PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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  :    43,338:         0         50          0     39,974     39,869     39,974     39,919:     3,364      3,419
Old  :    43,338:         0         50          0     39,974     39,869     39,974     39,919:     3,364      3,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :        75:         0          0          0         75         75         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.1        0.0       92.2       92.0       92.2       92.1:       7.8        7.9
Old  :     100.0:       0.0        0.1        0.0       92.2       92.0       92.2       92.1:       7.8        7.9
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  :        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  :                 73.2       46.4       87.4       76.0       72.3       41.4       77.7       65.8
Old  :                 73.2       46.4       87.4       76.0       72.3       41.4       77.7       65.8
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, September 20, 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  :    39,049:         0          0          0     35,608     35,633     35,608     35,633:     3,441      3,416
Old  :    39,049:         0          0          0     35,608     35,633     35,608     35,633:     3,441      3,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :        75:         0          0          0         75         75         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.2       91.3       91.2       91.3:       8.8        8.7
Old  :     100.0:       0.0        0.0        0.0       91.2       91.3       91.2       91.3:       8.8        8.7
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  :        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  :                 73.5       44.6       87.3       76.4       72.4       40.0       75.8       67.9
Old  :                 73.5       44.6       87.3       76.4       72.4       40.0       75.8       67.9
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, September 20, 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  :    31,280:         0     22,250        225     28,305      6,935     28,530     29,410:     2,750      1,870
Old  :    31,280:         0     22,250        225     28,305      6,935     28,530     29,410:     2,750      1,870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     4,070:         0      2,975        100      3,415        440      3,515      3,515:       555        555
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       71.1        0.7       90.5       22.2       91.2       94.0:       8.8        6.0
Old  :     100.0:       0.0       71.1        0.7       90.5       22.2       91.2       94.0:       8.8        6.0
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  :        24:         0          5          3         16         10         19         15:
Old  :        24:         0          5          3         16         10         19         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  :                 66.1       77.3       82.7       87.2       54.7       71.8       71.0       78.5
Old  :                 66.1       77.3       82.7       87.2       54.7       71.8       71.0       78.5
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, September 20, 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  :    26,220:         0     15,900        495     22,895      7,745     23,390     24,140:     2,830      2,080
Old  :    26,220:         0     15,900        495     22,895      7,745     23,390     24,140:     2,830      2,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     3,015:         0      2,600        100      2,915        315      3,015      3,015:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       60.6        1.9       87.3       29.5       89.2       92.1:      10.8        7.9
Old  :     100.0:       0.0       60.6        1.9       87.3       29.5       89.2       92.1:      10.8        7.9
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  :        22:         0          5          3         13         11         16         16:
Old  :        22:         0          5          3         13         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  :                 65.2       71.4       79.6       83.1       50.1       61.9       61.8       69.8
Old  :                 65.2       71.4       79.6       83.1       50.1       61.9       61.8       69.8
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, September 20, 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  :    25,233:     3,815        805      1,035     18,991     22,001     23,841     23,841:     1,392      1,392
Old  :    25,233:     3,815        805      1,035     18,991     22,001     23,841     23,841:     1,392      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :      -185:         0       -100          0       -210       -110       -210       -210:        25         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        3.2        4.1       75.3       87.2       94.5       94.5:       5.5        5.5
Old  :     100.0:      15.1        3.2        4.1       75.3       87.2       94.5       94.5:       5.5        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  :        27:         2          3          3         18         11         22         15:
Old  :        27:         2          3          3         18         11         22         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  :                 53.5       79.4       78.8       90.6       44.5       71.4       67.2       74.6
Old  :                 53.5       79.4       78.8       90.6       44.5       71.4       67.2       74.6
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, September 20, 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  :    20,881:     4,190        930        535     14,847     18,234     19,572     19,699:     1,309      1,182
Old  :    20,881:     4,190        930        535     14,847     18,234     19,572     19,699:     1,309      1,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :      -280:         0        -50          0       -280       -230       -280       -280:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        4.5        2.6       71.1       87.3       93.7       94.3:       6.3        5.7
Old  :     100.0:      20.1        4.5        2.6       71.1       87.3       93.7       94.3:       6.3        5.7
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  :        24:         2          2          2         18          8         21         11:
Old  :        24:         2          2          2         18          8         21         11:
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  :                 53.5       82.2       79.1       92.6       42.7       72.8       66.1       73.8
Old  :                 53.5       82.2       79.1       92.6       42.7       72.8       66.1       73.8
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, September 20, 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  :    34,965:       950     14,400          0     33,275     20,395     34,225     34,795:       740        170
Old  :    34,965:       950     14,400          0     33,275     20,395     34,225     34,795:       740        170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       550:         0          0          0        550        550        550        550:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       41.2        0.0       95.2       58.3       97.9       99.5:       2.1        0.5
Old  :     100.0:       2.7       41.2        0.0       95.2       58.3       97.9       99.5:       2.1        0.5
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:         1          4          0         12         12         13         16:
Old  :        24:         1          4          0         12         12         13         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  :                 77.1       87.7       92.0       96.2       68.1       81.9       82.6       88.8
Old  :                 77.1       87.7       92.0       96.2       68.1       81.9       82.6       88.8
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, September 20, 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  :    30,355:         0     13,730          0     29,435     16,275     29,435     30,005:       920        350
Old  :    30,355:         0     13,730          0     29,435     16,275     29,435     30,005:       920        350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       550:         0          0          0        555        555        555        555:        -5         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       45.2        0.0       97.0       53.6       97.0       98.8:       3.0        1.2
Old  :     100.0:       0.0       45.2        0.0       97.0       53.6       97.0       98.8:       3.0        1.2
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:         0          3          0         11          9         11         12:
Old  :        20:         0          3          0         11          9         11         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  :                 77.4       89.5       93.2       96.4       69.7       84.5       85.0       90.0
Old  :                 77.4       89.5       93.2       96.4       69.7       84.5       85.0       90.0
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, September 20, 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  :    27,720:     1,250      4,375        200     25,140     22,355     26,590     26,930:     1,130        790
Old  :    27,720:     1,250      4,375        200     25,140     22,355     26,590     26,930:     1,130        790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :        45:         0         45          0         45          0         45         45:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       15.8        0.7       90.7       80.6       95.9       97.2:       4.1        2.8
Old  :     100.0:       4.5       15.8        0.7       90.7       80.6       95.9       97.2:       4.1        2.8
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          4          2         14         12         17         17:
Old  :        24:         2          4          2         14         12         17         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  :                 63.0       75.5       86.2       92.5       55.8       62.7       67.8       71.3
Old  :                 63.0       75.5       86.2       92.5       55.8       62.7       67.8       71.3
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, September 20, 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  :    25,840:     1,350      4,120        380     23,100     20,825     24,830     25,325:     1,010        515
Old  :    25,840:     1,350      4,120        380     23,100     20,825     24,830     25,325:     1,010        515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       245:         0        295          0        220        -75        220        220:        25         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       15.9        1.5       89.4       80.6       96.1       98.0:       3.9        2.0
Old  :     100.0:       5.2       15.9        1.5       89.4       80.6       96.1       98.0:       3.9        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:         2          4          3         13         10         17         15:
Old  :        22:         2          4          3         13         10         17         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  :                 63.2       81.1       86.4       93.3       57.4       66.1       69.9       73.8
Old  :                 63.2       81.1       86.4       93.3       57.4       66.1       69.9       73.8
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, September 20, 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  :    31,899:     5,440      2,485        280     24,989     27,934     30,709     30,699:     1,190      1,200
Old  :    31,899:     5,440      2,485        280     24,989     27,934     30,709     30,699:     1,190      1,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     2,110:       275        100          0      1,605      1,780      1,880      1,880:       230        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        7.8        0.9       78.3       87.6       96.3       96.2:       3.7        3.8
Old  :     100.0:      17.1        7.8        0.9       78.3       87.6       96.3       96.2:       3.7        3.8
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:         2          3          1         20         14         23         17:
Old  :        28:         2          3          1         20         14         23         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  :                 58.4       76.3       75.9       91.4       57.3       67.8       70.2       80.9
Old  :                 58.4       76.3       75.9       91.4       57.3       67.8       70.2       80.9
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, September 20, 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  :    26,030:         0      2,625        720     23,835     21,210     24,555     24,555:     1,475      1,475
Old  :    26,030:         0      2,625        720     23,835     21,210     24,555     24,555:     1,475      1,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     1,645:         0        175          0      1,595      1,420      1,595      1,595:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.1        2.8       91.6       81.5       94.3       94.3:       5.7        5.7
Old  :     100.0:       0.0       10.1        2.8       91.6       81.5       94.3       94.3:       5.7        5.7
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  :        29:         0          4          2         23         14         25         18:
Old  :        29:         0          4          2         23         14         25         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  :                 56.9       70.6       74.5       87.8       45.1       64.8       61.7       75.0
Old  :                 56.9       70.6       74.5       87.8       45.1       64.8       61.7       75.0
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, September 20, 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  :   120,789:    34,495        870        545     80,835    114,540    115,875    115,955:     4,914      4,834
Old  :   120,789:    34,495        870        545     80,835    114,540    115,875    115,955:     4,914      4,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     2,295:     2,385          0        150        395      2,780      2,930      2,930:      -635       -635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        0.7        0.5       66.9       94.8       95.9       96.0:       4.1        4.0
Old  :     100.0:      28.6        0.7        0.5       66.9       94.8       95.9       96.0:       4.1        4.0
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  :        42:         5          1          5         23         30         28         36:
Old  :        42:         5          1          5         23         30         28         36:
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       55.6       79.1       73.1       46.6       54.5       64.1       66.4
Old  :                 56.9       55.6       79.1       73.1       46.6       54.5       64.1       66.4
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, September 20, 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  :   108,400:    33,830          0         25     68,582    102,385    102,437    102,410:     5,963      5,990
Old  :   108,400:    33,830          0         25     68,582    102,385    102,437    102,410:     5,963      5,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :     2,350:     2,660          0          0       -115      2,545      2,545      2,545:      -195       -195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        0.0        0.0       63.3       94.5       94.5       94.5:       5.5        5.5
Old  :     100.0:      31.2        0.0        0.0       63.3       94.5       94.5       94.5:       5.5        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  :        39:         6          0          1         22         30         28         31:
Old  :        39:         6          0          1         22         30         28         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  :                 61.5       52.9       81.0       71.3       53.8       49.6       66.3       60.9
Old  :                 61.5       52.9       81.0       71.3       53.8       49.6       66.3       60.9
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, September 20, 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  :    21,930:       150         25        100     20,990     21,075     21,240     21,200:       690        730
Old  :    21,930:       150         25        100     20,990     21,075     21,240     21,200:       690        730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       525:         0          0          0        595        595        595        595:       -70        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.1        0.5       95.7       96.1       96.9       96.7:       3.1        3.3
Old  :     100.0:       0.7        0.1        0.5       95.7       96.1       96.9       96.7:       3.1        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  :        24:         1          1          1         21         15         23         16:
Old  :        24:         1          1          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  :                 48.7       73.3       75.6       85.6       44.7       60.5       61.4       65.3
Old  :                 48.7       73.3       75.6       85.6       44.7       60.5       61.4       65.3
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, September 20, 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  :    17,975:       900        225          0     16,510     17,145     17,410     17,370:       565        605
Old  :    17,975:       900        225          0     16,510     17,145     17,410     17,370:       565        605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        1.3        0.0       91.8       95.4       96.9       96.6:       3.1        3.4
Old  :     100.0:       5.0        1.3        0.0       91.8       95.4       96.9       96.6:       3.1        3.4
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         12         22         13:
Old  :        25:         2          1          0         20         12         22         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  :                 49.8       76.8       71.8       89.7       43.1       67.5       60.3       75.1
Old  :                 49.8       76.8       71.8       89.7       43.1       67.5       60.3       75.1
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, September 20, 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  :    37,615:         0      2,495        300     33,010     30,500     33,310     33,295:     4,305      4,320
Old  :    37,615:         0      2,495        300     33,010     30,500     33,310     33,295:     4,305      4,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       310:         0        -55          0          0         55          0          0:       310        310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.6        0.8       87.8       81.1       88.6       88.5:      11.4       11.5
Old  :     100.0:       0.0        6.6        0.8       87.8       81.1       88.6       88.5:      11.4       11.5
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  :        30:         0          3          1         18         18         19         21:
Old  :        30:         0          3          1         18         18         19         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  :                 59.0       44.2       74.4       67.3       57.0       41.4       67.8       59.9
Old  :                 59.0       44.2       74.4       67.3       57.0       41.4       67.8       59.9
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, September 20, 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  :    25,390:         0        375         25     22,615     22,240     22,640     22,640:     2,750      2,750
Old  :    25,390:         0        375         25     22,615     22,240     22,640     22,640:     2,750      2,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 13, 2016                   :
     :       120:         0          0          0        120        120        120        120:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.5        0.1       89.1       87.6       89.2       89.2:      10.8       10.8
Old  :     100.0:       0.0        1.5        0.1       89.1       87.6       89.2       89.2:      10.8       10.8
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         16         15         17         16:
Old  :        23:         0          1          1         16         15         17         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  :                 47.7       45.8       68.4       70.8       36.6       33.9       49.8       49.1
Old  :                 47.7       45.8       68.4       70.8       36.6       33.9       49.8       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 23, 2016