MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,007
COMMITMENTS
     375    2,865      850   13,902   11,412   15,127   15,127    1,880    1,880

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,300)
     -25       25        0     -905     -955     -930     -930     -370     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     16.8      5.0     81.7     67.1     88.9     88.9     11.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        1       14       16       18       19                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,225
COMMITMENTS
     125    1,315      635    9,735    8,545   10,495   10,495      730      730

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,350)
     -75      -25        0   -1,120   -1,170   -1,195   -1,195     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     11.7      5.7     86.7     76.1     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       11       15       14       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,051
COMMITMENTS
   8,555    5,590    4,755   45,455   48,082   58,765   58,427    9,286    9,624

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,928)
  -2,345       50      665     -228   -2,624   -1,908   -1,909      -20      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      8.2      7.0     66.8     70.7     86.4     85.9     13.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       15       21       18       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,678
COMMITMENTS
   9,155    5,590    4,915   44,215   47,313   58,285   57,818    8,393    8,860

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,733)
  -2,275       50      690     -204   -2,529   -1,789   -1,789       56       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      8.4      7.4     66.3     71.0     87.4     86.7     12.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       15       21       18       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,310
COMMITMENTS
   1,575   10,535    2,160   14,780    6,055   18,515   18,750    3,795    3,560

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,205)
     330     -680     -395   -1,310     -360   -1,375   -1,435      170      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1     47.2      9.7     66.2     27.1     83.0     84.0     17.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        3       15       11       18       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,435
COMMITMENTS
   1,475   10,410    2,360   14,580    5,880   18,415   18,650    4,020    3,785

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,205)
     330     -680     -395   -1,310     -360   -1,375   -1,435      170      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6     46.4     10.5     65.0     26.2     82.1     83.1     17.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        3       15       11       18       17                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,124
COMMITMENTS
   9,845      830        0   14,651   23,419   24,496   24,249    2,628    2,875

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,102)
     -85      -50        0     -887     -922     -972     -972     -130     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.3      3.1      0.0     54.0     86.3     90.3     89.4      9.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       14       11       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,350
COMMITMENTS
   9,705    1,805      890   24,290   32,220   34,885   34,915    2,465    2,435

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,050)
     850     -420       65   -1,700     -665     -785   -1,020     -265      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      4.8      2.4     65.0     86.3     93.4     93.5      6.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        3       15       11       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,085
COMMITMENTS
   9,445    1,455    1,265   21,985   30,005   32,695   32,725    2,390    2,360

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:       -660)
     950     -420       90   -1,505     -370     -465     -700     -195       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9      4.1      3.6     62.7     85.5     93.2     93.3      6.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        4       15       10       21       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,460
COMMITMENTS
  11,630    9,645    2,205   30,575   33,120   44,410   44,970    2,050    1,490

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:      3,325)
   1,325      -95   -1,225    2,950    4,360    3,050    3,040      275      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     20.8      4.7     65.8     71.3     95.6     96.8      4.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        4       17       18       23       22                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,910
COMMITMENTS
  10,805    9,575    2,275   30,770   32,540   43,850   44,390    2,060    1,520

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:      3,260)
   1,580     -140   -1,240    2,635    4,355    2,975    2,975      285      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     20.9      5.0     67.0     70.9     95.5     96.7      4.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        5       18       18       24       23                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,590
COMMITMENTS
  17,990    7,080    1,980   23,185   34,045   43,155   43,105    2,435    2,485

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -2,120)
     355    1,535   -1,075   -1,360   -2,590   -2,080   -2,130      -40       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5     15.5      4.3     50.9     74.7     94.7     94.5      5.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       18       12       24       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,260
COMMITMENTS
  17,895    6,980    1,980   20,810   31,675   40,685   40,635    2,575    2,625

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -2,220)
     405    1,435   -1,135   -1,425   -2,505   -2,155   -2,205      -65      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4     16.1      4.6     48.1     73.2     94.0     93.9      6.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       17       12       23       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      109,754
COMMITMENTS
   7,084    9,760   10,790   83,285   80,354  101,159  100,904    8,595    8,850

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -4,446)
  -2,571    1,615     -135     -925   -5,306   -3,631   -3,826     -815     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      8.9      9.8     75.9     73.2     92.2     91.9      7.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        6       22       27       29       34                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,483
COMMITMENTS
   8,571    9,375    8,762   76,040   74,769   93,373   92,906    9,110    9,577

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -5,246)
  -1,846    1,930   -1,470     -675   -4,681   -3,991   -4,221   -1,255   -1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      9.1      8.5     74.2     73.0     91.1     90.7      8.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        3        6       20       24       27       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,260
COMMITMENTS
   5,905    4,100      365   24,360   26,675   30,630   31,140    1,630    1,120

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,300)
    -575      100        0     -775   -1,275   -1,350   -1,175       50     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     12.7      1.1     75.5     82.7     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        4        1       16       18       18       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,780
COMMITMENTS
   2,775    2,450      370   20,520   20,845   23,665   23,665    1,115    1,115

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,160)
    -520      -25        0     -590   -1,085   -1,110   -1,110      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      9.9      1.5     82.8     84.1     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       17       18       19       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,020
COMMITMENTS
   9,775      945      505   10,540   19,550   20,820   21,000    1,200    1,020

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:       -915)
    -925     -225      425     -265     -965     -765     -765     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4      4.3      2.3     47.9     88.8     94.6     95.4      5.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       13       13       17       15                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,340
COMMITMENTS
     600    8,080      645   44,720   37,300   45,965   46,025   10,375   10,315

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,775)
     200     -840     -110   -1,530     -490   -1,440   -1,440     -335     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     14.3      1.1     79.4     66.2     81.6     81.7     18.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        2       20       19       25       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,645
COMMITMENTS
     770    4,975        0   27,745   24,160   28,515   29,135   13,130   12,510

CHANGES FROM 10/30/18 (CHANGE IN OPEN INTEREST:     -1,020)
     -85        0        0   -1,370   -1,465   -1,455   -1,465      435      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     11.9      0.0     66.6     58.0     68.5     70.0     31.5     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       18       19       20       21                  



Updated November 9, 2018