PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,500
COMMITMENTS
       0      250        0   46,309   45,704   46,309   45,954    3,191    3,546

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         30)
       0      100        0      150       50      150      150     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     93.6     92.3     93.6     92.8      6.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       21       16       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,725
COMMITMENTS
       0       50        0   40,568   40,303   40,568   40,353    3,157    3,372

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         35)
       0        0        0      155      155      155      155     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     92.8     92.2     92.8     92.3      7.2      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       21       14       22                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,015
COMMITMENTS
     255   12,960      620   22,510   10,735   23,385   24,315    1,630      700

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,675)
     -70      900       95    2,170    1,220    2,195    2,215     -520     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     51.8      2.5     90.0     42.9     93.5     97.2      6.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        3       15       13       18       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,565
COMMITMENTS
       0   12,375       25   20,960    9,365   20,985   21,765    1,580      800

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,655)
       0      970       25    2,170    1,200    2,195    2,195     -540     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     54.8      0.1     92.9     41.5     93.0     96.5      7.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        5        1       14        9       15       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,623
COMMITMENTS
   5,240      150      485   17,401   22,491   23,126   23,126    1,497    1,497

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        500)
     300      150        0     -250     -100       50       50      450      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      0.6      2.0     70.7     91.3     93.9     93.9      6.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        1       16       10       20       12                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,611
COMMITMENTS
   5,520        0      280   14,296   19,994   20,096   20,274    1,515    1,337

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        230)
     150        0        0        0      150      150      150       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      0.0      1.3     66.2     92.5     93.0     93.8      7.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        1       17       10       21       11                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,925
COMMITMENTS
      50   13,230      100   31,130   18,470   31,280   31,800      645      125

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        150)
       0      -50        0      150      200      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     41.4      0.3     97.5     57.9     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       16        8       17       11                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,915
COMMITMENTS
       0   10,780        0   25,250   14,980   25,250   25,760      665      155

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     41.6      0.0     97.4     57.8     97.4     99.4      2.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       14        7       14        9                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,749
COMMITMENTS
   3,900    2,285      465   26,434   28,004   30,799   30,754      950      995

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -175)
       0     -100     -100        0      100     -100     -100      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3      7.2      1.5     83.3     88.2     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       16       12       19       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,630
COMMITMENTS
       0    3,810      820   25,805   21,995   26,625   26,625    2,005    2,005

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        350)
       0        0      225      125      125      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.3      2.9     90.1     76.8     93.0     93.0      7.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        5        3       15       12       18       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,215
COMMITMENTS
  24,930    1,645      375   85,888  109,293  111,193  111,313    6,022    5,902

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        880)
     650      -70      110     -110      545      650      585      230      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      1.4      0.3     73.3     93.2     94.9     95.0      5.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       20       26       26       28                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      106,097
COMMITMENTS
  27,040        0      705   73,081  100,191  100,826  100,896    5,271    5,201

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         70)
     855      -65      -55     -690      230      110      110      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5      0.0      0.7     68.9     94.4     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        0        2       18       27       23       29                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,120
COMMITMENTS
      50        0      125   17,915   18,140   18,090   18,265    1,030      855

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        500)
       0        0        0        0        0        0        0      500      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.7     93.7     94.9     94.6     95.5      5.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       18       13       19       14                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,905
COMMITMENTS
     600      300        0   15,125   15,375   15,725   15,675      180      230

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.9      0.0     95.1     96.7     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       18       12       19       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,985
COMMITMENTS
      50    1,975      350   27,155   25,235   27,555   27,560    2,430    2,425

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,340)
       0      300       50    1,170      870    1,220    1,220      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.6      1.2     90.6     84.2     91.9     91.9      8.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       21       16       24       19                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,770
COMMITMENTS
       0      300      125   20,315   20,015   20,440   20,440    2,330    2,330

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      300      300      300      300       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.5     89.2     87.9     89.8     89.8     10.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       16       16       17                  



Updated June 24, 2016