PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,165
COMMITMENTS
      50      150        0   40,186   39,764   40,236   39,914    2,929    3,251

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:     -2,592)
     -25        0        0   -2,585   -2,255   -2,610   -2,255       18     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.3      0.0     93.1     92.1     93.2     92.5      6.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       17       22       18       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,352
COMMITMENTS
      50      150        0   34,552   34,030   34,602   34,180    2,750    3,172

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:     -1,750)
     -25        0        0   -1,775   -1,425   -1,800   -1,425       50     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      0.0     92.5     91.1     92.6     91.5      7.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       14       21       15       22                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,005
COMMITMENTS
     400    9,665      700   17,245    8,760   18,345   19,125    1,660      880

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:       -740)
       0      350     -350     -255     -830     -605     -830     -135       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     48.3      3.5     86.2     43.8     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       14       15       16       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,995
COMMITMENTS
       0    9,010      950   16,795    8,405   17,745   18,365    1,250      630

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:       -690)
       0      475     -475     -130     -680     -605     -680      -85      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     47.4      5.0     88.4     44.2     93.4     96.7      6.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       13       14       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,613
COMMITMENTS
   4,300        0      380   13,469   17,769   18,149   18,149    1,464    1,464

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:        645)
     785        0        0     -294    1,021      491    1,021      154     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      0.0      1.9     68.7     90.6     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       13        8       16        9                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,974
COMMITMENTS
       0   10,154        0   28,810   18,970   28,810   29,124    1,164      850

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:       -687)
       0      -77        0     -535     -685     -535     -762     -152       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     33.9      0.0     96.1     63.3     96.1     97.2      3.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       13       12       13       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,820
COMMITMENTS
       0    9,320        0   25,565   16,450   25,565   25,770    1,255    1,050

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     34.8      0.0     95.3     61.3     95.3     96.1      4.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13        8       13       10                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,195
COMMITMENTS
   2,040      150    1,370   24,830   26,935   28,240   28,455      955      740

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:       -675)
     880        0     -480     -440      610      -40      130     -635     -805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.5      4.7     85.0     92.3     96.7     97.5      3.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14        9       15       11                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,893
COMMITMENTS
  19,860      275      384   74,183   93,928   94,427   94,587    7,466    7,306

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:       -796)
    -742        0        0    1,287      370      545      370   -1,341   -1,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      0.3      0.4     72.8     92.2     92.7     92.8      7.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        3       23       26       28       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,269
COMMITMENTS
  23,575        0      150   70,464   94,099   94,189   94,249    3,080    3,020

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:     -1,488)
     580        0      -75   -1,905   -1,353   -1,400   -1,428      -88      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      0.0      0.2     72.4     96.7     96.8     96.9      3.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        1       19       26       24       27                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,835
COMMITMENTS
     150        0      125   18,060   18,395   18,335   18,520      500      315

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:     -1,230)
     -50        0        0     -895     -705     -945     -705     -285     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.7     95.9     97.7     97.3     98.3      2.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       17       13       18       14                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,570
COMMITMENTS
       0      300        0   15,420   15,050   15,420   15,350      150      220

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:     -1,025)
       0        0        0     -840     -700     -840     -700     -185     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     99.0     96.7     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       13       15       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,025
COMMITMENTS
      50    2,300      125   22,300   20,065   22,475   22,490    1,550    1,535

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:        -30)
       0     -150        0     -710     -515     -710     -665      680      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      9.6      0.5     92.8     83.5     93.5     93.6      6.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       20       21       22       23                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,230
COMMITMENTS
       0      600      125   19,985   19,370   20,110   20,095    1,120    1,135

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:        -60)
       0     -100        0     -535     -320     -535     -420      475      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.8      0.6     94.1     91.2     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       16       18       17       19                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,110
COMMITMENTS
     250       50        0   15,980   16,345   16,230   16,395      880      715

CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST:       -745)
       0      -25        0     -750     -685     -750     -710        5      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.3      0.0     93.4     95.5     94.9     95.8      5.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       16       10       18       11                  



Updated April 15, 2016