MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,884
COMMITMENTS
     925        0      100   14,422   15,354   15,447   15,454    1,437    1,430

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -40        0      -40        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.0      0.6     85.4     90.9     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       10       13       12       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,750
COMMITMENTS
       0      150        0   42,034   41,814   42,034   41,964    3,716    3,786

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -125)
       0        0        0     -150     -125     -150     -125       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     91.9     91.4     91.9     91.7      8.1      8.3

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 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,242
COMMITMENTS
       0        0        0   36,623   36,628   36,623   36,628    3,619    3,614

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -265)
       0        0        0     -265     -265     -265     -265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.0     91.0     91.0     91.0      9.0      9.0

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 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,300
COMMITMENTS
       0   18,650      325   25,200    7,505   25,525   26,480    2,775    1,820

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        -45)
       0     -300        0     -350        0     -350     -300      305      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     65.9      1.1     89.0     26.5     90.2     93.6      9.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        6        3       15       12       18       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,110
COMMITMENTS
       0   13,395      395   20,715    8,130   21,110   21,920    3,000    2,190

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        100)
       0        0        0     -150     -100     -150     -100      250      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     55.6      1.6     85.9     33.7     87.6     90.9     12.4      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        2       14       11       16       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,518
COMMITMENTS
   4,135      680    1,040   18,981   22,486   24,156   24,206    1,362    1,312

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        130)
    -115      480      115      105     -440      105      155       25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.7      4.1     74.4     88.1     94.7     94.9      5.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       18       12       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,751
COMMITMENTS
   4,525      680      575   15,359   19,349   20,459   20,604    1,292    1,147

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        130)
       0      480        0      130     -350      130      130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      3.1      2.6     70.6     89.0     94.1     94.7      5.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       19       11       23       13                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,245
COMMITMENTS
     900   14,365       50   33,425   20,545   34,375   34,960      870      285

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      3,730)
       0      660        0    3,535    2,995    3,535    3,655      195       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     40.8      0.1     94.8     58.3     97.5     99.2      2.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        1       16       12       17       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,060
COMMITMENTS
       0   13,170        0   28,865   16,280   28,865   29,450    1,195      610

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      3,930)
       0      860        0    3,735    2,995    3,735    3,855      195       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     43.8      0.0     96.0     54.2     96.0     98.0      4.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       14        9       14       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,480
COMMITMENTS
   1,225    3,910      225   25,935   23,345   27,385   27,480    1,095    1,000

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -480)
       0     -480        0     -505        0     -505     -480       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     13.7      0.8     91.1     82.0     96.2     96.5      3.8      3.5

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 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,195
COMMITMENTS
   1,325    3,390      430   23,680   21,710   25,435   25,530      760      665

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -480)
       0     -480        0     -505        0     -505     -480       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     12.9      1.6     90.4     82.9     97.1     97.5      2.9      2.5

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 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,584
COMMITMENTS
   5,280    2,110      540   24,684   27,784   30,504   30,434    1,080    1,150

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,750)
     100        0        0   -1,850   -1,800   -1,750   -1,800        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      6.7      1.7     78.2     88.0     96.6     96.4      3.4      3.6

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 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,615
COMMITMENTS
       0    2,870      845   23,020   20,150   23,865   23,865    1,750    1,750

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,400)
       0        0        0   -1,375   -1,375   -1,375   -1,375      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.2      3.3     89.9     78.7     93.2     93.2      6.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        5        2       23       13       25       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,429
COMMITMENTS
  31,065    1,070      670   84,614  114,674  116,349  116,414    6,080    6,015

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,650)
     375        0        0    1,225    1,570    1,600    1,570       50       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      0.9      0.5     69.1     93.7     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        5       24       28       30       33                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      109,670
COMMITMENTS
  30,755        0      225   71,972  102,630  102,952  102,855    6,718    6,815

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      2,510)
     860        0        0    1,250    2,030    2,110    2,030      400      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      0.0      0.2     65.6     93.6     93.9     93.8      6.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        1       22       30       27       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,875
COMMITMENTS
     200        0      125   20,635   20,805   20,960   20,930      915      945

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -10        0      -10        0       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.6     94.3     95.1     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       21       15       23       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,765
COMMITMENTS
     900      250        0   16,360   16,980   17,260   17,230      505      535

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -10        0      -10        0       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.4      0.0     92.1     95.6     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       20       13       22       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,295
COMMITMENTS
     160    2,855      370   33,575   30,825   34,105   34,050    4,190    4,245

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      6,000)
       0        0        0    6,000    5,940    6,000    5,940        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      7.5      1.0     87.7     80.5     89.1     88.9     10.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        2       21       17       23       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,230
COMMITMENTS
       0      450       25   23,270   22,810   23,295   23,285    2,935    2,945

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      2,150)
       0        0        0    2,475    2,465    2,475    2,465     -325     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.1     88.7     87.0     88.8     88.8     11.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       15       17       16                  



Updated September 9, 2016