MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,547
COMMITMENTS
   1,410       50      100   10,947   12,307   12,457   12,457    2,090    2,090

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        305)
       0        0        0      155      155      155      155      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      0.3      0.7     75.3     84.6     85.6     85.6     14.4     14.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,750
COMMITMENTS
   1,410        0      100    8,245    9,655    9,755    9,755      995      995

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0     -160     -160     -160     -160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      0.0      0.9     76.7     89.8     90.7     90.7      9.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       11       14       14       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,169
COMMITMENTS
  13,250    6,230    1,100   36,695   43,749   51,045   51,079    7,124    7,090

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:         60)
    -600        0        0      110     -490     -490     -490      550      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     10.7      1.9     63.1     75.2     87.8     87.8     12.2     12.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,232
COMMITMENTS
  14,915    6,230    1,100   33,544   42,122   49,559   49,452    6,673    6,780

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:         60)
    -600        0        0      110     -490     -490     -490      550      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5     11.1      2.0     59.7     74.9     88.1     87.9     11.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       14       22       18       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,525
COMMITMENTS
     525    8,740       20   15,755    7,850   16,300   16,610    3,225    2,915

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:          0)
       0       25        0        0      -25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     44.8      0.1     80.7     40.2     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,215
COMMITMENTS
     275    8,935        0   15,700    7,325   15,975   16,260    3,240    2,955

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:          0)
       0       25        0        0      -25        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     46.5      0.0     81.7     38.1     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| 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 08/07/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,250
COMMITMENTS
   5,405    1,395       10   25,705   29,715   31,120   31,120    2,130    2,130

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        200)
     300      -50        0       25      250      325      200     -125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      4.2      0.0     77.3     89.4     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        1       14       11       19       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,960
COMMITMENTS
   5,030    1,395       20   23,145   26,780   28,195   28,195    1,765    1,765

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        -50)
     150      -50        0      -65       10       85      -40     -135      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      4.7      0.1     77.3     89.4     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        2        1       14       11       19       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,750
COMMITMENTS
   2,010    1,155      510   19,105   20,570   21,625   22,235    1,125      515

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        500)
    -540        0      465      645        5      570      470      -70       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      5.1      2.2     84.0     90.4     95.1     97.7      4.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       15       16       19       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,665
COMMITMENTS
   1,825    1,895       45   19,710   20,180   21,580   22,120    1,085      545

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        655)
     100      690     -175      800      110      725      625      -70       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      8.4      0.2     87.0     89.0     95.2     97.6      4.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        1       14       16       17       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,160
COMMITMENTS
   9,330    2,000      320   24,270   31,770   33,920   34,090    1,240    1,070

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:       -100)
      60     -400      150     -125      335       85       85     -185     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.5      5.7      0.9     69.0     90.4     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        4       16       10       21       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,580
COMMITMENTS
   9,515    2,000      200   21,720   29,285   31,435   31,485    1,145    1,095

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:       -100)
      60     -400      150     -125      335       85       85     -185     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2      6.1      0.6     66.7     89.9     96.5     96.6      3.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        3        3       15       10       20       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,195
COMMITMENTS
   6,295    2,030    4,640   73,295   77,510   84,230   84,180    7,965    8,015

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:       -160)
      65       60      -95     -165     -160     -195     -195       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8      2.2      5.0     79.5     84.1     91.4     91.3      8.6      8.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       83,810
COMMITMENTS
   7,100    1,890    3,885   64,670   69,830   75,655   75,605    8,155    8,205

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:       -195)
     -60     -265      155     -325     -120     -230     -230       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      2.3      4.6     77.2     83.3     90.3     90.2      9.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        2        5       19       22       25       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,645
COMMITMENTS
   5,950    2,975      100   23,135   26,180   29,185   29,255    1,460    1,390

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        425)
     275        0        0      150      425      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4      9.7      0.3     75.5     85.4     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       16       20       19       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,850
COMMITMENTS
   2,850    1,375        0   18,660   20,105   21,510   21,480      340      370

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        100)
      75        0        0       25      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      6.3      0.0     85.4     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,615
COMMITMENTS
   6,125    1,975        0   10,640   14,790   16,765   16,765      850      850

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        700)
       0       75        0      700      625      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8     11.2      0.0     60.4     84.0     95.2     95.2      4.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       12       13       14       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,735
COMMITMENTS
     100    2,875      915   42,435   39,720   43,450   43,510   11,285   11,225

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        175)
       0      200        0   -1,125   -1,325   -1,125   -1,125    1,300    1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.3      1.7     77.5     72.6     79.4     79.5     20.6     20.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,550
COMMITMENTS
   1,950      650        0   26,890   28,600   28,840   29,250   11,710   11,300

CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST:        270)
     100      -50        0      450      600      550      550     -280     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      1.6      0.0     66.3     70.5     71.1     72.1     28.9     27.9

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



Updated August 17, 2018