PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,705
COMMITMENTS
      50      150        0   42,511   42,099   42,561   42,249    3,144    3,456

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:      2,540)
       0        0        0    2,325    2,335    2,325    2,335      215      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.3      0.0     93.0     92.1     93.1     92.4      6.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       16       21       17       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,702
COMMITMENTS
      50      150        0   36,837   36,235   36,887   36,385    2,815    3,317

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:      2,350)
       0        0        0    2,285    2,205    2,285    2,205       65      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.4      0.0     92.8     91.3     92.9     91.6      7.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       14       20       15       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,125
COMMITMENTS
     400   10,685      700   19,880   10,375   20,980   21,760    2,145    1,365

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:      3,120)
       0    1,020        0    2,635    1,615    2,635    2,635      485      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     46.2      3.0     86.0     44.9     90.7     94.1      9.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       15       14       17       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,165
COMMITMENTS
       0   10,030      950   19,130    9,720   20,080   20,700    2,085    1,465

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:      3,170)
       0    1,020        0    2,335    1,315    2,335    2,335      835      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     45.3      4.3     86.3     43.9     90.6     93.4      9.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       14       12       15       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,443
COMMITMENTS
   4,825        0      140   14,014   18,839   18,979   18,979    1,464    1,464

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:        830)
     525        0     -240      545    1,070      830      830        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      0.0      0.7     68.6     92.2     92.8     92.8      7.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       14        8       18        9                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,394
COMMITMENTS
       0   12,254        0   30,855   18,915   30,855   31,169      539      225

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:      1,420)
       0    2,100        0    2,045      -55    2,045    2,045     -625     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     39.0      0.0     98.3     60.3     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       14       13       14       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,090
COMMITMENTS
       0   10,520        0   25,575   15,365   25,575   25,885      515      205

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:       -730)
       0    1,200        0       10   -1,085       10      115     -740     -845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     40.3      0.0     98.0     58.9     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       14       10       14       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,930
COMMITMENTS
   2,040      150    1,370   25,480   27,585   28,890   29,105    1,040      825

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:        735)
       0        0        0      650      650      650      650       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.5      4.6     85.1     92.2     96.5     97.2      3.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15        9       16       11                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,250
COMMITMENTS
       0    2,985       70   27,380   24,350   27,450   27,405    1,800    1,845

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2      0.2     93.6     83.2     93.8     93.7      6.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       13        9       14       11                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      104,904
COMMITMENTS
  23,080      375      334   74,831   97,536   98,245   98,245    6,659    6,659

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:      3,011)
   3,220      100      -50      648    3,608    3,818    3,658     -807     -647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      0.4      0.3     71.3     93.0     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       24       28       29       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,259
COMMITMENTS
  25,795        0      150   69,122   94,977   95,067   95,127    3,192    3,132

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:        990)
   2,220        0        0   -1,342      878      878      878      112      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      0.0      0.2     70.3     96.7     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        1       19       29       24       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,060
COMMITMENTS
     150        0      125   18,185   18,520   18,460   18,645      600      415

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      125      125      125      125      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.7     95.4     97.2     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       13       19       14                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,045
COMMITMENTS
       0      300        0   15,895   15,525   15,895   15,825      150      220

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      475      475      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0     99.1     96.8     99.1     98.6      0.9      1.4

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 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,255
COMMITMENTS
      50    2,300      125   22,325   20,090   22,500   22,515    1,755    1,740

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:        230)
       0        0        0       25       25       25       25      205      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      9.5      0.5     92.0     82.8     92.8     92.8      7.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       20       20       22       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,375
COMMITMENTS
       0      600      125   20,550   19,935   20,675   20,660    1,700    1,715

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:      1,145)
       0        0        0      565      565      565      565      580      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.6     91.8     89.1     92.4     92.3      7.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       17       17       18                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 04/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,220
COMMITMENTS
     250       50        0   16,250   16,605   16,500   16,655      720      565

CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      270      260      270      260     -160     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.3      0.0     94.4     96.4     95.8     96.7      4.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       16        9       18       10                  



Updated April 22, 2016