MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,257
COMMITMENTS
     650    2,765      900   13,772   11,657   15,322   15,322    1,935    1,935

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        100)
      25        0        0       20       45       45       45       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     16.0      5.2     79.8     67.5     88.8     88.8     11.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        3        1       14       16       19       19                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,275
COMMITMENTS
     100    1,340      660    9,785    8,545   10,545   10,545      730      730

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:         25)
      25       25        0        0        0       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     11.9      5.9     86.8     75.8     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       11       15       15       18                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,886
COMMITMENTS
   8,355    5,740    5,655   45,955   48,232   59,965   59,627    8,921    9,259

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        210)
      60        0        0      205      265      265      265      -55      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      8.3      8.2     66.7     70.0     87.0     86.6     13.0     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       14       21       17       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,178
COMMITMENTS
   9,205    5,740    5,740   44,280   47,278   59,225   58,758    7,953    8,420

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:         50)
      60        0        0       60      120      120      120      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      8.5      8.5     65.9     70.4     88.2     87.5     11.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       14       21       17       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,615
COMMITMENTS
     200   11,660    3,350   17,195    6,035   20,745   21,045    3,870    3,570

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     47.4     13.6     69.9     24.5     84.3     85.5     15.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        5        3       16       12       19       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,700
COMMITMENTS
     100   11,535    3,550   16,955    5,820   20,605   20,905    4,095    3,795

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     46.7     14.4     68.6     23.6     83.4     84.6     16.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        3       16       12       19       18                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,434
COMMITMENTS
  10,045      830        0   14,761   23,729   24,806   24,559    2,628    2,875

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6      3.0      0.0     53.8     86.5     90.4     89.5      9.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       10       14       13       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,700
COMMITMENTS
   8,435    1,470    2,075   25,515   32,510   36,025   36,055    2,675    2,645

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        150)
     -75        0      100      125       50      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      3.8      5.4     65.9     84.0     93.1     93.2      6.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        3       16       12       23       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,310
COMMITMENTS
   7,875    1,120    2,575   23,260   30,045   33,710   33,740    2,600    2,570

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        150)
     -75        0      100      125       50      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7      3.1      7.1     64.1     82.7     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        2        5       16       11       23       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,195
COMMITMENTS
       0    3,275      100    9,940    6,980   10,040   10,355    1,155      840

CHANGES FROM 11/20/18 (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     29.3      0.9     88.8     62.3     89.7     92.5     10.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        4        1       13        9       14       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,975
COMMITMENTS
  12,740   12,295    1,940   32,255   33,260   46,935   47,495    2,040    1,480

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:         95)
     750      740     -455     -200     -190       95       95        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0     25.1      4.0     65.9     67.9     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        4       18       19       24       23                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,325
COMMITMENTS
  11,960   12,295    1,915   32,330   32,535   46,205   46,745    2,120    1,580

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:         95)
     750      740     -455     -200     -190       95       95        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     25.4      4.0     66.9     67.3     95.6     96.7      4.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        5       18       19       24       24                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,605
COMMITMENTS
  18,235    7,250    1,535   23,090   34,085   42,860   42,870    2,745    2,735

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:         20)
     -80       75       25      100      -55       45       45      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0     15.9      3.4     50.6     74.7     94.0     94.0      6.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        4       19       12       25       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,100
COMMITMENTS
  18,140    7,090    1,570   20,645   31,705   40,355   40,365    2,745    2,735

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:         20)
     -80       75       25      100      -55       45       45      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.1     16.5      3.6     47.9     73.6     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        4       18       12       24       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      112,229
COMMITMENTS
   8,154    7,140   11,350   83,565   84,364  103,069  102,854    9,160    9,375

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        270)
     965   -1,105     -520     -175    1,895      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      6.4     10.1     74.5     75.2     91.8     91.6      8.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        6       24       28       31       35                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      105,863
COMMITMENTS
   9,521    6,270   10,767   76,170   79,029   96,458   96,066    9,405    9,797

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        540)
     965   -1,105     -170     -355    1,815      440      540      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      5.9     10.2     72.0     74.7     91.1     90.7      8.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        6       22       25       29       32                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,065
COMMITMENTS
   5,855    4,375      365   24,410   26,400   30,630   31,140    1,435      925

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:       -225)
     -50      225        0       80     -255       30      -30     -255     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     13.6      1.1     76.1     82.3     95.5     97.1      4.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        4        1       17       19       19       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,990
COMMITMENTS
   2,775    2,500      370   20,680   20,955   23,825   23,825    1,165    1,165

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:          0)
     -50       50        0        0     -100      -50      -50       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     10.0      1.5     82.8     83.9     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       17       18       19       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,795
COMMITMENTS
   9,925      945       80   10,590   19,750   20,595   20,775    1,200    1,020

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:       -300)
       0      -50     -300        0       50     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.5      4.3      0.4     48.6     90.6     94.5     95.3      5.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       13       13       17       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,125
COMMITMENTS
   1,000    8,255      520   47,695   40,380   49,215   49,155   10,910   10,970

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        455)
     225      200      -50      180      405      355      555      100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     13.7      0.9     79.3     67.2     81.9     81.8     18.1     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        2       20       20       25       23                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/18          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,595
COMMITMENTS
     970    5,025        0   31,260   27,825   32,230   32,850   13,365   12,745

CHANGES FROM 11/20/18 (CHANGE IN OPEN INTEREST:        640)
    -150       50        0      260      260      110      310      530      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     11.0      0.0     68.6     61.0     70.7     72.0     29.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       19       19       21       21                  



Updated November 30, 2018