MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,323
COMMITMENTS
   4,228        0        0   15,200   19,523   19,428   19,523      895      800

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:       -927)
    -342        0        0     -645     -942     -987     -942       60       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      0.0      0.0     74.8     96.1     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       11       16       13       16
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,742
COMMITMENTS
   3,643        0        0   14,320   18,012   17,963   18,012      779      730

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:       -842)
    -292        0        0     -450     -737     -742     -737     -100     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      0.0      0.0     76.4     96.1     95.8     96.1      4.2      3.9

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 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,432
COMMITMENTS
     575      850        0   59,756   59,595   60,331   60,445    1,101      987

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:        855)
    -223      -50        0      835      796      612      746      243      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.4      0.0     97.3     97.0     98.2     98.4      1.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       16       16       17       17
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,372
COMMITMENTS
      25      900        0   56,817   55,460   56,842   56,360      530    1,012

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:      1,230)
    -150      -50        0    1,330    1,255    1,180    1,205       50       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.0     99.0     96.7     99.1     98.2      0.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       17       16       18       17
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,590
COMMITMENTS
   1,250      400      250   13,945   14,915   15,445   15,565      145       25

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:       -745)
     -25        0        0     -720     -745     -745     -745        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      2.6      1.6     89.4     95.7     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16        8       18       10
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,940
COMMITMENTS
       0      900        0   10,535    9,730   10,535   10,630      405      310

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:       -630)
       0     -300        0     -595     -305     -595     -605      -35      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.2      0.0     96.3     88.9     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13       11       13       13
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,465
COMMITMENTS
       0    4,845        0   17,975   13,500   17,975   18,345      490      120

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:       -740)
       0       50      -50     -885     -860     -935     -860      195      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     26.2      0.0     97.3     73.1     97.3     99.4      2.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        0       14       13       14       16
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,281
COMMITMENTS
       0    1,050        0   22,746   22,231   22,746   23,281      535        0

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -1,070)
       0     -400        0   -1,265     -570   -1,265     -970      195     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      0.0     97.7     95.5     97.7    100.0      2.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       11       16       12
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,775
COMMITMENTS
   8,696        0      850   47,483   56,179   57,029   57,029    4,746    4,746

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -4,505)
    -399        0      -53   -3,465   -3,914   -3,917   -3,967     -588     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      0.0      1.4     76.9     90.9     92.3     92.3      7.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       21       23       24       25
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,593
COMMITMENTS
   6,375      600      154   45,864   51,619   52,393   52,373    4,200    4,220

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -4,830)
    -740      300     -300   -3,117   -4,147   -4,157   -4,147     -673     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      1.1      0.3     81.0     91.2     92.6     92.5      7.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       19       23       21       25
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,020
COMMITMENTS
   3,850    3,700    1,395   31,775   32,041   37,020   37,136    2,000    1,884

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -3,380)
     -25     -225        0   -3,220   -3,005   -3,245   -3,230     -135     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      9.5      3.6     81.4     82.1     94.9     95.2      5.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       21       20       25       22
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,225
COMMITMENTS
   1,750      350    1,480   32,635   33,910   35,865   35,740      360      485

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -1,716)
    -450      -50      -66   -1,125   -1,505   -1,641   -1,621      -75      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      1.0      4.1     90.1     93.6     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       20       16       23       18
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,470
COMMITMENTS
  13,100    3,995      425   13,380   22,765   26,905   27,185      565      285

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -1,000)
       0       90      -90     -900     -975     -990     -975      -10      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     14.5      1.5     48.7     82.9     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       17       13       20       15
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,515
COMMITMENTS
      50      300      300   21,005   21,220   21,355   21,820    1,160      695

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -1,250)
    -100     -325        0   -1,575     -900   -1,675   -1,225      425      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.3      1.3     93.3     94.2     94.8     96.9      5.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       12       15       14
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,574
COMMITMENTS
   4,670    4,850    1,489   24,420   24,700   30,579   31,039    1,995    1,535

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -1,380)
     -95       75       45   -1,250   -1,430   -1,300   -1,310      -80      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     14.9      4.6     75.0     75.8     93.9     95.3      6.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        2       21       20       24       24
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 06/10/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,125
COMMITMENTS
     225      130    1,925   24,820   24,915   26,970   26,970    1,155    1,155

CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST:     -2,465)
      75      -95     -510   -1,930   -1,760   -2,365   -2,365     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.5      6.8     88.2     88.6     95.9     95.9      4.1      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       23       21       25       23



Updated June 13, 2014