PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,963
COMMITMENTS
      25      100        0   42,646   42,274   42,671   42,374    3,292    3,589

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      180      180      180      180       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       17       21       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,757
COMMITMENTS
      25      100        0   36,592   35,975   36,617   36,075    3,140    3,682

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.3      0.0     92.0     90.5     92.1     90.7      7.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       15       20       16       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,395
COMMITMENTS
      25   11,385      675   20,455   10,030   21,155   22,090    2,240    1,305

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         50)
       0      150        0       50     -100       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     48.7      2.9     87.4     42.9     90.4     94.4      9.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        5        2       16       14       18       20                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,075
COMMITMENTS
       0   10,730      475   19,405    9,465   19,880   20,670    2,195    1,405

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      175      175      175      175       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     48.6      2.2     87.9     42.9     90.1     93.6      9.9      6.4

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
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,273
COMMITMENTS
   5,280        0      495   16,314   21,594   22,089   22,089    1,184    1,184

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,280)
       0        0        0    1,280    1,280    1,280    1,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      0.0      2.1     70.1     92.8     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       15        8       19        9                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,376
COMMITMENTS
   5,025        0      330   14,074   19,084   19,429   19,414      947      962

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,250)
       0        0        0    1,175    1,175    1,175    1,175       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      0.0      1.6     69.1     93.7     95.4     95.3      4.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       16        9       19       11                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,142
COMMITMENTS
     150   13,107        0   31,295   18,860   31,445   31,967      697      175

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         20)
       0        0        0        0       20        0       20       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     40.8      0.0     97.4     58.7     97.8     99.5      2.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       15       13       16       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,265
COMMITMENTS
       0   11,015        0   25,600   15,095   25,600   26,110      665      155

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:         20)
       0        0        0        0       20        0       20       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     41.9      0.0     97.5     57.5     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
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,810
COMMITMENTS
   2,970    1,135      795   25,140   26,955   28,905   28,885      905      925

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        375)
      50      400        0      300      -50      350      350       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      3.8      2.7     84.3     90.4     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       16       12       18       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,755
COMMITMENTS
       0    3,240      420   26,405   23,120   26,825   26,780    1,930    1,975

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        250)
       0      300        0      250      -50      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.3      1.5     91.8     80.4     93.3     93.1      6.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       14       12       15       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      115,042
COMMITMENTS
  23,795    1,965      492   84,591  106,421  108,878  108,878    6,164    6,164

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:      1,585)
     250      900      240    1,200      550    1,690    1,690     -105     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      1.7      0.4     73.5     92.5     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        4       23       29       29       33                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      106,011
COMMITMENTS
  26,130      165      150   74,336  100,301  100,616  100,616    5,395    5,395

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        820)
     300        0        0      395      695      695      695      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      0.2      0.1     70.1     94.6     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       20       30       25       31                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,615
COMMITMENTS
     600      300        0   14,835   15,075   15,435   15,375      180      240

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        200)
     600        0        0     -430      170      170      170       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.9      0.0     95.0     96.5     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       16       13       17       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,925
COMMITMENTS
      50    1,600      125   25,940   24,400   26,115   26,125    1,810    1,800

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.7      0.4     92.9     87.4     93.5     93.6      6.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       19       19       21       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,875
COMMITMENTS
       0      400      125   20,820   20,405   20,945   20,930      930      945

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      300      300      300      300     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.6     95.2     93.3     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       16       18       17       19                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 05/24/16                         |
--------------------------------------------------------------| 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   15,310   15,595   15,460   15,620      700      540

CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.2      0.0     94.7     96.5     95.7     96.7      4.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       16       10       18       11                  



Updated May 27, 2016