PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,655
COMMITMENTS
      50      150        0   45,186   44,774   45,236   44,924    3,419    3,731

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        945)
       0        0        0      705      705      705      705      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.3      0.0     92.9     92.0     93.0     92.3      7.0      7.7

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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,072
COMMITMENTS
      50      150        0   38,697   38,035   38,747   38,185    3,325    3,887

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        945)
       0        0        0      595      535      595      535      350      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.4      0.0     92.0     90.4     92.1     90.8      7.9      9.2

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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,475
COMMITMENTS
     400   10,685      700   20,050   10,725   21,150   22,110    2,325    1,365

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     45.5      3.0     85.4     45.7     90.1     94.2      9.9      5.8

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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,515
COMMITMENTS
       0   10,030      950   19,300   10,070   20,250   21,050    2,265    1,465

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     44.5      4.2     85.7     44.7     89.9     93.5     10.1      6.5

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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,053
COMMITMENTS
   5,285        0      255   14,856   20,141   20,396   20,396    1,657    1,657

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        890)
    -240        0      140      837      597      737      737      153      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      0.0      1.2     67.4     91.3     92.5     92.5      7.5      7.5

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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,947
COMMITMENTS
   5,220        0      240   12,155   17,360   17,615   17,600    1,332    1,347

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        940)
    -240        0      140      800      560      700      700      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      0.0      1.3     64.2     91.6     93.0     92.9      7.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       14        9       17       11                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,349
COMMITMENTS
       0   13,034        0   31,630   19,090   31,630   32,124      719      225

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        880)
       0      780        0      880      100      880      880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     40.3      0.0     97.8     59.0     97.8     99.3      2.2      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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,820
COMMITMENTS
       0   11,300        0   26,150   15,340   26,150   26,640      670      180

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        780)
       0      780        0      780        0      780      780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     42.1      0.0     97.5     57.2     97.5     99.3      2.5      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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,035
COMMITMENTS
   2,290      150    1,175   25,465   27,820   28,930   29,145    1,105      890

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:         50)
      50        0        0        0       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.5      3.9     84.8     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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,120
COMMITMENTS
       0    3,235       70   27,110   23,830   27,180   27,135    1,940    1,985

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        100)
       0      250        0     -125     -375     -125     -125      225      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      0.2     93.1     81.8     93.3     93.2      6.7      6.8

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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      110,479
COMMITMENTS
  23,610    1,025      184   79,651  102,236  103,445  103,445    7,034    7,034

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,155)
     730      600     -150    1,750    1,880    2,330    2,330     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      0.9      0.2     72.1     92.5     93.6     93.6      6.4      6.4

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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,974
COMMITMENTS
  26,775      550       50   70,467   96,692   97,292   97,292    4,682    4,682

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:      2,585)
     980      550     -100    1,400    1,830    2,280    2,280      305      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      0.5      0.0     69.1     94.8     95.4     95.4      4.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       20       30       25       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| 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 04/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| 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 04/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,460
COMMITMENTS
      50    2,150      125   24,385   22,300   24,560   24,575    1,900    1,885

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:       -100)
       0     -100        0     -100        0     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      8.1      0.5     92.2     84.3     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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| 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 04/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 05/03/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,470
COMMITMENTS
     250       50        0   16,835   17,190   17,085   17,240      385      230

CHANGES FROM 04/26/16 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      585      585      585      585     -335     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.3      0.0     96.4     98.4     97.8     98.7      2.2      1.3

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



Updated May 6, 2016