MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,337
COMMITMENTS
     250      465       35   13,007   12,792   13,292   13,292    2,045    2,045

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:       -235)
       0      -25      -25      -80      -55     -105     -105     -130     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.0      0.2     84.8     83.4     86.7     86.7     13.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14       13       16       15                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,305
COMMITMENTS
   1,310        0      100    8,965   10,280   10,375   10,380      930      925

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:       -455)
    -100        0        0     -230     -330     -330     -330     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      0.0      0.9     79.3     90.9     91.8     91.8      8.2      8.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,051
COMMITMENTS
  13,255    7,700    1,750   39,985   45,566   54,990   55,016    7,061    7,035

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -1,263)
    -625      185        0     -330   -1,148     -955     -963     -308     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4     12.4      2.8     64.4     73.4     88.6     88.7     11.4     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       15       20       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,221
COMMITMENTS
  14,570    7,700    1,750   37,308   44,071   53,628   53,521    6,593    6,700

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -1,151)
    -975      185        0       74   -1,086     -901     -901     -250     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     12.8      2.9     62.0     73.2     89.1     88.9     10.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       14       21       17       23                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,030
COMMITMENTS
     205    9,210      835   15,735    7,025   16,775   17,070    3,255    2,960

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:         30)
    -255      345      610     -185     -800      170      155     -140     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     46.0      4.2     78.6     35.1     83.7     85.2     16.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        2       14       10       17       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,020
COMMITMENTS
     105    9,355      835   15,775    6,815   16,715   17,005    3,305    3,015

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:        330)
    -105      295      630      -90     -485      435      440     -105     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     46.7      4.2     78.8     34.0     83.5     84.9     16.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       15        9       17       14                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,400
COMMITMENTS
   9,165      930        0   14,527   22,515   23,692   23,445    2,708    2,955

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -2,552)
  -1,360      -50        0   -1,042   -2,350   -2,402   -2,400     -150     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.7      3.5      0.0     55.0     85.3     89.7     88.8     10.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       13       11       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,420
COMMITMENTS
   4,825    1,205      600   24,500   28,300   29,925   30,105    2,495    2,315

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -2,860)
    -380     -140      -10   -2,360   -2,420   -2,750   -2,570     -110     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      3.7      1.9     75.6     87.3     92.3     92.9      7.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        1       14        9       19       12                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,545
COMMITMENTS
   4,365    1,205      610   22,375   25,715   27,350   27,530    2,195    2,015

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -2,345)
    -305     -140      -20   -1,965   -1,950   -2,290   -2,110      -55     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.8      4.1      2.1     75.7     87.0     92.6     93.2      7.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        2        2       14        9       19       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,610
COMMITMENTS
   3,765      980    1,340   21,480   24,855   26,585   27,175    1,025      435

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:       -960)
     500     -175       95   -1,680   -1,025   -1,085   -1,105      125      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      3.5      4.9     77.8     90.0     96.3     98.4      3.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       14       16       18       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,115
COMMITMENTS
   2,205      930    1,535   22,190   24,005   25,930   26,470    1,185      645

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -1,320)
    -100     -100      200   -1,520   -1,520   -1,420   -1,420      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      3.4      5.7     81.8     88.5     95.6     97.6      4.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        3       13       15       17       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,475
COMMITMENTS
   9,745    3,805      400   23,245   29,350   33,390   33,555    2,085    1,920

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -1,710)
      40        0      -70   -1,635   -1,605   -1,665   -1,675      -45      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     10.7      1.1     65.5     82.7     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       16       11       22       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,445
COMMITMENTS
   9,670    3,500      400   20,430   26,640   30,500   30,540    1,945    1,905

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -1,805)
    -170      350     -300   -1,300   -1,830   -1,770   -1,780      -35      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.8     10.8      1.2     63.0     82.1     94.0     94.1      6.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       16       11       22       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,225
COMMITMENTS
   6,190    2,355    5,725   74,655   78,445   86,570   86,525    7,655    7,700

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -5,090)
  -1,005      325     -520   -3,140   -4,465   -4,665   -4,660     -425     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      2.5      6.1     79.2     83.3     91.9     91.8      8.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        2        4       19       24       25       29                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,625
COMMITMENTS
   7,540    1,900    5,385   65,570   71,165   78,495   78,450    8,130    8,175

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:     -3,745)
     105      -80     -390   -3,100   -2,910   -3,385   -3,380     -360     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      2.2      6.2     75.7     82.2     90.6     90.6      9.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6        1        4       18       22       24       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,515
COMMITMENTS
   6,300    2,750       50   22,835   26,455   29,185   29,255    1,330    1,260

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:       -555)
     400     -225      -50     -750     -125     -400     -400     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6      9.0      0.2     74.8     86.7     95.6     95.9      4.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       16       21       19       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,260
COMMITMENTS
   3,160    1,300       30   18,495   20,425   21,685   21,755      575      505

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:        195)
     360      -75       30     -390      145        0      100      195       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      5.8      0.1     83.1     91.8     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       13       19       15       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,620
COMMITMENTS
   6,050    1,775        0   10,490   14,945   16,540   16,720    1,080      900

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:       -390)
     -75     -150        0     -310     -115     -385     -265       -5     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     10.1      0.0     59.5     84.8     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       14       12       16       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,795
COMMITMENTS
      50    3,860      890   42,745   38,995   43,685   43,745   11,110   11,050

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:       -470)
     -50    1,010      -25       40   -1,020      -35      -35     -435     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.0      1.6     78.0     71.2     79.7     79.8     20.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        2       18       21       21       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,985
COMMITMENTS
   1,040    2,075      200   28,285   27,770   29,525   30,045   12,460   11,940

CHANGES FROM 09/04/18 (CHANGE IN OPEN INTEREST:       -530)
    -185    1,425      -25       80   -1,540     -130     -140     -400     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      4.9      0.5     67.4     66.1     70.3     71.6     29.7     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       18       22       20       24                  



Updated September 14, 2018