,040      790   43,395   41,865   44,635   44,695   10,605   10,545

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:      1,165)
       0        0        0    1,175    1,175    1,175    1,175      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.7      1.4     78.6     75.8     80.8     80.9     19.2     19.1

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 07/17/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,115
COMMITMENTS
   2,060      650      100   26,630   28,340   28,790   29,090   11,325   11,025

CHANGES FROM 07/10/18 (CHANGE IN OPEN INTEREST:        150)
       0        0        0        0        0        0        0      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      1.6      0.2     66.4     70.6     71.8     72.5     28.2     27.5

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



Updated July 20, 2018