PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,665
COMMITMENTS
       0      200        0   44,624   44,109   44,624   44,309    4,041    4,356

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,145)
       0        0        0      460      460      460      460      685      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     91.7     90.6     91.7     91.0      8.3      9.0

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 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,333
COMMITMENTS
       0        0        0   38,533   38,338   38,533   38,338    3,800    3,995

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        605)
       0        0        0       30       30       30       30      575      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.0     90.6     91.0     90.6      9.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       21       15       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,435
COMMITMENTS
       0   16,745      450   24,655    8,830   25,105   26,025    2,330    1,410

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       60       60       60       60      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     61.0      1.6     89.9     32.2     91.5     94.9      8.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        6        3       15       13       18       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,235
COMMITMENTS
       0   13,315       25   20,700    8,155   20,725   21,495    2,510    1,740

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       60       60       60       60      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     57.3      0.1     89.1     35.1     89.2     92.5     10.8      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        1       14       11       15       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,438
COMMITMENTS
   4,870      100      580   18,273   23,043   23,723   23,723    1,715    1,715

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        255)
       0        0        0       52       52       52       52      203      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      0.4      2.3     71.8     90.6     93.3     93.3      6.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        2       16       11       20       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,266
COMMITMENTS
   5,085        0      390   15,356   20,604   20,831   20,994    1,435    1,272

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      0.0      1.8     69.0     92.5     93.6     94.3      6.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        2       16       10       20       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,335
COMMITMENTS
       0   13,670        0   30,795   17,620   30,795   31,290      540       45

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         50)
       0       50        0       50        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     43.6      0.0     98.3     56.2     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        0       17        9       17       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,025
COMMITMENTS
       0   11,420        0   25,315   14,390   25,315   25,810      710      215

CHANGES FROM 07/26/16 (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     43.9      0.0     97.3     55.3     97.3     99.2      2.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        8       15       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,220
COMMITMENTS
   1,350    2,745      200   25,305   23,970   26,855   26,915    1,365    1,305

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        505)
       0        0        0      260      260      260      260      245      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      9.7      0.7     89.7     84.9     95.2     95.4      4.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       15       12       18       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,030
COMMITMENTS
   1,450    2,655      460   23,210   22,065   25,120   25,180      910      850

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     10.2      1.8     89.2     84.8     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       14       11       18       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,799
COMMITMENTS
   4,610    2,160      435   26,639   29,079   31,684   31,674    1,115    1,125

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         30)
       0      -30       30      -15       15       15       15       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      6.6      1.3     81.2     88.7     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       18       13       22       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,780
COMMITMENTS
       0    3,440      820   25,020   21,580   25,840   25,840    1,940    1,940

CHANGES FROM 07/26/16 (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     12.4      3.0     90.1     77.7     93.0     93.0      7.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        3       18       12       21       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,559
COMMITMENTS
  28,575    1,020      980   84,704  112,359  114,259  114,359    6,300    6,200

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,565)
     -45      -75      155    1,530    1,560    1,640    1,640      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7      0.8      0.8     70.3     93.2     94.8     94.9      5.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       22       27       28       30                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      105,630
COMMITMENTS
  28,570        0      650   70,762   99,321   99,982   99,971    5,648    5,659

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        425)
     -65        0      125      426      361      486      486      -61      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.0      0.0      0.6     67.0     94.0     94.7     94.6      5.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        2       21       28       26       30                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,745
COMMITMENTS
      75        0      125   20,440   20,475   20,640   20,600    1,105    1,145

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        425)
       0        0        0      515      305      515      305      -90      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.6     94.0     94.2     94.9     94.7      5.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       20       14       21       15                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,155
COMMITMENTS
     600      275        0   16,225   16,510   16,825   16,785      330      370

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      1.6      0.0     94.6     96.2     98.1     97.8      1.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       19       13       20       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,740
COMMITMENTS
     280    2,980      300   28,575   25,880   29,155   29,160    3,585    3,580

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        940)
       0        0        0      895      895      895      895       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      9.1      0.9     87.3     79.0     89.1     89.1     10.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       21       16       23       19                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,035
COMMITMENTS
       0      575        0   20,595   20,020   20,595   20,595    3,440    3,440

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        425)
       0        0        0      325      325      325      325      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      0.0     85.7     83.3     85.7     85.7     14.3     14.3

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



Updated August 5, 2016