MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,242
COMMITMENTS
   1,410       50      100   10,792   12,152   12,302   12,302    1,940    1,940

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -1,093)
     -25      -50        0     -933     -908     -958     -958     -135     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.4      0.7     75.8     85.3     86.4     86.4     13.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       14       13       16       15                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,910
COMMITMENTS
   1,410        0      100    8,405    9,815    9,915    9,915      995      995

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -930)
     -50        0      -25     -730     -780     -805     -805     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      0.0      0.9     77.0     90.0     90.9     90.9      9.1      9.1

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
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,109
COMMITMENTS
  13,850    6,230    1,100   36,585   44,239   51,535   51,569    6,574    6,540

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -2,762)
    -525      320        0   -2,463   -3,312   -2,988   -2,992      226      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     10.7      1.9     63.0     76.1     88.7     88.7     11.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       15       21       19       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,172
COMMITMENTS
  15,515    6,230    1,100   33,434   42,612   50,049   49,942    6,123    6,230

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -2,726)
  -1,075      245        0   -2,031   -3,351   -3,106   -3,106      380      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     11.1      2.0     59.5     75.9     89.1     88.9     10.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       14       21       18       23                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,525
COMMITMENTS
     525    8,715       20   15,755    7,875   16,300   16,610    3,225    2,915

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -1,540)
    -180     -250      -20   -1,280   -1,225   -1,480   -1,495      -60      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     44.6      0.1     80.7     40.3     83.5     85.1     16.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        4        1       15       10       17       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,215
COMMITMENTS
     275    8,910        0   15,700    7,350   15,975   16,260    3,240    2,955

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -990)
     -30       10        0   -1,175   -1,150   -1,205   -1,140      215      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     46.4      0.0     81.7     38.3     83.1     84.6     16.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        0       16       10       17       14                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,427
COMMITMENTS
  10,475      980        0   14,114   23,360   24,589   24,340    2,838    3,087

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -2,193)
  -1,360      -50        0     -683   -1,993   -2,043   -2,043     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2      3.6      0.0     51.5     85.2     89.7     88.7     10.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       10       14       12       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,050
COMMITMENTS
   5,105    1,445       10   25,680   29,465   30,795   30,920    2,255    2,130

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -2,825)
     -55      -90     -185   -2,280   -2,235   -2,520   -2,510     -305     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      4.4      0.0     77.7     89.2     93.2     93.6      6.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        1       13       10       18       13                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,010
COMMITMENTS
   4,880    1,445       20   23,210   26,770   28,110   28,235    1,900    1,775

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -2,440)
     -90      -90     -185   -1,860   -1,850   -2,135   -2,125     -305     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      4.8      0.1     77.3     89.2     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        1       13       10       18       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,250
COMMITMENTS
   2,550    1,155       45   18,460   20,565   21,055   21,765    1,195      485

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -980)
    -285      455      -15     -590   -1,370     -890     -930      -90      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      5.2      0.2     83.0     92.4     94.6     97.8      5.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        1       15       14       19       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,010
COMMITMENTS
   1,725    1,205      220   18,910   20,070   20,855   21,495    1,155      515

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -810)
    -960      705      160       75   -1,610     -725     -745      -85      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      5.5      1.0     85.9     91.2     94.8     97.7      5.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        2       14       14       18       18                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,260
COMMITMENTS
   9,270    2,400      170   24,395   31,435   33,835   34,005    1,425    1,255

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -2,130)
     -10      -50     -145   -1,830   -1,800   -1,985   -1,995     -145     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      6.8      0.5     69.2     89.2     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        3       15       10       19       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,680
COMMITMENTS
   9,455    2,400       50   21,845   28,950   31,350   31,400    1,330    1,280

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -1,750)
    -220      -50      -25   -1,370   -1,550   -1,615   -1,625     -135     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      7.3      0.2     66.8     88.6     95.9     96.1      4.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        2       14       10       18       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,355
COMMITMENTS
   6,230    1,970    4,735   73,460   77,670   84,425   84,375    7,930    7,980

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -7,545)
  -1,815     -105     -395   -4,500   -6,205   -6,710   -6,705     -835     -840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      2.1      5.1     79.5     84.1     91.4     91.4      8.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        5       20       25       26       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,005
COMMITMENTS
   7,160    2,155    3,730   64,995   69,950   75,885   75,835    8,120    8,170

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -6,035)
     465      275     -805   -4,980   -4,785   -5,320   -5,315     -715     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      2.6      4.4     77.4     83.3     90.3     90.3      9.7      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        4       19       22       25       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,220
COMMITMENTS
   5,675    2,975      100   22,985   25,755   28,760   28,830    1,460    1,390

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -1,175)
      25     -225      -50     -980     -730   -1,005   -1,005     -170     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      9.8      0.3     76.1     85.2     95.2     95.4      4.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       16       19       19       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,750
COMMITMENTS
   2,775    1,375        0   18,635   20,005   21,410   21,380      340      370

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:       -925)
    -250      -25        0     -665     -880     -915     -905      -10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      6.3      0.0     85.7     92.0     98.4     98.3      1.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       12       17       13       19                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,915
COMMITMENTS
   6,125    1,900        0    9,940   14,165   16,065   16,065      850      850

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -1,590)
    -675     -150        0     -790   -1,315   -1,465   -1,465     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.2     11.2      0.0     58.8     83.7     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       11       13       13       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,560
COMMITMENTS
     100    2,675      915   43,560   41,045   44,575   44,635    9,985    9,925

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -1,775)
     -50       35      -25   -1,230   -1,315   -1,305   -1,305     -470     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      4.9      1.7     79.8     75.2     81.7     81.8     18.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        2       20       21       23       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 08/07/18                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,280
COMMITMENTS
   1,850      700        0   26,440   28,000   28,290   28,700   11,990   11,580

CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST:     -1,165)
    -210     -100        0   -1,145   -1,265   -1,355   -1,365      190      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.7      0.0     65.6     69.5     70.2     71.3     29.8     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       17       22       19       23                  



Updated August 10, 2018