PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,273
COMMITMENTS
      50    2,900      125   25,367   22,067   25,542   25,092    3,731    4,181

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      9.9      0.4     86.7     75.4     87.3     85.7     12.7     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       13       15       14       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,957
COMMITMENTS
      50    2,900      125   24,831   21,531   25,006   24,556    2,951    3,401

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     10.4      0.4     88.8     77.0     89.4     87.8     10.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       11       16       12       18                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,375
COMMITMENTS
       0   11,475        0   23,550   12,245   23,550   23,720    2,825    2,655

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:        -25)
       0      300        0      -20     -320      -20      -20       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     43.5      0.0     89.3     46.4     89.3     89.9     10.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        6        0       19       14       19       20                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,790
COMMITMENTS
       0   10,625        0   24,005   13,550   24,005   24,175    2,785    2,615

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:        -25)
       0      300        0      -25     -325      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.7      0.0     89.6     50.6     89.6     90.2     10.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        0       19       15       19       20                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,275
COMMITMENTS
     625    1,005      300   34,230   33,880   35,155   35,185    4,120    4,090

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:      1,525)
       0       25        0    1,525    1,500    1,525    1,525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.6      0.8     87.2     86.3     89.5     89.6     10.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        3       14       12       17       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,965
COMMITMENTS
     825    1,005      150   32,300   31,910   33,275   33,065    3,690    3,900

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:      1,700)
       0       25        0    1,700    1,675    1,700    1,700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.7      0.4     87.4     86.3     90.0     89.4     10.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       14       10       17       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,785
COMMITMENTS
       0    5,315        0   17,205   11,965   17,205   17,280    2,580    2,505

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     26.9      0.0     87.0     60.5     87.0     87.3     13.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       16       10       16       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,985
COMMITMENTS
     500      430       50   18,460   19,455   19,010   19,935    3,975    3,050

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:      1,345)
     450        0        0      230      710      680      710      665      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.9      0.2     80.3     84.6     82.7     86.7     17.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       14       12       17       13                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,780
COMMITMENTS
     650      430       50   16,290   17,545   16,990   18,025    3,790    2,755

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:        530)
     450        0        0     -545      -95      -95      -95      625      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.1      0.2     78.4     84.4     81.8     86.7     18.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       14       11       18       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,140
COMMITMENTS
  10,915      700        0   24,525   34,765   35,440   35,465    1,700    1,675

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:        550)
     -70        0        0      120       50       50       50      500      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4      1.9      0.0     66.0     93.6     95.4     95.5      4.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        0       18       12       22       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,590
COMMITMENTS
   9,580      700        0   20,965   29,870   30,545   30,570    2,045    2,020

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:        525)
    -100        0        0      310      210      210      210      315      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4      2.1      0.0     64.3     91.7     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        0       19       12       23       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,935
COMMITMENTS
   9,270      825    2,235   74,630   83,030   86,135   86,090    7,800    7,845

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:      1,665)
   1,545      500      110   -1,190     -145      465      465    1,200    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      0.9      2.4     79.4     88.4     91.7     91.6      8.3      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        3       21       24       27       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,335
COMMITMENTS
   8,635      825    1,855   66,115   73,880   76,605   76,560    9,730    9,775

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:      3,175)
   1,575      500        5      500    1,575    2,080    2,080    1,095    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      1.0      2.1     76.6     85.6     88.7     88.7     11.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        3       19       22       24       26                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,190
COMMITMENTS
     725    1,650       75   15,060   14,315   15,860   16,040    2,330    2,150

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:         75)
       0        0       75        0        0       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      9.1      0.4     82.8     78.7     87.2     88.2     12.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       16       15       18       17                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,805
COMMITMENTS
       0    3,450      600   38,920   35,470   39,520   39,520    8,285    8,285

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:        150)
       0        0      100       25       25      125      125       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.2      1.3     81.4     74.2     82.7     82.7     17.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       18       21       20       24                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,060
COMMITMENTS
     300      600      225   21,060   20,880   21,585   21,705    8,475    8,355

CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      2.0      0.7     70.1     69.5     71.8     72.2     28.2     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       17       20       19       22                  



Updated January 26, 2018