PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,908
COMMITMENTS
      50    2,900      125   26,864   23,854   27,039   26,879    3,869    4,029

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      1,635)
       0        0        0    1,497    1,787    1,497    1,787      138     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      9.4      0.4     86.9     77.2     87.5     87.0     12.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       12       16       13       18                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,667
COMMITMENTS
      50    2,900      125   25,431   22,301   25,606   25,326    3,061    3,341

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        710)
       0        0        0      600      770      600      770      110      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     10.1      0.4     88.7     77.8     89.3     88.3     10.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       11       16       12       18                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,875
COMMITMENTS
       0   11,400       15   24,140   12,910   24,155   24,325    2,720    2,550

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        500)
       0      -75       15      590      665      605      605     -105     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     42.4      0.1     89.8     48.0     89.9     90.5     10.1      9.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,340
COMMITMENTS
       0   10,575       15   24,620   14,215   24,635   24,805    2,705    2,535

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        550)
       0      -50       15      615      665      630      630      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     38.7      0.1     90.1     52.0     90.1     90.7      9.9      9.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,610
COMMITMENTS
     725      630      450   33,950   34,075   35,125   35,155    4,485    4,455

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        335)
     100     -375      150     -280      195      -30      -30      365      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.6      1.1     85.7     86.0     88.7     88.8     11.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        4       15       12       19       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,060
COMMITMENTS
     975      680      275   32,020   32,345   33,270   33,300    3,790    3,760

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:         95)
     150     -325      125     -280      435       -5      235      100     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      1.8      0.7     86.4     87.3     89.8     89.9     10.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        3       14       12       18       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,885
COMMITMENTS
       0    5,445       50   17,155   11,965   17,205   17,460    2,680    2,425

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        100)
       0      130       50      -50        0        0      180      100      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     27.4      0.3     86.3     60.2     86.5     87.8     13.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       17       10       18       13                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,420
COMMITMENTS
       0    4,985       50   16,290   11,560   16,340   16,595    3,080    2,825

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.7      0.3     83.9     59.5     84.1     85.5     15.9     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17       10       18       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,855
COMMITMENTS
     675      380      100   19,245   20,315   20,020   20,795    3,835    3,060

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        870)
     175      -50       50      785      860    1,010      860     -140       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.6      0.4     80.7     85.2     83.9     87.2     16.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       15       13       19       14                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,715
COMMITMENTS
     650      430       50   17,250   18,505   17,950   18,985    3,765    2,730

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        935)
       0        0        0      960      960      960      960      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.0      0.2     79.4     85.2     82.7     87.4     17.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       15       11       19       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,020
COMMITMENTS
  10,415      700        0   24,980   34,720   35,395   35,420    1,625    1,600

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -120)
    -500        0        0      455      -45      -45      -45      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.1      1.9      0.0     67.5     93.8     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        0       19       12       23       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,315
COMMITMENTS
   9,030      700       75   21,170   29,525   30,275   30,300    2,040    2,015

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:       -275)
    -550        0       75      205     -345     -270     -270       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9      2.2      0.2     65.5     91.4     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        1       19       12       23       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,545
COMMITMENTS
   9,195      745    2,450   77,110   85,515   88,755   88,710    7,790    7,835

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      2,610)
     -75      -80      215    2,480    2,485    2,620    2,620      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.8      2.5     79.9     88.6     91.9     91.9      8.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        3       22       25       28       29                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,030
COMMITMENTS
   8,685      720    2,045   68,685   76,605   79,415   79,370    9,615    9,660

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      2,695)
      50     -105      190    2,570    2,725    2,810    2,810     -115     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      0.8      2.3     77.1     86.0     89.2     89.1     10.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        3       19       24       24       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| 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 01/23/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,660
COMMITMENTS
   1,775      175        0   14,715   16,540   16,490   16,715    1,170      945

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      1.0      0.0     83.3     93.7     93.4     94.6      6.6      5.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,055
COMMITMENTS
       0    3,450      600   39,155   35,705   39,755   39,755    8,300    8,300

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      235      235      235      235       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.2      1.2     81.5     74.3     82.7     82.7     17.3     17.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,540
COMMITMENTS
     275      600      225   21,680   21,475   22,180   22,300    9,360    9,240

CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST:      1,480)
     -25        0        0      620      595      595      595      885      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.9      0.7     68.7     68.1     70.3     70.7     29.7     29.3

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



Updated February 2, 2018