MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,236
COMMITMENTS
     313        0        0   15,800   16,118   16,113   16,118      123      118

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0     -100     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     97.3     99.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       13       13       15       13                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,587
COMMITMENTS
     162        0        0   18,306   18,467   18,468   18,467      119      120

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     98.5     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       10       14       12       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,761
COMMITMENTS
       0      230      170   50,151   49,647   50,321   50,047      440      714

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:         35)
       0        0        0       35       35       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.3     98.8     97.8     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       18       24       19       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,887
COMMITMENTS
     170        0        0   43,312   42,951   43,482   42,951      405      936

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     98.7     97.9     99.1     97.9      0.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       21       19       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,475
COMMITMENTS
       0    4,420      600   16,055   12,395   16,655   17,415      820       60

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.3      3.4     91.9     70.9     95.3     99.7      4.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       10       17       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,946
COMMITMENTS
       0    3,080       81   18,500   15,660   18,581   18,821      365      125

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        525)
       0      450        0      525       25      525      475        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.3      0.4     97.6     82.7     98.1     99.3      1.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       11       13       12       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,570
COMMITMENTS
       0      825      225   15,685   15,400   15,910   16,450      660      120

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      1.4     94.7     92.9     96.0     99.3      4.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       11       15       13                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,835
COMMITMENTS
       0    1,045      105   15,070   14,565   15,175   15,715      660      120

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.7     95.2     92.0     95.8     99.2      4.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       11       15       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,765
COMMITMENTS
       0    2,625      165   22,520   19,970   22,685   22,760       80        5

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:         35)
       0        0        0       35       35       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.5      0.7     98.9     87.7     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       17       15       18       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,935
COMMITMENTS
       0    3,900        0   21,875   18,025   21,875   21,925       60       10

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:         50)
       0       50        0       50        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.8      0.0     99.7     82.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       12       13       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       81,478
COMMITMENTS
  14,288        0       77   61,632   75,970   75,997   76,047    5,481    5,431

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:      1,365)
     450        0        0      395      895      845      895      520      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.0      0.1     75.6     93.2     93.3     93.3      6.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        1       23       27       27       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       75,290
COMMITMENTS
  15,815        0        0   57,714   73,579   73,529   73,579    1,761    1,711

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        935)
     500        0        0      260      810      760      810      175      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      0.0      0.0     76.7     97.7     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       23       24       26       24                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,052
COMMITMENTS
     275        0      250   21,855   22,420   22,380   22,670      672      382

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      1.1     94.8     97.3     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       18       18       21       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,800
COMMITMENTS
      50      600        0   19,635   19,085   19,685   19,685      115      115

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.0      0.0     99.2     96.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       21       16       22       17                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,080
COMMITMENTS
   3,925       50        0    6,080    9,990   10,005   10,040       75       40

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      0.5      0.0     60.3     99.1     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       13        9       15       10                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        6,525
COMMITMENTS
   1,200       50        0    5,065    6,370    6,265    6,420      260      105

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      0.8      0.0     77.6     97.6     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       10       12       11                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,320
COMMITMENTS
     320    1,475      295   24,410   23,160   25,025   24,930      295      390

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.8      1.2     96.4     91.5     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       21       22       24       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 12/22/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,830
COMMITMENTS
     435      600      250   22,110   22,295   22,795   23,145    1,035      685

CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.5      1.0     92.8     93.6     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       21       21       22                  



Updated December 25, 2015