PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,723
COMMITMENTS
      25      100        0   42,466   42,094   42,491   42,194    3,232    3,529

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        635)
       0        0        0      635      635      635      635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.0     92.9     92.1     92.9     92.3      7.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       17       21       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,517
COMMITMENTS
      25      100        0   36,352   35,735   36,377   35,835    3,140    3,682

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        635)
       0        0        0      635      635      635      635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.3      0.0     92.0     90.4     92.1     90.7      7.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       15       20       16       21                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,345
COMMITMENTS
      25   11,235      675   20,405   10,130   21,105   22,040    2,240    1,305

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      1,025)
    -300      150      250    1,150      700    1,100    1,100      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     48.1      2.9     87.4     43.4     90.4     94.4      9.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        2       16       14       18       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,875
COMMITMENTS
       0   10,730      475   19,230    9,290   19,705   20,495    2,170    1,380

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        650)
       0      300        0      725      425      725      725      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     49.1      2.2     87.9     42.5     90.1     93.7      9.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        1       15       12       16       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,993
COMMITMENTS
   5,280        0      495   15,034   20,314   20,809   20,809    1,184    1,184

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        -40)
    -240        0      140      250       10      150      150     -190     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      0.0      2.3     68.4     92.4     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       15        8       19        9                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,126
COMMITMENTS
   5,025        0      330   12,899   17,909   18,254   18,239      872      887

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        159)
    -240        0      140      349      109      249      249      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3      0.0      1.7     67.4     93.6     95.4     95.4      4.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       16        9       19       11                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,122
COMMITMENTS
     150   13,107        0   31,295   18,840   31,445   31,947      677      175

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        110)
     150        0        0      -50      110      100      110       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     40.8      0.0     97.4     58.7     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       15       13       16       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,245
COMMITMENTS
       0   11,015        0   25,600   15,075   25,600   26,090      645      155

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     42.0      0.0     97.5     57.4     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       10       14       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,435
COMMITMENTS
   2,920      735      795   24,840   27,005   28,555   28,535      880      900

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:       -435)
     150      525     -100     -510     -885     -460     -460       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      2.5      2.7     84.4     91.7     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       16       12       17       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,505
COMMITMENTS
       0    2,940      420   26,155   23,170   26,575   26,530    1,930    1,975

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:        205)
       0      -25      350     -155     -130      195      195       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.3      1.5     91.8     81.3     93.2     93.1      6.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       14       12       15       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      113,457
COMMITMENTS
  23,545    1,065      252   83,391  105,871  107,188  107,188    6,269    6,269

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      2,085)
     375     -300       50    1,655    2,330    2,080    2,080        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8      0.9      0.2     73.5     93.3     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        2       23       29       28       32                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      105,191
COMMITMENTS
  25,830      165      150   73,941   99,606   99,921   99,921    5,270    5,270

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:      1,605)
     -25     -300       80    1,430    1,705    1,485    1,485      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.6      0.2      0.1     70.3     94.7     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        1       20       30       25       31                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,415
COMMITMENTS
       0      300        0   15,265   14,905   15,265   15,205      150      210

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     99.0     96.7     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       13       15       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,625
COMMITMENTS
      50    1,600      125   25,640   24,100   25,815   25,825    1,810    1,800

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:       -400)
       0     -400        0     -380       20     -380     -380      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.8      0.5     92.8     87.2     93.4     93.5      6.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       19       19       21       21                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,875
COMMITMENTS
       0      400      125   20,520   20,105   20,645   20,630    1,230    1,245

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:       -350)
       0     -100        0      -45       50      -45      -50     -305     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.6     93.8     91.9     94.4     94.3      5.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       16       18       17       19                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,160
COMMITMENTS
     150       25        0   15,310   15,595   15,460   15,620      700      540

CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -320     -320     -320     -320      320      320

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

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



Updated May 20, 2016