PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,927
COMMITMENTS
      75    2,800      100   25,852   22,987   26,027   25,887    3,900    4,040

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -981)
      25     -100      -25   -1,012     -867   -1,012     -992       31       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.4      0.3     86.4     76.8     87.0     86.5     13.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       12       15       13       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,760
COMMITMENTS
      75    2,800      100   24,446   21,461   24,621   24,361    3,139    3,399

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -907)
      25     -100      -25     -985     -840     -985     -965       78       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.1      0.4     88.1     77.3     88.7     87.8     11.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       11       15       12       17                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,680
COMMITMENTS
       0   10,500       15   22,190   11,850   22,205   22,365    2,475    2,315

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,195)
       0     -900        0   -1,950   -1,060   -1,950   -1,960     -245     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     42.5      0.1     89.9     48.0     90.0     90.6     10.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        6        1       19       13       20       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,315
COMMITMENTS
       0   10,025       15   22,820   12,955   22,835   22,995    2,480    2,320

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,025)
       0     -550        0   -1,800   -1,260   -1,800   -1,810     -225     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     39.6      0.1     90.1     51.2     90.2     90.8      9.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        1       19       14       20       19                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,610
COMMITMENTS
     500      480      300   31,445   31,485   32,245   32,265    4,365    4,345

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -3,000)
    -225     -150     -150   -2,505   -2,590   -2,880   -2,890     -120     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.3      0.8     85.9     86.0     88.1     88.1     11.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       15       12       19       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,430
COMMITMENTS
     725      505      150   29,875   30,135   30,750   30,790    3,680    3,640

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,630)
    -250     -175     -125   -2,145   -2,210   -2,520   -2,510     -110     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.5      0.4     86.8     87.5     89.3     89.4     10.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        2       14       12       18       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,145
COMMITMENTS
       0    4,895       25   16,195   11,645   16,220   16,565    1,925    1,580

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,740)
       0     -550      -25     -960     -320     -985     -895     -755     -845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.0      0.1     89.3     64.2     89.4     91.3     10.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       17       11       18       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,520
COMMITMENTS
       0    4,335       25   15,145   11,155   15,170   15,515    2,350    2,005

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,900)
       0     -650      -25   -1,145     -405   -1,170   -1,080     -730     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.7      0.1     86.4     63.7     86.6     88.6     13.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       17       11       18       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,775
COMMITMENTS
     500      405      180   17,725   18,585   18,405   19,170    3,370    2,605

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -2,080)
    -175       25       80   -1,520   -1,730   -1,615   -1,625     -465     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.9      0.8     81.4     85.4     84.5     88.0     15.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        2       16       12       20       14                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,785
COMMITMENTS
     490      455      100   15,825   16,875   16,415   17,430    3,370    2,355

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,930)
    -160       25       50   -1,425   -1,630   -1,535   -1,555     -395     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.3      0.5     80.0     85.3     83.0     88.1     17.0     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        2       16       10       20       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,085
COMMITMENTS
  12,100      350        0   26,775   38,545   38,875   38,895    1,210    1,190

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      3,065)
   1,685     -350        0    1,795    3,825    3,480    3,475     -415     -410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      0.9      0.0     66.8     96.2     97.0     97.0      3.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        0       18       11       23       12                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,970
COMMITMENTS
  11,015      350       75   23,250   33,935   34,340   34,360    1,630    1,610

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      3,655)
   1,985     -350        0    2,080    4,410    4,065    4,060     -410     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      1.0      0.2     64.6     94.3     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        1       18       11       23       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,115
COMMITMENTS
  10,300    2,100    2,375   77,865   86,035   90,540   90,510    7,575    7,605

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,570)
   1,105    1,355      -75      755      520    1,785    1,800     -215     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      2.1      2.4     79.4     87.7     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        2        3       23       26       29       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,815
COMMITMENTS
   9,650    2,100    2,080   69,585   77,105   81,315   81,285    9,500    9,530

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:      1,785)
     965    1,380       35      900      500    1,900    1,915     -115     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      2.3      2.3     76.6     84.9     89.5     89.5     10.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        3       20       24       25       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,680
COMMITMENTS
     700    1,900       75   14,700   13,680   15,475   15,655    2,205    2,025

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -510)
     -25      250        0     -360     -635     -385     -385     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     10.7      0.4     83.1     77.4     87.5     88.5     12.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       16       15       18       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,780
COMMITMENTS
   1,575      175        0   14,270   15,885   15,845   16,060      935      720

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:       -880)
    -200        0        0     -445     -655     -645     -655     -235     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      1.0      0.0     85.0     94.7     94.4     95.7      5.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       12       16       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,695
COMMITMENTS
       0    2,825      925   38,060   35,235   38,985   38,985    7,710    7,710

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,360)
       0     -625      325   -1,095     -470     -770     -770     -590     -590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      2.0     81.5     75.5     83.5     83.5     16.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       18       22       20       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 02/06/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,410
COMMITMENTS
     475      600      325   20,330   20,325   21,130   21,250    9,280    9,160

CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST:     -1,130)
     200        0      100   -1,350   -1,150   -1,050   -1,050      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.0      1.1     66.9     66.8     69.5     69.9     30.5     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       21       19       23                  



Updated February 9, 2018