MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,637
COMMITMENTS
     250      465       35   13,307   13,092   13,592   13,592    2,045    2,045

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.0      0.2     85.1     83.7     86.9     86.9     13.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14       13       16       15                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,605
COMMITMENTS
   1,310        0      100    9,265   10,580   10,675   10,680      930      925

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.3      0.0      0.9     79.8     91.2     92.0     92.0      8.0      8.0

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 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,956
COMMITMENTS
  11,725    6,440    1,750   41,176   46,487   54,651   54,677    8,305    8,279

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        905)
  -1,530   -1,260        0    1,191      921     -339     -339    1,244    1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     10.2      2.8     65.4     73.8     86.8     86.8     13.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       15       20       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,196
COMMITMENTS
  13,050    6,475    1,750   39,258   45,726   54,058   53,951    7,138    7,245

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        975)
  -1,520   -1,225        0    1,950    1,655      430      430      545      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     10.6      2.9     64.2     74.7     88.3     88.2     11.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       14       20       17       22                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,065
COMMITMENTS
     205   10,510      685   15,685    5,675   16,575   16,870    3,490    3,195

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:         35)
       0    1,300     -150      -50   -1,350     -200     -200      235      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     52.4      3.4     78.2     28.3     82.6     84.1     17.4     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        2       15       10       18       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,080
COMMITMENTS
     105   10,655      685   15,750    5,490   16,540   16,830    3,540    3,250

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:         60)
       0    1,300     -150      -25   -1,325     -175     -175      235      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     53.1      3.4     78.4     27.3     82.4     83.8     17.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       16        9       18       14                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,200
COMMITMENTS
   9,165      930        0   16,327   24,315   25,492   25,245    2,708    2,955

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:      1,800)
       0        0        0    1,800    1,800    1,800    1,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.5      3.3      0.0     57.9     86.2     90.4     89.5      9.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       13       11       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,090
COMMITMENTS
   4,905    1,205      620   24,820   28,700   30,345   30,525    2,745    2,565

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        670)
      80        0       20      320      400      420      420      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      3.6      1.9     75.0     86.7     91.7     92.2      8.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        1       15        9       20       12                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,440
COMMITMENTS
   4,745    1,205      600   22,395   26,115   27,740   27,920    2,700    2,520

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        895)
     380        0      -10       20      400      390      390      505      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      4.0      2.0     73.6     85.8     91.1     91.7      8.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        1       15        9       20       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,855
COMMITMENTS
   7,185    3,540      950   22,655   26,890   30,790   31,380    1,065      475

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:      4,245)
   3,420    2,560     -390    1,175    2,035    4,205    4,205       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     11.1      3.0     71.1     84.4     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       15       16       19       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,360
COMMITMENTS
   5,705    3,490    1,135   23,295   26,050   30,135   30,675    1,225      685

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:      4,245)
   3,500    2,560     -400    1,105    2,045    4,205    4,205       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     11.1      3.6     74.3     83.1     96.1     97.8      3.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        3       15       15       19       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,005
COMMITMENTS
   9,865    3,835      435   23,875   29,850   34,175   34,120    1,830    1,885

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        530)
     120       30       35      630      500      785      565     -255      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     10.7      1.2     66.3     82.9     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       17       11       23       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,035
COMMITMENTS
   9,790    3,530      435   20,940   27,140   31,165   31,105    1,870    1,930

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        590)
     120       30       35      510      500      665      565      -75       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6     10.7      1.3     63.4     82.2     94.3     94.2      5.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       17       11       23       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,010
COMMITMENTS
   7,050    2,620    7,050   75,635   80,020   89,735   89,690    8,275    8,320

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:      3,785)
     860      265    1,325      980    1,575    3,165    3,165      620      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      2.7      7.2     77.2     81.6     91.6     91.5      8.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        5       19       25       25       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,835
COMMITMENTS
   7,875    2,020    7,140   67,010   72,820   82,025   81,980    8,810    8,855

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:      4,210)
     335      120    1,755    1,440    1,655    3,530    3,530      680      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      2.2      7.9     73.8     80.2     90.3     90.3      9.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        1        4       19       23       25       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,455
COMMITMENTS
   6,900    2,750       50   23,140   27,360   30,090   30,160    1,365    1,295

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        940)
     600        0        0      305      905      905      905       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      8.7      0.2     73.6     87.0     95.7     95.9      4.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       16       21       19       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,465
COMMITMENTS
   3,160    1,300       30   18,700   20,630   21,890   21,960      575      505

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        205)
       0        0        0      205      205      205      205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      5.8      0.1     83.2     91.8     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       13       18       15       21                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,160
COMMITMENTS
   6,050    1,775        0   10,990   15,445   17,040   17,220    1,120      940

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      500      500      500      500       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3      9.8      0.0     60.5     85.0     93.8     94.8      6.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       14       12       16       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,075
COMMITMENTS
      50    4,460      890   43,775   39,425   44,715   44,775   11,360   11,300

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:      1,280)
       0      600        0    1,030      430    1,030    1,030      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      8.0      1.6     78.1     70.3     79.7     79.8     20.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        2       19       21       22       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,390
COMMITMENTS
   1,040    2,075      200   28,690   28,175   29,930   30,450   12,460   11,940

CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST:        405)
       0        0        0      405      405      405      405        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      4.9      0.5     67.7     66.5     70.6     71.8     29.4     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       22       20       24                  



Updated September 21, 2018