PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,757
COMMITMENTS
      75      150        0   42,771   42,019   42,846   42,169    2,911    3,588

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:          0)
       0      -50        0     -400     -778     -400     -828      400      828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      0.0     93.5     91.8     93.6     92.2      6.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       17       22       18       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,102
COMMITMENTS
      75      150        0   36,327   35,455   36,402   35,605    2,700    3,497

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:          0)
       0       50        0     -360     -763     -360     -713      360      713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.4      0.0     92.9     90.7     93.1     91.1      6.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       14       21       15       22                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,745
COMMITMENTS
     400    9,315    1,050   17,500    9,590   18,950   19,955    1,795      790

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      1,800)
       0    1,800        0    1,560      -15    1,560    1,785      240       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     44.9      5.1     84.4     46.2     91.3     96.2      8.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       14       15       16       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,685
COMMITMENTS
       0    8,535    1,425   16,925    9,085   18,350   19,045    1,335      640

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      1,800)
       0    1,800        0    1,710      -25    1,710    1,775       90       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     43.4      7.2     86.0     46.2     93.2     96.7      6.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       13       14       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,968
COMMITMENTS
   3,515        0      380   13,763   16,748   17,658   17,128    1,310    1,840

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:         50)
       0      -50        0      -25     -505      -25     -555       75      605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      0.0      2.0     72.6     88.3     93.1     90.3      6.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13        9       17       10                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,661
COMMITMENTS
       0   10,231        0   29,345   19,655   29,345   29,886    1,316      775

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0      825    1,050      825    1,050      225        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     33.4      0.0     95.7     64.1     95.7     97.5      4.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       12       12       12       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,870
COMMITMENTS
   1,160      150    1,850   25,270   26,325   28,280   28,325    1,590    1,545

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:         50)
     -50        0        0     -425     -450     -475     -450      525      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.5      6.2     84.6     88.1     94.7     94.8      5.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       10       16       12                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,689
COMMITMENTS
  20,602      275      384   72,896   93,558   93,882   94,217    8,807    8,472

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        462)
   1,450      175      200   -1,093      517      557      892      -95     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      0.3      0.4     71.0     91.1     91.4     91.7      8.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        3       23       27       28       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,757
COMMITMENTS
  22,995        0      225   72,369   95,452   95,589   95,677    3,168    3,080

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:      1,080)
   1,625        0      125   -1,275      438      475      563      605      517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      0.0      0.2     73.3     96.7     96.8     96.9      3.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        1       20       28       25       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,065
COMMITMENTS
     200        0      125   18,955   19,100   19,280   19,225      785      840

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -270     -515     -270     -515      270      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.6     94.5     95.2     96.1     95.8      3.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       13       18       14                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,595
COMMITMENTS
       0      300        0   16,260   15,750   16,260   16,050      335      545

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -185     -315     -185     -315      185      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     98.0     94.9     98.0     96.7      2.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       13       15       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,055
COMMITMENTS
      50    2,450      125   23,010   20,580   23,185   23,155      870      900

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        605)
       0        0        0      210      265      210      265      395      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     10.2      0.5     95.7     85.6     96.4     96.3      3.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       20       19       22       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,290
COMMITMENTS
       0      700      125   20,520   19,690   20,645   20,515      645      775

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:        200)
       0        0        0       10      -95       10      -95      190      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.6     96.4     92.5     97.0     96.4      3.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       16       18       17                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 04/05/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,855
COMMITMENTS
     250       75        0   16,730   17,030   16,980   17,105      875      750

CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST:         10)
    -100        0        0      -20      -65     -120      -65      130       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.4      0.0     93.7     95.4     95.1     95.8      4.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       15       10       17       11                  



Updated April 8, 2016