PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,338
COMMITMENTS
       0       50        0   39,974   39,869   39,974   39,919    3,364    3,419

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.0     92.2     92.0     92.2     92.1      7.8      7.9

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 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,049
COMMITMENTS
       0        0        0   35,608   35,633   35,608   35,633    3,441    3,416

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.2     91.3     91.2     91.3      8.8      8.7

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 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,280
COMMITMENTS
       0   22,250      225   28,305    6,935   28,530   29,410    2,750    1,870

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      4,070)
       0    2,975      100    3,415      440    3,515    3,515      555      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     71.1      0.7     90.5     22.2     91.2     94.0      8.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        3       16       10       19       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,220
COMMITMENTS
       0   15,900      495   22,895    7,745   23,390   24,140    2,830    2,080

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      3,015)
       0    2,600      100    2,915      315    3,015    3,015        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     60.6      1.9     87.3     29.5     89.2     92.1     10.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        5        3       13       11       16       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,233
COMMITMENTS
   3,815      805    1,035   18,991   22,001   23,841   23,841    1,392    1,392

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:       -185)
       0     -100        0     -210     -110     -210     -210       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      3.2      4.1     75.3     87.2     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        3       18       11       22       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,881
COMMITMENTS
   4,190      930      535   14,847   18,234   19,572   19,699    1,309    1,182

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:       -280)
       0      -50        0     -280     -230     -280     -280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      4.5      2.6     71.1     87.3     93.7     94.3      6.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       18        8       21       11                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,965
COMMITMENTS
     950   14,400        0   33,275   20,395   34,225   34,795      740      170

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      550      550      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     41.2      0.0     95.2     58.3     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        0       12       12       13       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,355
COMMITMENTS
       0   13,730        0   29,435   16,275   29,435   30,005      920      350

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      555      555      555      555       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     45.2      0.0     97.0     53.6     97.0     98.8      3.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       11        9       11       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,720
COMMITMENTS
   1,250    4,375      200   25,140   22,355   26,590   26,930    1,130      790

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:         45)
       0       45        0       45        0       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     15.8      0.7     90.7     80.6     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        2       14       12       17       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,840
COMMITMENTS
   1,350    4,120      380   23,100   20,825   24,830   25,325    1,010      515

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        245)
       0      295        0      220      -75      220      220       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     15.9      1.5     89.4     80.6     96.1     98.0      3.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        3       13       10       17       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,899
COMMITMENTS
   5,440    2,485      280   24,989   27,934   30,709   30,699    1,190    1,200

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      2,110)
     275      100        0    1,605    1,780    1,880    1,880      230      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      7.8      0.9     78.3     87.6     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       20       14       23       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,030
COMMITMENTS
       0    2,625      720   23,835   21,210   24,555   24,555    1,475    1,475

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      1,645)
       0      175        0    1,595    1,420    1,595    1,595       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.1      2.8     91.6     81.5     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        2       23       14       25       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,789
COMMITMENTS
  34,495      870      545   80,835  114,540  115,875  115,955    4,914    4,834

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      2,295)
   2,385        0      150      395    2,780    2,930    2,930     -635     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      0.7      0.5     66.9     94.8     95.9     96.0      4.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        5       23       30       28       36                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      108,400
COMMITMENTS
  33,830        0       25   68,582  102,385  102,437  102,410    5,963    5,990

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:      2,350)
   2,660        0        0     -115    2,545    2,545    2,545     -195     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      0.0      0.0     63.3     94.5     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        0        1       22       30       28       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,930
COMMITMENTS
     150       25      100   20,990   21,075   21,240   21,200      690      730

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        525)
       0        0        0      595      595      595      595      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.1      0.5     95.7     96.1     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       21       15       23       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,975
COMMITMENTS
     900      225        0   16,510   17,145   17,410   17,370      565      605

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      1.3      0.0     91.8     95.4     96.9     96.6      3.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       20       12       22       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,615
COMMITMENTS
       0    2,495      300   33,010   30,500   33,310   33,295    4,305    4,320

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        310)
       0      -55        0        0       55        0        0      310      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.8     87.8     81.1     88.6     88.5     11.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       18       18       19       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 09/20/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,390
COMMITMENTS
       0      375       25   22,615   22,240   22,640   22,640    2,750    2,750

CHANGES FROM 09/13/16 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.1     89.1     87.6     89.2     89.2     10.8     10.8

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



Updated September 23, 2016