MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,335
COMMITMENTS
   1,435      100      100   11,725   13,060   13,260   13,260    2,075    2,075

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      0.7      0.7     76.5     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 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,840
COMMITMENTS
   1,460        0      125    9,135   10,595   10,720   10,720    1,120    1,120

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3      0.0      1.1     77.2     89.5     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 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,871
COMMITMENTS
  14,375    5,910    1,100   39,048   47,551   54,523   54,561    6,348    6,310

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:      2,555)
   2,100      875      100      305    1,530    2,505    2,505       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6      9.7      1.8     64.1     78.1     89.6     89.6     10.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       15       21       19       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,898
COMMITMENTS
  16,590    5,985    1,100   35,465   45,963   53,155   53,048    5,743    5,850

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:      2,480)
   1,925      750      150      285    1,340    2,360    2,240      120      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     10.2      1.9     60.2     78.0     90.2     90.1      9.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       14       21       18       23                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,065
COMMITMENTS
     705    8,965       40   17,035    9,100   17,780   18,105    3,285    2,960

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        310)
     -50       60        0      100       50       50      110      260      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     42.6      0.2     80.9     43.2     84.4     85.9     15.6     14.1

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 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,205
COMMITMENTS
     305    8,900        0   16,875    8,500   17,180   17,400    3,025    2,805

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        310)
     -50        0        0      100       50       50       50      260      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     44.0      0.0     83.5     42.1     85.0     86.1     15.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       16       10       17       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| 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 07/24/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,875
COMMITMENTS
   5,160    1,535      195   27,960   31,700   33,315   33,430    2,560    2,445

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        105)
     325        0      -25     -325        0      -25      -25      130      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      4.3      0.5     77.9     88.4     92.9     93.2      7.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        1       13       11       18       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,450
COMMITMENTS
   4,970    1,535      205   25,070   28,620   30,245   30,360    2,205    2,090

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        155)
     315        0      -15     -315        0      -15      -15      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      4.7      0.6     77.3     88.2     93.2     93.6      6.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        1       13       11       18       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,230
COMMITMENTS
   2,835      700       60   19,050   21,935   21,945   22,695    1,285      535

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:          0)
       0      100        0        0     -100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      3.0      0.3     82.0     94.4     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 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,820
COMMITMENTS
   2,685      500       60   18,835   21,680   21,580   22,240    1,240      580

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:         15)
       0       90        0        0      -90        0        0       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      2.2      0.3     82.5     95.0     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 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,390
COMMITMENTS
   9,280    2,450      315   26,225   33,235   35,820   36,000    1,570    1,390

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        915)
    -100      350       25      690      240      615      615      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.8      6.6      0.8     70.1     88.9     95.8     96.3      4.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        3       15       10       19       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,430
COMMITMENTS
   9,675    2,450       75   23,215   30,500   32,965   33,025    1,465    1,405

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        800)
    -100      350       25      700      250      625      625      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      7.1      0.2     67.4     88.6     95.7     95.9      4.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       14       10       18       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       99,900
COMMITMENTS
   8,045    2,075    5,130   77,960   83,875   91,135   91,080    8,765    8,820

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        875)
     285        0      225      140      425      650      650      225      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      2.1      5.1     78.0     84.0     91.2     91.2      8.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        5       21       25       27       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,040
COMMITMENTS
   6,695    1,880    4,535   69,975   74,735   81,205   81,150    8,835    8,890

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:      1,125)
     135     -120      175      640      895      950      950      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      2.1      5.0     77.7     83.0     90.2     90.1      9.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        4       20       22       26       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,395
COMMITMENTS
   5,650    3,200      150   23,965   26,485   29,765   29,835    1,630    1,560

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        870)
     750        0        0      120      870      870      870        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.0     10.2      0.5     76.3     84.4     94.8     95.0      5.2      5.0

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 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,675
COMMITMENTS
   3,025    1,400        0   19,300   20,885   22,325   22,285      350      390

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:         50)
      50       50        0        0        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      6.2      0.0     85.1     92.1     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 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,505
COMMITMENTS
   6,800    2,050        0   10,730   15,480   17,530   17,530      975      975

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        300)
     300     -150        0      300      750      600      600     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7     11.1      0.0     58.0     83.7     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       11       12       13       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,335
COMMITMENTS
     150    2,640      940   44,790   42,360   45,880   45,940   10,455   10,395

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:      1,185)
    -300      600      150      345     -555      195      195      990      990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      4.7      1.7     79.5     75.2     81.4     81.5     18.6     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        2       20       21       23       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,445
COMMITMENTS
   2,060      800        0   27,585   29,265   29,645   30,065   11,800   11,380

CHANGES FROM 07/24/18 (CHANGE IN OPEN INTEREST:        920)
       0      150     -100      970      820      870      870       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      1.9      0.0     66.6     70.6     71.5     72.5     28.5     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       16       22       18       23                  



Updated August 3, 2018