PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,709
COMMITMENTS
       0        0        0   38,284   38,269   38,284   38,269    3,425    3,440

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,819)
       0      -50        0   -1,630   -1,540   -1,630   -1,590     -189     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.8     91.8     91.8     91.8      8.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       19       16       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,982
COMMITMENTS
       0        0        0   34,303   34,348   34,303   34,348    3,679    3,634

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,647)
       0        0        0   -1,510   -1,490   -1,510   -1,490     -137     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.3     90.4     90.3     90.4      9.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       19       14       19                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,370
COMMITMENTS
       0   22,255      150   28,265    6,870   28,415   29,275    2,955    2,095

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,240)
       0     -595      -75   -1,370     -795   -1,445   -1,465      205      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     70.9      0.5     90.1     21.9     90.6     93.3      9.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        2       15       11       17       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,825
COMMITMENTS
       0   15,980      620   23,185    7,945   23,805   24,545    3,020    2,280

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -805)
       0     -370      -25     -970     -610     -995   -1,005      190      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     59.6      2.3     86.4     29.6     88.7     91.5     11.3      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        5        2       12       12       14       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,008
COMMITMENTS
   3,445    1,755      505   20,039   21,729   23,989   23,989    1,019    1,019

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,150)
     -70       75     -405     -512     -657     -987     -987     -163     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      7.0      2.0     80.1     86.9     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       19       11       22       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,831
COMMITMENTS
   3,755    1,955      180   16,820   18,734   20,755   20,869    1,076      962

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -790)
    -135       50     -280     -287     -485     -702     -715      -88      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      9.0      0.8     77.0     85.8     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       19        9       22       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,605
COMMITMENTS
     600   14,865        0   33,170   19,460   33,770   34,325      835      280

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,165)
    -350     -210        0     -910   -1,065   -1,260   -1,275       95      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     43.0      0.0     95.9     56.2     97.6     99.2      2.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        0       11       11       12       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,815
COMMITMENTS
       0   13,595        0   28,880   15,840   28,880   29,435      935      380

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -745)
       0     -210        0     -835     -640     -835     -850       90      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     45.6      0.0     96.9     53.1     96.9     98.7      3.1      1.3

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 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,035
COMMITMENTS
   1,200    4,400      225   25,475   22,590   26,900   27,215    1,135      820

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -395)
       0      175      -25     -200     -400     -225     -250     -170     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     15.7      0.8     90.9     80.6     96.0     97.1      4.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       15       12       18       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,805
COMMITMENTS
   1,300    4,460      240   24,410   21,565   25,950   26,265      855      540

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -310)
       0       40      -15       75     -145       60     -120     -370     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     16.6      0.9     91.1     80.5     96.8     98.0      3.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        3       15       11       19       16                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,759
COMMITMENTS
   5,135    2,025      895   25,434   28,529   31,464   31,449    1,295    1,310

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -590)
     -55     -135      165     -650     -575     -540     -545      -50      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      6.2      2.7     77.6     87.1     96.0     96.0      4.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        4       19       12       24       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,040
COMMITMENTS
     135    1,880      875   23,925   22,190   24,935   24,945    1,105    1,095

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -1,285)
     135     -445       55   -1,165     -575     -975     -965     -310     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.2      3.4     91.9     85.2     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       21       13       24       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,424
COMMITMENTS
  36,130       85      920   79,258  115,288  116,308  116,293    4,116    4,131

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -4,915)
    -465     -785      110   -4,107   -3,857   -4,462   -4,532     -453     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0      0.1      0.8     65.8     95.7     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        5       20       29       26       34                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      108,506
COMMITMENTS
  34,465        0      450   70,158  104,530  105,073  104,980    3,433    3,526

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:     -3,704)
  -1,090        0      150   -1,484   -2,640   -2,424   -2,490   -1,280   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      0.0      0.4     64.7     96.3     96.8     96.8      3.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        0        3       19       29       25       32                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,295
COMMITMENTS
     100      100       75   20,255   20,225   20,430   20,400      865      895

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -735)
    -150       25      -25     -685     -850     -860     -850      125      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.5      0.4     95.1     95.0     95.9     95.8      4.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       21       14       23       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,720
COMMITMENTS
     750      200        0   16,405   16,925   17,155   17,125      565      595

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -355)
    -150      -25        0     -205     -320     -355     -345        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      1.1      0.0     92.6     95.5     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       20       12       21       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,235
COMMITMENTS
      50    3,020      300   33,170   30,205   33,520   33,525    3,715    3,710

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -880)
       0      -75        0     -790     -695     -790     -770      -90     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.1      0.8     89.1     81.1     90.0     90.0     10.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       17       18       19       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 10/11/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,560
COMMITMENTS
       0      400        0   22,540   22,140   22,540   22,540    3,020    3,020

CHANGES FROM 10/04/16 (CHANGE IN OPEN INTEREST:       -490)
       0       25      -25     -385     -410     -410     -410      -80      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.0     88.2     86.6     88.2     88.2     11.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       16       17       17                  



Updated October 14, 2016