PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,645
COMMITMENTS
       0       50        0   44,434   44,029   44,434   44,079    3,211    3,566

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -238)
     -25      -50        0     -132     -165     -157     -215      -81      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     93.3     92.4     93.3     92.5      6.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       20       16       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,890
COMMITMENTS
       0       50        0   38,748   38,483   38,748   38,533    3,142    3,357

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        213)
     -25      -50        0      236      588      211      538        2     -325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     92.5     91.9     92.5     92.0      7.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       20       14       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,040
COMMITMENTS
     275   11,960      425   20,150    9,375   20,850   21,760    2,190    1,280

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -755)
     250      550     -250     -705   -1,030     -705     -730      -50      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     51.9      1.8     87.5     40.7     90.5     94.4      9.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       14       12       16       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,910
COMMITMENTS
       0   11,405        0   18,790    8,165   18,790   19,570    2,120    1,340

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,165)
       0      675     -475     -615   -1,300   -1,090   -1,100      -75      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     54.5      0.0     89.9     39.0     89.9     93.6     10.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        5        0       13        8       13       13                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,523
COMMITMENTS
   5,240        0      485   16,651   21,891   22,376   22,376    1,147    1,147

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -705)
     -40        0      -10     -590     -630     -640     -640      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      0.0      2.1     70.8     93.1     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        1       15        9       19       10                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,181
COMMITMENTS
   5,370        0      280   14,096   19,644   19,746   19,924    1,435    1,257

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -330)
     195        0      -50     -808     -435     -663     -485      333      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      0.0      1.3     66.6     92.7     93.2     94.1      6.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        1       17        8       21        9                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,535
COMMITMENTS
     150   13,280        0   30,740   18,130   30,890   31,410      645      125

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -607)
       0      173        0     -555     -730     -555     -557      -52      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     42.1      0.0     97.5     57.5     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       15        9       16       11                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,085
COMMITMENTS
   3,225    2,235      615   24,330   25,275   28,170   28,125      915      960

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -725)
     255    1,025     -180     -810   -1,605     -735     -760       10       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      7.7      2.1     83.7     86.9     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       15       11       18       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,555
COMMITMENTS
       0    4,160      595   25,830   21,670   26,425   26,425    2,130    2,130

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -275)
       0      845      175     -650   -1,450     -475     -430      200      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.6      2.1     90.5     75.9     92.5     92.5      7.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        3       15       12       18       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      111,811
COMMITMENTS
  24,905    2,265      315   81,174  103,999  106,394  106,579    5,417    5,232

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,351)
   1,035       75     -202   -2,577   -1,432   -1,744   -1,559     -607     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      2.0      0.3     72.6     93.0     95.2     95.3      4.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        2       18       25       24       27                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      105,772
COMMITMENTS
  26,835      365      760   72,818   99,358  100,413  100,483    5,359    5,289

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,526)
     770      365      310   -2,165   -1,690   -1,085   -1,015     -441     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      0.3      0.7     68.8     93.9     94.9     95.0      5.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        2       16       27       21       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,200
COMMITMENTS
      50        0      125   17,555   17,780   17,730   17,905      470      295

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.7     96.5     97.7     97.4     98.4      2.6      1.6

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 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,785
COMMITMENTS
     600      300        0   15,005   15,255   15,605   15,555      180      230

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      170      180      170      180        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.9      0.0     95.1     96.6     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       18       12       19       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,820
COMMITMENTS
      50    1,850      125   25,505   23,710   25,680   25,685    2,140    2,135

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -205)
       0      250        0     -535     -790     -535     -540      330      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.6      0.4     91.7     85.2     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       20       16       22       18                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,705
COMMITMENTS
       0      300      125   19,665   19,365   19,790   19,790      915      915

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,270)
       0     -100        0   -1,230   -1,115   -1,230   -1,215      -40      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.6     95.0     93.5     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       15       16       16                  



Updated June 10, 2016