MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,250
COMMITMENTS
   4,570        0        0   15,845   20,465   20,415   20,465      835      785

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      1,979)
     425        0        0    1,554    1,979    1,979    1,979        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5      0.0      0.0     74.6     96.3     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       12       17       14       17
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,584
COMMITMENTS
   3,935        0        0   14,770   18,749   18,705   18,749      879      835

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      1,629)
      75        0        0    1,554    1,629    1,629    1,629        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      0.0      0.0     75.4     95.7     95.5     95.7      4.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       10       18       12       18
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,577
COMMITMENTS
     798      900        0   58,921   58,799   59,719   59,699      858      878

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      1,175)
     350      -50        0      825    1,645    1,175    1,595        0     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.5      0.0     97.3     97.1     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       17       18       19       20
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,142
COMMITMENTS
     175      950        0   55,487   54,205   55,662   55,155      480      987

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:      1,040)
      25        0        0    1,075    1,280    1,100    1,280      -60     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.7      0.0     98.8     96.5     99.1     98.2      0.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       18       18       20       20
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,335
COMMITMENTS
   1,275      400      250   14,665   15,660   16,190   16,310      145       25

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      2.4      1.5     89.8     95.9     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       11       19       13
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,013
COMMITMENTS
     525       50      308   13,000   13,655   13,833   14,013      180        0

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.4      2.2     92.8     97.4     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       15        9       16       11
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,570
COMMITMENTS
       0    1,200        0   11,130   10,035   11,130   11,235      440      335

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.4      0.0     96.2     86.7     96.2     97.1      3.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       12       14       14
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,205
COMMITMENTS
       0    4,795       50   18,860   14,360   18,910   19,205      295        0

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      375      375      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.0      0.3     98.2     74.8     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       19       14       20       17
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,683
COMMITMENTS
       0    3,345       18   16,000   13,320   16,018   16,683      665        0

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.1      0.1     95.9     79.8     96.0    100.0      4.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15        9       16       11
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,351
COMMITMENTS
       0    1,450        0   24,011   22,801   24,011   24,251      340      100

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        -15)
       0     -100        0      -10       85      -10      -15       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      0.0     98.6     93.6     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       20       14       20       16
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,182
COMMITMENTS
       0    1,150        0   22,887   21,857   22,887   23,007      295      175

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        126)
       0        0        0      126      126      126      126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0     98.7     94.3     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       16        9       16       11
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,280
COMMITMENTS
   9,095        0      903   50,948   60,093   60,946   60,996    5,334    5,284

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:         75)
    -100        0        0      175      125       75      125        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.0      1.4     76.9     90.7     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       23       25       26       27
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,423
COMMITMENTS
   7,115      300      454   48,981   55,766   56,550   56,520    4,873    4,903

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        415)
       0        0        0      315      315      315      315      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      0.5      0.7     79.7     90.8     92.1     92.0      7.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       22       24       25       26
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,400
COMMITMENTS
   3,875    3,925    1,395   34,995   35,046   40,265   40,366    2,135    2,034

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      9.3      3.3     82.5     82.7     95.0     95.2      5.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       21       21       25       23
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,941
COMMITMENTS
   2,200      400    1,546   33,760   35,415   37,506   37,361      435      580

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        365)
    -800      300        0    1,165       65      365      365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.1      4.1     89.0     93.3     98.9     98.5      1.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       21       17       24       19
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,470
COMMITMENTS
  13,100    3,905      515   14,280   23,740   27,895   28,160      575      310

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        155)
     300        0        0     -145      155      155      155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0     13.7      1.8     50.2     83.4     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       17       15       20       17
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,765
COMMITMENTS
     150      625      300   22,580   22,120   23,030   23,045      735      720

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:         65)
       0      100        0       65      -35       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.6      1.3     95.0     93.1     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       15       14       16       17
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,954
COMMITMENTS
   4,765    4,775    1,444   25,670   26,130   31,879   32,349    2,075    1,605

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        335)
    -100      600     -175      765       65      490      490     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     14.1      4.3     75.6     77.0     93.9     95.3      6.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        2       23       22       26       26
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,590
COMMITMENTS
     150      225    2,435   26,750   26,675   29,335   29,335    1,255    1,255

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        495)
     150   -1,050      255       90    1,290      495      495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.7      8.0     87.4     87.2     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       24       22       26       24
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,963
COMMITMENTS
     300      150        0   29,767   30,765   30,067   30,915      896       48

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        700)
     -50        0        0      750      700      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.5      0.0     96.1     99.4     97.1     99.8      2.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       15       10       17       11
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
FUTURES ONLY POSITIONS AS OF 06/03/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,905
COMMITMENTS
     350      150        0   28,825   29,755   29,175   29,905      730        0

CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST:        700)
       0        0        0      700      700      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.5      0.0     96.4     99.5     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       16       11       18       12



Updated June 6, 2014