PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,438
COMMITMENTS
       0       50        0   39,974   39,869   39,974   39,919    3,464    3,519

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        100)
       0        0        0        0        0        0        0      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     92.0     91.8     92.0     91.9      8.0      8.1

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 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,299
COMMITMENTS
       0        0        0   35,608   35,633   35,608   35,633    3,691    3,666

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        250)
       0        0        0        0        0        0        0      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.6     90.7     90.6     90.7      9.4      9.3

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 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,430
COMMITMENTS
       0   22,850      225   29,455    7,485   29,680   30,560    2,750    1,870

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,150)
       0      600        0    1,150      550    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     70.5      0.7     90.8     23.1     91.5     94.2      8.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        5        3       16       11       19       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,450
COMMITMENTS
       0   16,350      645   23,975    8,375   24,620   25,370    2,830    2,080

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,230)
       0      450      150    1,080      630    1,230    1,230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     59.6      2.3     87.3     30.5     89.7     92.4     10.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        5        3       13       12       16       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,243
COMMITMENTS
   3,515    1,130      935   20,466   22,851   24,916   24,916    1,327    1,327

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,010)
    -300      325     -100    1,475      850    1,075    1,075      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      4.3      3.6     78.0     87.1     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        3       18       12       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,386
COMMITMENTS
   3,890    1,355      460   16,802   19,464   21,152   21,279    1,234    1,107

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,505)
    -300      425      -75    1,955    1,230    1,580    1,580      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      6.1      2.1     75.1     86.9     94.5     95.1      5.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        2       18        9       21       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,590
COMMITMENTS
     950   15,075        0   33,900   20,345   34,850   35,420      740      170

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        625)
       0      675        0      625      -50      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     42.4      0.0     95.3     57.2     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        0       12       12       13       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,380
COMMITMENTS
       0   13,805        0   29,535   16,300   29,535   30,105      845      275

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:         25)
       0       75        0      100       25      100      100      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     45.4      0.0     97.2     53.7     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       11        9       11       12                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,820
COMMITMENTS
   1,200    4,000      250   25,240   22,780   26,690   27,030    1,130      790

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        100)
     -50     -375       50      100      425      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     14.4      0.9     90.7     81.9     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       15       12       18       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,915
COMMITMENTS
   1,300    4,295      430   24,000   21,500   25,730   26,225    1,185      690

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,075)
     -50      175       50      900      675      900      900      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     16.0      1.6     89.2     79.9     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        3       14       10       18       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,249
COMMITMENTS
   5,490    2,360      330   25,084   28,204   30,904   30,894    1,345    1,355

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        350)
      50     -125       50       95      270      195      195      155      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      7.3      1.0     77.8     87.5     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        1       20       14       23       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,530
COMMITMENTS
       0    2,550      720   24,375   21,825   25,095   25,095    1,435    1,435

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        500)
       0      -75        0      540      615      540      540      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.6      2.7     91.9     82.3     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        2       23       15       25       19                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,469
COMMITMENTS
  35,770      870      610   81,310  116,265  117,690  117,745    4,779    4,724

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,680)
   1,275        0       65      475    1,725    1,815    1,790     -135     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2      0.7      0.5     66.4     94.9     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        5       23       30       28       36                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      109,730
COMMITMENTS
  35,105        0      150   69,412  104,490  104,667  104,640    5,063    5,090

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:      1,330)
   1,275        0      125      830    2,105    2,230    2,230     -900     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0      0.0      0.1     63.3     95.2     95.4     95.4      4.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        0        1       22       30       28       31                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,030
COMMITMENTS
     250       75      100   20,940   21,075   21,290   21,250      740      780

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        100)
     100       50        0      -50        0       50       50       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.3      0.5     95.1     95.7     96.6     96.5      3.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       21       15       24       17                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,075
COMMITMENTS
     900      225        0   16,610   17,245   17,510   17,470      565      605

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      1.2      0.0     91.9     95.4     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       20       12       22       13                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,965
COMMITMENTS
      50    2,595      300   33,810   31,250   34,160   34,145    3,805    3,820

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        350)
      50      100        0      800      750      850      850     -500     -500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      6.8      0.8     89.1     82.3     90.0     89.9     10.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       18       19       20       22                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,870
COMMITMENTS
       0      375       25   22,925   22,550   22,950   22,950    2,920    2,920

CHANGES FROM 09/20/16 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      310      310      310      310      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.1     88.6     87.2     88.7     88.7     11.3     11.3

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



Updated September 30, 2016