PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,540
COMMITMENTS
       0      100        0   41,764   41,569   41,764   41,669    3,776    3,871

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      930      780      930      780     -330     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     91.7     91.3     91.7     91.5      8.3      8.5

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 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,427
COMMITMENTS
       0        0        0   36,738   36,743   36,738   36,743    3,689    3,684

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      855      650      855      650     -255      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.9     90.9     90.9     90.9      9.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       20       14       20                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,190
COMMITMENTS
       0   17,570      275   24,600    7,925   24,875   25,770    2,315    1,420

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        750)
       0      400       50      715      265      765      715      -15       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     64.6      1.0     90.5     29.1     91.5     94.8      8.5      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 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,480
COMMITMENTS
       0   13,695       25   20,655    7,720   20,680   21,440    2,800    2,040

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        625)
       0      325        0      380       30      380      355      245      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     58.3      0.1     88.0     32.9     88.1     91.3     11.9      8.7

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 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,988
COMMITMENTS
   4,375       75      750   18,451   22,751   23,576   23,576    1,412    1,412

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:         95)
       0        0        0      298      868      298      868     -203     -773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.3      3.0     73.8     91.0     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        2       18       11       22       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,251
COMMITMENTS
   4,675        0      425   14,849   19,669   19,949   20,094    1,302    1,157

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      225      745      225      745      -25     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      0.0      2.0     69.9     92.6     93.9     94.6      6.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        2       19       10       23       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,430
COMMITMENTS
     300   12,885       50   29,525   17,420   29,875   30,355      555       75

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        255)
     200      100        0      265      125      465      225     -210       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     42.3      0.2     97.0     57.2     98.2     99.8      1.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        1       17       10       18       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,055
COMMITMENTS
       0   11,160        0   24,360   13,680   24,360   24,840      695      215

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:         25)
       0        0        0      165       25      165       25     -140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     44.5      0.0     97.2     54.6     97.2     99.1      2.8      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 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,060
COMMITMENTS
   1,375    3,490      150   25,410   23,365   26,935   27,005    1,125    1,055

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        200)
       0       50        0      435      150      435      200     -235        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.4      0.5     90.6     83.3     96.0     96.2      4.0      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 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,555
COMMITMENTS
   1,475    2,970      405   22,930   21,505   24,810   24,880      745      675

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:         50)
       0       50        0      245        0      245       50     -195        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     11.6      1.6     89.7     84.2     97.1     97.4      2.9      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 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,284
COMMITMENTS
   4,705    2,360      315   26,384   28,709   31,404   31,384      880      900

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        840)
       0        0        0    1,150      850    1,150      850     -310      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      7.3      1.0     81.7     88.9     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        3       18       13       22       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,460
COMMITMENTS
       0    3,220      695   25,135   21,915   25,830   25,830    1,630    1,630

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        835)
       0      125       25    1,135      835    1,160      985     -325     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.7      2.5     91.5     79.8     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        5        2       21       12       23       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      119,279
COMMITMENTS
  28,890    1,070      605   84,514  112,424  114,009  114,099    5,270    5,180

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      2,065)
     375        0      -25    1,780    2,486    2,130    2,461      -65     -396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      0.9      0.5     70.9     94.3     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       22       28       28       31                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      106,005
COMMITMENTS
  28,370        0      225   72,238  100,591  100,833  100,816    5,172    5,189

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      2,020)
     425        0       25    1,590    1,965    2,040    1,990      -20       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      0.0      0.2     68.1     94.9     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        1       20       30       25       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| 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   19,655   19,820   19,780      855      895

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0       90        0       90        0      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.6     94.3     95.1     95.9     95.7      4.1      4.3

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 08/16/16                         |
--------------------------------------------------------------| 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   15,695   15,985   15,945      330      370

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      340        0      340        0     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.5      0.0     93.4     96.2     98.0     97.7      2.0      2.3

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 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,895
COMMITMENTS
     160    2,855      370   27,175   24,485   27,705   27,710    4,190    4,185

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        370)
     -20        0       20     -410     -370     -410     -350      780      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      9.0      1.2     85.2     76.8     86.9     86.9     13.1     13.1

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 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,515
COMMITMENTS
       0      500        0   20,265   19,765   20,265   20,265    3,250    3,250

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      525      585      525      585      -50     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     86.2     84.1     86.2     86.2     13.8     13.8

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



Updated August 19, 2016