MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,884
COMMITMENTS
     925        0      100   14,422   15,394   15,447   15,494    1,437    1,390

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.0      0.6     85.4     91.2     91.5     91.8      8.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       10       13       12       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,875
COMMITMENTS
       0      150        0   42,184   41,939   42,184   42,089    3,691    3,786

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        335)
       0       50        0      420      370      420      420      -85      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     92.0     91.4     92.0     91.7      8.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       20       16       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,507
COMMITMENTS
       0        0        0   36,888   36,893   36,888   36,893    3,619    3,614

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:         80)
       0        0        0      150      150      150      150      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.1     91.1     91.1     91.1      8.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       14       20       14       20                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,345
COMMITMENTS
       0   18,950      325   25,550    7,505   25,875   26,780    2,470    1,565

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        370)
       0      300        0      300        0      300      300       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     66.9      1.1     90.1     26.5     91.3     94.5      8.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        6        3       15       12       18       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,010
COMMITMENTS
       0   13,395      395   20,865    8,230   21,260   22,020    2,750    1,990

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        160)
       0      300        0      440      140      440      440     -280     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     55.8      1.6     86.9     34.3     88.5     91.7     11.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        5        2       14       11       16       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,388
COMMITMENTS
   4,250      200      925   18,876   22,926   24,051   24,051    1,337    1,337

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        100)
      50       75        0       50       25      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      0.8      3.6     74.4     90.3     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       18       12       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,621
COMMITMENTS
   4,525      200      575   15,229   19,699   20,329   20,474    1,292    1,147

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        100)
       0       75        0      100       25      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      0.9      2.7     70.4     91.1     94.0     94.7      6.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       19       11       23       13                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,515
COMMITMENTS
     900   13,705       50   29,890   17,550   30,840   31,305      675      210

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        925)
       0      400        0      865      465      865      865       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     43.5      0.2     94.8     55.7     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        1       17       12       18       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,130
COMMITMENTS
       0   12,310        0   25,130   13,285   25,130   25,595    1,000      535

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        590)
       0      400        0      520      120      520      520       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     47.1      0.0     96.2     50.8     96.2     98.0      3.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       15        9       15       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,960
COMMITMENTS
   1,225    4,390      225   26,440   23,345   27,890   27,960    1,070    1,000

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        740)
    -150      750       75      870      -30      795      795      -55      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     15.2      0.8     91.3     80.6     96.3     96.5      3.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        3        2       15       12       18       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,675
COMMITMENTS
   1,325    3,870      430   24,185   21,710   25,940   26,010      735      665

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        895)
    -150      750       25    1,050      150      925      925      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0     14.5      1.6     90.7     81.4     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       14       12       18       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,334
COMMITMENTS
   5,180    2,110      540   26,534   29,584   32,254   32,234    1,080    1,100

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        775)
     475      -75       50       50      600      575      575      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      6.3      1.6     79.6     88.8     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        3       18       13       22       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,015
COMMITMENTS
       0    2,870      845   24,395   21,525   25,240   25,240    1,775    1,775

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -470)
       0     -375      150     -765     -390     -615     -615      145      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.6      3.1     90.3     79.7     93.4     93.4      6.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        5        2       22       13       24       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,779
COMMITMENTS
  30,690    1,070      670   83,389  113,104  114,749  114,844    6,030    5,935

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        195)
     475        0      -60     -680     -205     -265     -265      460      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4      0.9      0.6     69.0     93.6     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        5       24       28       30       33                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      107,160
COMMITMENTS
  29,895        0      225   70,722  100,600  100,842  100,825    6,318    6,335

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -135)
     700        0        0   -1,205     -505     -505     -505      370      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9      0.0      0.2     66.0     93.9     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        1       22       30       27       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,875
COMMITMENTS
     200        0      125   20,645   20,805   20,970   20,930      905      945

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      550      550      550      550       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.6     94.4     95.1     95.9     95.7      4.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       21       15       23       16                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,765
COMMITMENTS
     900      250        0   16,370   16,980   17,270   17,230      495      535

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        700)
       0        0        0      685      685      685      685       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      1.4      0.0     92.1     95.6     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       20       13       22       14                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,295
COMMITMENTS
     160    2,855      370   27,575   24,885   28,105   28,110    4,190    4,185

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      8.8      1.1     85.4     77.1     87.0     87.0     13.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       21       16       23       20                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,080
COMMITMENTS
       0      450       25   20,795   20,345   20,820   20,820    3,260    3,260

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        175)
       0      -50       25      150      200      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.1     86.4     84.5     86.5     86.5     13.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       15       16       16                  



Updated September 2, 2016