PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,514
COMMITMENTS
       0      100        0   39,109   38,994   39,109   39,094    3,405    3,420

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        805)
       0      100        0      825      725      825      825      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     92.0     91.7     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       19       16       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,847
COMMITMENTS
       0      100        0   35,188   35,133   35,188   35,233    3,659    3,614

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        865)
       0      100        0      885      785      885      885      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     90.6     90.4     90.6     90.7      9.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       19       14       20                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,260
COMMITMENTS
       0   23,155      150   29,925    7,810   30,075   31,115    3,185    2,145

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,890)
       0      900        0    1,660      940    1,660    1,840      230       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     69.6      0.5     90.0     23.5     90.4     93.6      9.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        2       16       10       18       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,085
COMMITMENTS
       0   16,880      620   25,830    9,870   26,450   27,370    2,635    1,715

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      2,260)
       0      900        0    2,645    1,925    2,645    2,825     -385     -565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     58.0      2.1     88.8     33.9     90.9     94.1      9.1      5.9

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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,658
COMMITMENTS
   3,870    1,955      475   20,244   22,159   24,589   24,589    1,069    1,069

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        650)
     425      200      -30      205      430      600      600       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      7.6      1.9     78.9     86.4     95.8     95.8      4.2      4.2

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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,378
COMMITMENTS
   4,180    2,155      180   16,912   19,051   21,272   21,386    1,106      992

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        547)
     425      200        0       92      317      517      517       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      9.6      0.8     75.6     85.1     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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,135
COMMITMENTS
     600   16,165        0   38,795   23,620   39,395   39,785      740      350

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      5,530)
       0    1,300        0    5,625    4,160    5,625    5,460      -95       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     40.3      0.0     96.7     58.9     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        0       13       12       14       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,475
COMMITMENTS
       0   15,095        0   34,445   19,740   34,445   34,835    1,030      640

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      5,660)
       0    1,500        0    5,565    3,900    5,565    5,400       95      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     42.6      0.0     97.1     55.6     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        0       13       11       13       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,150
COMMITMENTS
   1,200    4,550      150   27,830   24,795   29,180   29,495      970      655

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      2,115)
       0      150      -75    2,355    2,205    2,280    2,280     -165     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     15.1      0.5     92.3     82.2     96.8     97.8      3.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        2       15       13       18       18                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,280
COMMITMENTS
   1,200    4,510      265   26,890   23,895   28,355   28,670      925      610

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      2,475)
    -100       50       25    2,480    2,330    2,405    2,405       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     15.4      0.9     91.8     81.6     96.8     97.9      3.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        3       15       12       19       17                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,784
COMMITMENTS
   5,280    1,470      990   27,284   31,089   33,554   33,549    1,230    1,235

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      2,025)
     145     -555       95    1,850    2,560    2,090    2,100      -65      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      4.2      2.8     78.4     89.4     96.5     96.4      3.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        4       19       13       24       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,610
COMMITMENTS
     380    1,350      870   24,410   23,460   25,660   25,680      950      930

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        570)
     245     -530       -5      485    1,270      725      735     -155     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      5.1      3.3     91.7     88.2     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       21       13       24       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      123,554
COMMITMENTS
  37,705       85    1,120   79,573  116,813  118,398  118,018    5,156    5,536

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      3,130)
   1,575        0      200      315    1,525    2,090    1,725    1,040    1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.5      0.1      0.9     64.4     94.5     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        5       21       29       27       34                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      111,826
COMMITMENTS
  36,165        0      650   70,903  106,660  107,718  107,310    4,108    4,516

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      3,320)
   1,700        0      200      745    2,130    2,645    2,330      675      990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      0.0      0.6     63.4     95.4     96.3     96.0      3.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        0        3       20       29       26       32                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,595
COMMITMENTS
     100      100       75   20,555   20,525   20,730   20,700      865      895

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.5      0.3     95.2     95.0     96.0     95.9      4.0      4.1

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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,020
COMMITMENTS
     750      200        0   16,705   17,225   17,455   17,425      565      595

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      1.1      0.0     92.7     95.6     96.9     96.7      3.1      3.3

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 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,035
COMMITMENTS
      50    3,920        0   33,270   29,405   33,320   33,325    3,715    3,710

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:       -200)
       0      900     -300      100     -800     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     10.6      0.0     89.8     79.4     90.0     90.0     10.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        0       18       18       19       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 10/18/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,620
COMMITMENTS
       0    1,300        0   22,775   21,475   22,775   22,775    3,845    3,845

CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST:      1,060)
       0      900        0      235     -665      235      235      825      825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.0     85.6     80.7     85.6     85.6     14.4     14.4

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



Updated October 21, 2016