PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,824
COMMITMENTS
     100      100        0   45,266   45,000   45,366   45,100    2,458    2,724

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0     -140     -140     -140     -140      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.2      0.0     94.7     94.1     94.9     94.3      5.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       15       22       16       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,802
COMMITMENTS
     100        0        0   38,417   38,050   38,517   38,050    2,285    2,752

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0     -150     -150     -150     -150      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.0      0.0     94.2     93.3     94.4     93.3      5.6      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       14       21       15       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,400
COMMITMENTS
     200    7,440    1,050   16,420    9,985   17,670   18,475    1,730      925

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,030)
     100    1,500        0      980     -420    1,080    1,080      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     38.4      5.4     84.6     51.5     91.1     95.2      8.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        1       16       15       18       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,075
COMMITMENTS
       0    6,385    1,475   15,295    9,540   16,770   17,400    1,305      675

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,080)
       0    1,500        0    1,080     -420    1,080    1,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     35.3      8.2     84.6     52.8     92.8     96.3      7.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        1       14       12       15       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,325
COMMITMENTS
   2,595       50      380   11,720   14,265   14,695   14,695    1,630    1,630

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        385)
      75        0        0      310      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      0.3      2.3     71.8     87.4     90.0     90.0     10.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       15       10       18       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,906
COMMITMENTS
       0   10,185        6   28,895   19,030   28,901   29,221    1,005      685

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        805)
       0      400        0      775      375      775      775       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     34.1      0.0     96.6     63.6     96.6     97.7      3.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       12       13       13       16                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,360
COMMITMENTS
     360        0    2,000   24,730   25,140   27,090   27,140    1,270    1,220

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -155)
     150        0        0     -380     -230     -230     -230       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      7.1     87.2     88.6     95.5     95.7      4.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       16       14       18       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,553
COMMITMENTS
  19,979      175      134   71,008   90,312   91,121   90,621    7,432    7,932

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:      1,275)
   1,000      175      -50     -260       65      690      190      585    1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3      0.2      0.1     72.1     91.6     92.5     92.0      7.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        3       23       27       29       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,886
COMMITMENTS
  22,520       75      100   71,555   92,800   94,175   92,975    2,711    3,911

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:     -1,010)
     950       75        0   -2,130   -2,455   -1,180   -2,380      170    1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.2      0.1      0.1     73.9     95.8     97.2     96.0      2.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        1        1       19       27       25       28                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,650
COMMITMENTS
     250        0      125   19,815   20,260   20,190   20,385      460      265

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0       65       65       65       65      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.6     96.0     98.1     97.8     98.7      2.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       14       18       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,395
COMMITMENTS
       0      300        0   17,195   16,805   17,195   17,105      200      290

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        355)
       0        0        0      205      205      205      205      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     98.9     96.6     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       13       15       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,240
COMMITMENTS
     185    1,950      125   21,425   20,785   21,735   22,860    1,505      380

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:        225)
       0      100        0     -975      125     -975      225    1,200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      8.4      0.5     92.2     89.4     93.5     98.4      6.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       19       20       22       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,320
COMMITMENTS
     140      800      125   19,825   19,865   20,090   20,790    1,230      530

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:       -675)
       0        0        0   -1,065     -675   -1,065     -675      390        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.8      0.6     93.0     93.2     94.2     97.5      5.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       17       17       18                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,985
COMMITMENTS
     300      100        0   17,935   18,200   18,235   18,300      750      685

CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.5      0.0     94.5     95.9     96.0     96.4      4.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       14        7       16        8                  



Updated March 4, 2016