PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,940
COMMITMENTS
       0      100        0   40,834   40,789   40,834   40,889    4,106    4,051

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -3,725)
       0     -100        0   -3,790   -3,320   -3,790   -3,420       65     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     90.9     90.8     90.9     91.0      9.1      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       20       16       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,827
COMMITMENTS
       0        0        0   35,883   36,093   35,883   36,093    3,944    3,734

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -2,506)
       0        0        0   -2,650   -2,245   -2,650   -2,245      144     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.1     90.6     90.1     90.6      9.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       21       15       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,440
COMMITMENTS
       0   17,170      225   23,885    7,660   24,110   25,055    2,330    1,385

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -995)
       0      425     -225     -770   -1,170     -995     -970        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     64.9      0.9     90.3     29.0     91.2     94.8      8.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        6        2       15       13       17       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,855
COMMITMENTS
       0   13,370       25   20,275    7,690   20,300   21,085    2,555    1,770

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -380)
       0       55        0     -425     -465     -425     -410       45       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     58.5      0.1     88.7     33.6     88.8     92.3     11.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        1       14       11       15       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,893
COMMITMENTS
   4,375       75      750   18,153   21,883   23,278   22,708    1,615    2,185

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -545)
    -495      -25      170     -120   -1,160     -445   -1,015     -100      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.3      3.0     72.9     87.9     93.5     91.2      6.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        2       17       11       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,051
COMMITMENTS
   4,675        0      425   14,624   18,924   19,724   19,349    1,327    1,702

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,215)
    -410        0       35     -732   -1,680   -1,107   -1,645     -108      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      0.0      2.0     69.5     89.9     93.7     91.9      6.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        2       16       10       20       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,175
COMMITMENTS
     100   12,785       50   29,260   17,295   29,410   30,130      765       45

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,160)
     100     -885       50   -1,535     -325   -1,385   -1,160      225        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     42.4      0.2     97.0     57.3     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        1       17        9       18       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,030
COMMITMENTS
       0   11,160        0   24,195   13,655   24,195   24,815      835      215

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -995)
       0     -260        0   -1,120     -735   -1,120     -995      125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     44.6      0.0     96.7     54.6     96.7     99.1      3.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        8       15       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,860
COMMITMENTS
   1,375    3,440      150   24,975   23,215   26,500   26,805    1,360    1,055

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -360)
      25      695      -50     -330     -755     -355     -110       -5     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.3      0.5     89.6     83.3     95.1     96.2      4.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        2       15       12       18       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,505
COMMITMENTS
   1,475    2,920      405   22,685   21,505   24,565   24,830      940      675

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -525)
      25      265      -55     -525     -560     -555     -350       30     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     11.4      1.6     88.9     84.3     96.3     97.4      3.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       14       12       18       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,444
COMMITMENTS
   4,705    2,360      315   25,234   27,859   30,254   30,534    1,190      910

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,355)
      95      200     -120   -1,405   -1,220   -1,430   -1,140       75     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      7.5      1.0     80.3     88.6     96.2     97.1      3.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        3       17       13       21       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,625
COMMITMENTS
       0    3,095      670   24,000   21,080   24,670   24,845    1,955    1,780

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,155)
       0     -345     -150   -1,020     -500   -1,170     -995       15     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      2.5     90.1     79.2     92.7     93.3      7.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        2       18       12       20       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,214
COMMITMENTS
  28,515    1,070      630   82,734  109,938  111,879  111,638    5,335    5,576

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -3,345)
     -60       50     -350   -1,970   -2,421   -2,380   -2,721     -965     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      0.9      0.5     70.6     93.8     95.4     95.2      4.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       22       27       28       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      103,985
COMMITMENTS
  27,945        0      200   70,648   98,626   98,793   98,826    5,192    5,159

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,645)
    -625        0     -450     -114     -695   -1,189   -1,145     -456     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      0.0      0.2     67.9     94.8     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        0        1       19       27       24       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,675
COMMITMENTS
     200        0      125   19,495   19,565   19,820   19,690      855      985

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,070)
     125        0        0     -945     -910     -820     -910     -250     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.6     94.3     94.6     95.9     95.2      4.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       20       15       22       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,315
COMMITMENTS
     750      250        0   15,235   15,355   15,985   15,605      330      710

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -840)
     150      -25        0     -990   -1,155     -840   -1,180        0      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.5      0.0     93.4     94.1     98.0     95.6      2.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       19       13       21       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,525
COMMITMENTS
     180    2,855      350   27,585   24,855   28,115   28,060    3,410    3,465

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,215)
    -100     -125       50     -990   -1,025   -1,040   -1,100     -175     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      9.1      1.1     87.5     78.8     89.2     89.0     10.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       21       16       23       20                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,040
COMMITMENTS
       0      500        0   19,740   19,180   19,740   19,680    3,300    3,360

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -995)
       0      -75        0     -855     -840     -855     -915     -140      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     85.7     83.2     85.7     85.4     14.3     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       15       15       16                  



Updated August 12, 2016