PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,710
COMMITMENTS
      50      150        0   44,481   44,069   44,531   44,219    3,179    3,491

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,005)
       0        0        0    1,970    1,970    1,970    1,970       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.3      0.0     93.2     92.4     93.3     92.7      6.7      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       16       21       17       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,127
COMMITMENTS
      50      150        0   38,102   37,500   38,152   37,650    2,975    3,477

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,425)
       0        0        0    1,265    1,265    1,265    1,265      160      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      0.0     92.6     91.2     92.8     91.5      7.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       14       20       15       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,125
COMMITMENTS
     400   10,685      700   19,700   10,375   20,800   21,760    2,325    1,365

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -180        0     -180        0      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     46.2      3.0     85.2     44.9     89.9     94.1     10.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       15       14       17       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,165
COMMITMENTS
       0   10,030      950   18,950    9,720   19,900   20,700    2,265    1,465

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -180        0     -180        0      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     45.3      4.3     85.5     43.9     89.8     93.4     10.2      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       14       12       15       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,163
COMMITMENTS
   5,525        0      115   14,019   19,544   19,659   19,659    1,504    1,504

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        720)
     700        0      -25        5      705      680      680       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1      0.0      0.5     66.2     92.3     92.9     92.9      7.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       14        8       18        9                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,007
COMMITMENTS
   5,460        0      100   11,355   16,800   16,915   16,900    1,092    1,107

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3      0.0      0.6     63.1     93.3     93.9     93.9      6.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       14        9       17       10                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,469
COMMITMENTS
       0   12,254        0   30,750   18,990   30,750   31,244      719      225

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:         75)
       0        0        0     -105       75     -105       75      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     38.9      0.0     97.7     60.3     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       14       14       14       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,040
COMMITMENTS
       0   10,520        0   25,370   15,340   25,370   25,860      670      180

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0     -205      -25     -205      -25      155      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.4      0.0     97.4     58.9     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       14       11       14       13                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,985
COMMITMENTS
   2,240      150    1,175   25,465   27,770   28,880   29,095    1,105      890

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:         55)
     200        0     -195      -15      185      -10      -10       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      0.5      3.9     84.9     92.6     96.3     97.0      3.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15        9       16       11                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,020
COMMITMENTS
       0    2,985       70   27,235   24,205   27,305   27,260    1,715    1,760

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -230)
       0        0        0     -145     -145     -145     -145      -85      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.3      0.2     93.8     83.4     94.1     93.9      5.9      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       13        9       14       11                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      108,324
COMMITMENTS
  22,880      425      334   77,901  100,356  101,115  101,115    7,209    7,209

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      3,420)
    -200       50        0    3,070    2,820    2,870    2,870      550      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      0.4      0.3     71.9     92.6     93.3     93.3      6.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       24       28       29       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       99,389
COMMITMENTS
  25,795        0      150   69,067   94,862   95,012   95,012    4,377    4,377

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,130)
       0        0        0      -55     -115      -55     -115    1,185    1,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.0      0.0      0.2     69.5     95.4     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        0        1       20       30       25       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,060
COMMITMENTS
     150        0      125   18,185   18,520   18,460   18,645      600      415

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.0      0.7     95.4     97.2     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       13       19       14                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,045
COMMITMENTS
       0      300        0   15,895   15,525   15,895   15,825      150      220

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     99.1     96.8     99.1     98.6      0.9      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 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,560
COMMITMENTS
      50    2,250      125   24,485   22,300   24,660   24,675    1,900    1,885

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,305)
       0      -50        0    2,160    2,210    2,160    2,160      145      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      8.5      0.5     92.2     84.0     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       20       20       22       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,305
COMMITMENTS
       0      600      125   21,010   20,395   21,135   21,120    2,170    2,185

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        930)
       0        0        0      460      460      460      460      470      470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.5     90.2     87.5     90.7     90.6      9.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       17       17       18                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,220
COMMITMENTS
     250       50        0   16,250   16,605   16,500   16,655      720      565

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.3      0.0     94.4     96.4     95.8     96.7      4.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       16        9       18       10                  



Updated April 29, 2016