PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,906
COMMITMENTS
       0      275      125   47,531   46,492   47,656   46,892      250    1,014

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -3,370)
       0       45      -45   -3,135   -3,670   -3,180   -3,670     -190      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.3     99.2     97.0     99.5     97.9      0.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       21       17       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,977
COMMITMENTS
     125        0        0   40,612   40,007   40,737   40,007      240      970

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -3,190)
     -45        0        0   -2,980   -3,224   -3,025   -3,224     -165       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.1     97.6     99.4     97.6      0.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       19       15       19                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,220
COMMITMENTS
       0    4,720      600   15,835   11,850   16,435   17,170      785       50

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:       -505)
       0      100        0     -470     -595     -470     -495      -35      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.4      3.5     92.0     68.8     95.4     99.7      4.6      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 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,066
COMMITMENTS
       0    6,545        6   23,715   17,440   23,721   23,991      345       75

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      1,550)
       0    1,365      -75    1,645      260    1,570    1,550      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.2      0.0     98.5     72.5     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       11       11       12       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,810
COMMITMENTS
       0    2,370      165   21,575   19,275   21,740   21,810       70        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:       -910)
       0     -155        0     -900     -750     -900     -905      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.9      0.8     98.9     88.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       15       18       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,775
COMMITMENTS
       0    3,720        0   20,725   17,055   20,725   20,775       50        0

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -1,160)
       0     -180        0   -1,150     -970   -1,150   -1,150      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.9      0.0     99.8     82.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       11       13       12                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,699
COMMITMENTS
  17,371        0        4   64,138   81,509   81,513   81,513    5,186    5,186

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,026)
     883        0      -73    1,461    2,344    2,271    2,271     -245     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      0.0      0.0     74.0     94.0     94.0     94.0      6.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        1       22       27       25       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       80,165
COMMITMENTS
  18,000        0        0   60,170   78,170   78,170   78,170    1,995    1,995

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:      2,485)
     635        0        0    1,566    2,201    2,201    2,201      284      284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      0.0      0.0     75.1     97.5     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       21       24       24       24                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,265
COMMITMENTS
     300        0      125   20,240   20,740   20,665   20,865      600      400

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -1,787)
      25        0     -125   -1,615   -1,680   -1,715   -1,805      -72       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.6     95.2     97.5     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       14       15       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,970
COMMITMENTS
       0      300        0   17,870   17,470   17,870   17,770      100      200

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -1,830)
     -50     -300        0   -1,765   -1,615   -1,815   -1,915      -15       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.0     99.4     97.2     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       13       15       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,565
COMMITMENTS
     180    1,500      125   23,010   21,615   23,315   23,240      250      325

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:     -1,755)
     -70       25     -170   -1,470   -1,545   -1,710   -1,690      -45      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.4      0.5     97.6     91.7     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       16       19       19       20                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,930
COMMITMENTS
     180      900      125   21,710   21,320   22,015   22,345      915      585

CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST:       -900)
    -150      300     -125     -505     -975     -780     -800     -120     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      3.9      0.5     94.7     93.0     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       14       17       16       18                  



Updated January 15, 2016