PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,088
COMMITMENTS
      25      100        0   41,831   41,459   41,856   41,559    3,232    3,529

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -3,567)
     -25      -50        0   -3,355   -3,315   -3,380   -3,365     -187     -202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.0     92.8     92.0     92.8     92.2      7.2      7.8

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 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,882
COMMITMENTS
      25      100        0   35,717   35,100   35,742   35,200    3,140    3,682

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -3,190)
     -25      -50        0   -2,980   -2,935   -3,005   -2,985     -185     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.3      0.0     91.9     90.3     91.9     90.5      8.1      9.5

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 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,320
COMMITMENTS
     325   11,085      425   19,255    9,430   20,005   20,940    2,315    1,380

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -1,155)
     -75      400     -275     -795   -1,295   -1,145   -1,170      -10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     49.7      1.9     86.3     42.2     89.6     93.8     10.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        2       16       14       18       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,225
COMMITMENTS
       0   10,430      475   18,505    8,865   18,980   19,770    2,245    1,455

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -1,290)
       0      400     -475     -795   -1,205   -1,270   -1,280      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     49.1      2.2     87.2     41.8     89.4     93.1     10.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        1       15       12       16       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,033
COMMITMENTS
   5,520        0      355   14,784   20,304   20,659   20,659    1,374    1,374

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        -20)
     235        0      100      -72      163      263      263     -283     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1      0.0      1.6     67.1     92.2     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       15        7       19        8                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,967
COMMITMENTS
   5,265        0      190   12,550   17,800   18,005   17,990      962      977

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:         20)
      45        0      -50      395      440      390      390     -370     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      0.0      1.0     66.2     93.8     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       15        8       18       10                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,012
COMMITMENTS
       0   13,107        0   31,345   18,730   31,345   31,837      667      175

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -337)
       0       73        0     -285     -360     -285     -287      -52      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.9      0.0     97.9     58.5     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       14       13       14       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,245
COMMITMENTS
       0   11,015        0   25,600   15,075   25,600   26,090      645      155

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -575)
       0     -285        0     -550     -265     -550     -550      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     42.0      0.0     97.5     57.4     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       10       14       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,870
COMMITMENTS
   2,770      210      895   25,350   27,890   29,015   28,995      855      875

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -165)
     480       60     -280     -115       70       85     -150     -250      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      0.7      3.0     84.9     93.4     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       11       17       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,300
COMMITMENTS
       0    2,965       70   26,310   23,300   26,380   26,335    1,920    1,965

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -820)
       0     -270        0     -800     -530     -800     -800      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.5      0.2     93.0     82.3     93.2     93.1      6.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       14       11       15       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      111,372
COMMITMENTS
  23,170    1,365      202   81,736  103,541  105,108  105,108    6,264    6,264

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:        893)
    -440      340       18    2,085    1,305    1,663    1,663     -770     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      1.2      0.2     73.4     93.0     94.4     94.4      5.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       23       29       28       33                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      103,586
COMMITMENTS
  25,855      465       70   72,511   97,901   98,436   98,436    5,150    5,150

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      1,612)
    -920      -85       20    2,044    1,209    1,144    1,144      468      468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0      0.4      0.1     70.0     94.5     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       21       30       26       31                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,415
COMMITMENTS
       0      300        0   15,265   14,905   15,265   15,205      150      210

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:       -630)
       0        0        0     -630     -620     -630     -620        0      -10

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 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,025
COMMITMENTS
      50    2,000      125   26,020   24,080   26,195   26,205    1,830    1,820

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:      1,565)
       0     -150        0    1,635    1,780    1,635    1,630      -70      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      7.1      0.4     92.8     85.9     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       19       18       21       20                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,225
COMMITMENTS
       0      500      125   20,565   20,055   20,690   20,680    1,535    1,545

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -1,080)
       0     -100        0     -445     -340     -445     -440     -635     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.6     92.5     90.2     93.1     93.0      6.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       17       16       18                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,160
COMMITMENTS
     150       25        0   15,630   15,915   15,780   15,940      380      220

CHANGES FROM 05/03/16 (CHANGE IN OPEN INTEREST:     -1,310)
    -100      -25        0   -1,205   -1,275   -1,305   -1,300       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.2      0.0     96.7     98.5     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       15        9       17       10                  



Updated May 13, 2016