MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                          Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    16,884:       925          0        100     14,422     15,394     15,447     15,494:     1,437      1,390
Old  :    16,884:       925          0        100     14,422     15,394     15,447     15,494:     1,437      1,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        0.0        0.6       85.4       91.2       91.5       91.8:       8.5        8.2
Old  :     100.0:       5.5        0.0        0.6       85.4       91.2       91.5       91.8:       8.5        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          0          1         10         13         12         14:
Old  :        20:         2          0          1         10         13         12         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       58.5       86.9       82.8       67.2       53.6       77.1       74.3
Old  :                 72.4       58.5       86.9       82.8       67.2       53.6       77.1       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    45,875:         0        150          0     42,184     41,939     42,184     42,089:     3,691      3,786
Old  :    45,875:         0        150          0     42,184     41,939     42,184     42,089:     3,691      3,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       335:         0         50          0        420        370        420        420:       -85        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.3        0.0       92.0       91.4       92.0       91.7:       8.0        8.3
Old  :     100.0:       0.0        0.3        0.0       92.0       91.4       92.0       91.7:       8.0        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          1          0         16         20         16         21:
Old  :        26:         0          1          0         16         20         16         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.3       48.8       88.3       75.0       76.0       40.9       79.5       65.4
Old  :                 76.3       48.8       88.3       75.0       76.0       40.9       79.5       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                       Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    40,507:         0          0          0     36,888     36,893     36,888     36,893:     3,619      3,614
Old  :    40,507:         0          0          0     36,888     36,893     36,888     36,893:     3,619      3,614
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :        80:         0          0          0        150        150        150        150:       -70        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.1       91.1       91.1       91.1:       8.9        8.9
Old  :     100.0:       0.0        0.0        0.0       91.1       91.1       91.1       91.1:       8.9        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          0          0         14         20         14         20:
Old  :        23:         0          0          0         14         20         14         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       45.8       87.7       75.4       74.3       41.2       76.1       67.2
Old  :                 75.1       45.8       87.7       75.4       74.3       41.2       76.1       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                   Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    28,345:         0     18,950        325     25,550      7,505     25,875     26,780:     2,470      1,565
Old  :    28,345:         0     18,950        325     25,550      7,505     25,875     26,780:     2,470      1,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       370:         0        300          0        300          0        300        300:        70         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       66.9        1.1       90.1       26.5       91.3       94.5:       8.7        5.5
Old  :     100.0:       0.0       66.9        1.1       90.1       26.5       91.3       94.5:       8.7        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          6          3         15         12         18         18:
Old  :        26:         0          6          3         15         12         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       75.6       79.6       86.9       49.8       67.6       65.9       75.4
Old  :                 62.9       75.6       79.6       86.9       49.8       67.6       65.9       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                  Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    24,010:         0     13,395        395     20,865      8,230     21,260     22,020:     2,750      1,990
Old  :    24,010:         0     13,395        395     20,865      8,230     21,260     22,020:     2,750      1,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       160:         0        300          0        440        140        440        440:      -280       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       55.8        1.6       86.9       34.3       88.5       91.7:      11.5        8.3
Old  :     100.0:       0.0       55.8        1.6       86.9       34.3       88.5       91.7:      11.5        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          5          2         14         11         16         16:
Old  :        23:         0          5          2         14         11         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       68.1       77.0       81.5       48.4       56.4       60.2       66.6
Old  :                 62.8       68.1       77.0       81.5       48.4       56.4       60.2       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                  Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    25,388:     4,250        200        925     18,876     22,926     24,051     24,051:     1,337      1,337
Old  :    25,388:     4,250        200        925     18,876     22,926     24,051     24,051:     1,337      1,337
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       100:        50         75          0         50         25        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        0.8        3.6       74.4       90.3       94.7       94.7:       5.3        5.3
Old  :     100.0:      16.7        0.8        3.6       74.4       90.3       94.7       94.7:       5.3        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          3          2         18         12         22         16:
Old  :        28:         3          3          2         18         12         22         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       83.5       80.5       91.4       47.0       74.9       69.3       76.6
Old  :                 55.0       83.5       80.5       91.4       47.0       74.9       69.3       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                 Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    21,621:     4,525        200        575     15,229     19,699     20,329     20,474:     1,292      1,147
Old  :    21,621:     4,525        200        575     15,229     19,699     20,329     20,474:     1,292      1,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       100:         0         75          0        100         25        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        0.9        2.7       70.4       91.1       94.0       94.7:       6.0        5.3
Old  :     100.0:      20.9        0.9        2.7       70.4       91.1       94.0       94.7:       6.0        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          2         19         11         23         13:
Old  :        25:         3          1          2         19         11         23         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       85.5       78.7       92.9       42.7       71.7       65.3       72.7
Old  :                 53.8       85.5       78.7       92.9       42.7       71.7       65.3       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                 Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    31,515:       900     13,705         50     29,890     17,550     30,840     31,305:       675        210
Old  :    31,515:       900     13,705         50     29,890     17,550     30,840     31,305:       675        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       925:         0        400          0        865        465        865        865:        60         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       43.5        0.2       94.8       55.7       97.9       99.3:       2.1        0.7
Old  :     100.0:       2.9       43.5        0.2       94.8       55.7       97.9       99.3:       2.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          4          1         17         12         18         17:
Old  :        27:         1          4          1         17         12         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.4       87.7       88.6       96.2       68.4       86.3       83.5       92.6
Old  :                 73.4       87.7       88.6       96.2       68.4       86.3       83.5       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    26,130:         0     12,310          0     25,130     13,285     25,130     25,595:     1,000        535
Old  :    26,130:         0     12,310          0     25,130     13,285     25,130     25,595:     1,000        535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       590:         0        400          0        520        120        520        520:        70         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       47.1        0.0       96.2       50.8       96.2       98.0:       3.8        2.0
Old  :     100.0:       0.0       47.1        0.0       96.2       50.8       96.2       98.0:       3.8        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          3          0         15          9         15         12:
Old  :        22:         0          3          0         15          9         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       90.0       89.5       95.6       70.7       90.0       86.4       94.2
Old  :                 73.7       90.0       89.5       95.6       70.7       90.0       86.4       94.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                   Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    28,960:     1,225      4,390        225     26,440     23,345     27,890     27,960:     1,070      1,000
Old  :    28,960:     1,225      4,390        225     26,440     23,345     27,890     27,960:     1,070      1,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       740:      -150        750         75        870        -30        795        795:       -55        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       15.2        0.8       91.3       80.6       96.3       96.5:       3.7        3.5
Old  :     100.0:       4.2       15.2        0.8       91.3       80.6       96.3       96.5:       3.7        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          3          2         15         12         18         16:
Old  :        25:         2          3          2         15         12         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       73.6       86.1       93.0       54.2       61.7       65.6       69.5
Old  :                 62.9       73.6       86.1       93.0       54.2       61.7       65.6       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                  Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    26,675:     1,325      3,870        430     24,185     21,710     25,940     26,010:       735        665
Old  :    26,675:     1,325      3,870        430     24,185     21,710     25,940     26,010:       735        665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       895:      -150        750         25      1,050        150        925        925:       -30        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       14.5        1.6       90.7       81.4       97.2       97.5:       2.8        2.5
Old  :     100.0:       5.0       14.5        1.6       90.7       81.4       97.2       97.5:       2.8        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          2          3         14         12         18         15:
Old  :        24:         2          2          3         14         12         18         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       80.0       86.3       94.4       55.7       65.0       67.9       72.9
Old  :                 62.7       80.0       86.3       94.4       55.7       65.0       67.9       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                  Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    33,334:     5,180      2,110        540     26,534     29,584     32,254     32,234:     1,080      1,100
Old  :    33,334:     5,180      2,110        540     26,534     29,584     32,254     32,234:     1,080      1,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       775:       475        -75         50         50        600        575        575:       200        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        6.3        1.6       79.6       88.8       96.8       96.7:       3.2        3.3
Old  :     100.0:      15.5        6.3        1.6       79.6       88.8       96.8       96.7:       3.2        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          3          3         18         13         22         17:
Old  :        27:         2          3          3         18         13         22         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       78.3       75.2       92.4       56.4       73.5       72.0       85.4
Old  :                 56.9       78.3       75.2       92.4       56.4       73.5       72.0       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                 Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    27,015:         0      2,870        845     24,395     21,525     25,240     25,240:     1,775      1,775
Old  :    27,015:         0      2,870        845     24,395     21,525     25,240     25,240:     1,775      1,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :      -470:         0       -375        150       -765       -390       -615       -615:       145        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.6        3.1       90.3       79.7       93.4       93.4:       6.6        6.6
Old  :     100.0:       0.0       10.6        3.1       90.3       79.7       93.4       93.4:       6.6        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          5          2         22         13         24         18:
Old  :        30:         0          5          2         22         13         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       70.2       71.4       87.8       42.3       67.6       61.9       77.7
Old  :                 50.3       70.2       71.4       87.8       42.3       67.6       61.9       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                           Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   120,779:    30,690      1,070        670     83,389    113,104    114,749    114,844:     6,030      5,935
Old  :   120,779:    30,690      1,070        670     83,389    113,104    114,749    114,844:     6,030      5,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       195:       475          0        -60       -680       -205       -265       -265:       460        460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        0.9        0.6       69.0       93.6       95.0       95.1:       5.0        4.9
Old  :     100.0:      25.4        0.9        0.6       69.0       93.6       95.0       95.1:       5.0        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         5          1          5         24         28         30         33:
Old  :        41:         5          1          5         24         28         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       52.1       79.2       69.6       48.7       50.9       66.0       64.8
Old  :                 55.9       52.1       79.2       69.6       48.7       50.9       66.0       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                          Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   107,160:    29,895          0        225     70,722    100,600    100,842    100,825:     6,318      6,335
Old  :   107,160:    29,895          0        225     70,722    100,600    100,842    100,825:     6,318      6,335
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :      -135:       700          0          0     -1,205       -505       -505       -505:       370        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        0.0        0.2       66.0       93.9       94.1       94.1:       5.9        5.9
Old  :     100.0:      27.9        0.0        0.2       66.0       93.9       94.1       94.1:       5.9        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         5          0          1         22         30         27         31:
Old  :        38:         5          0          1         22         30         27         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       48.0       81.2       66.6       55.5       46.1       67.5       59.6
Old  :                 62.4       48.0       81.2       66.6       55.5       46.1       67.5       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                        Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    21,875:       200          0        125     20,645     20,805     20,970     20,930:       905        945
Old  :    21,875:       200          0        125     20,645     20,805     20,970     20,930:       905        945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       600:         0          0          0        550        550        550        550:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.0        0.6       94.4       95.1       95.9       95.7:       4.1        4.3
Old  :     100.0:       0.9        0.0        0.6       94.4       95.1       95.9       95.7:       4.1        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          0          1         21         15         23         16:
Old  :        24:         2          0          1         21         15         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       72.2       74.7       85.6       46.2       60.6       60.1       66.1
Old  :                 51.5       72.2       74.7       85.6       46.2       60.6       60.1       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                       Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    17,765:       900        250          0     16,370     16,980     17,270     17,230:       495        535
Old  :    17,765:       900        250          0     16,370     16,980     17,270     17,230:       495        535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       700:         0          0          0        685        685        685        685:        15         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1        1.4        0.0       92.1       95.6       97.2       97.0:       2.8        3.0
Old  :     100.0:       5.1        1.4        0.0       92.1       95.6       97.2       97.0:       2.8        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          1          0         20         13         22         14:
Old  :        25:         2          1          0         20         13         22         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       76.1       70.0       89.1       45.0       63.0       59.3       70.2
Old  :                 51.3       76.1       70.0       89.1       45.0       63.0       59.3       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                           Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    32,295:       160      2,855        370     27,575     24,885     28,105     28,110:     4,190      4,185
Old  :    32,295:       160      2,855        370     27,575     24,885     28,105     28,110:     4,190      4,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       100:         0          0          0        100        100        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        8.8        1.1       85.4       77.1       87.0       87.0:      13.0       13.0
Old  :     100.0:       0.5        8.8        1.1       85.4       77.1       87.0       87.0:      13.0       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          3          2         21         16         23         20:
Old  :        30:         1          3          2         21         16         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       39.5       67.3       64.3       45.6       34.6       59.0       53.2
Old  :                 49.3       39.5       67.3       64.3       45.6       34.6       59.0       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                          Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    24,080:         0        450         25     20,795     20,345     20,820     20,820:     3,260      3,260
Old  :    24,080:         0        450         25     20,795     20,345     20,820     20,820:     3,260      3,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 23, 2016                      :
     :       175:         0        -50         25        150        200        175        175:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.9        0.1       86.4       84.5       86.5       86.5:      13.5       13.5
Old  :     100.0:       0.0        1.9        0.1       86.4       84.5       86.5       86.5:      13.5       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          1          1         15         15         16         16:
Old  :        23:         0          1          1         15         15         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       45.3       68.8       67.5       40.1       33.6       55.1       50.1
Old  :                 48.4       45.3       68.8       67.5       40.1       33.6       55.1       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 2, 2016