MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,919
COMMITMENTS
   3,785        0        0   15,324   19,204   19,109   19,204      810      715

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -1,178)
    -443        0        0     -650   -1,093   -1,093   -1,093      -85      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      0.0      0.0     76.9     96.4     95.9     96.4      4.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       12       16       14       16
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,625
COMMITMENTS
   3,351        0        0   14,575   17,980   17,926   17,980      699      645

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:       -867)
    -292        0        0     -495     -782     -787     -782      -80      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.0      0.0     78.3     96.5     96.2     96.5      3.8      3.5

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 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,365
COMMITMENTS
     525    1,050        0   57,661   57,321   58,186   58,371    1,179      994

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -2,977)
     -50        0        0   -3,005   -2,904   -3,055   -2,904       78      -73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.8      0.0     97.1     96.6     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       15       16       16       17
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,247
COMMITMENTS
      25      950        0   54,607   53,197   54,632   54,147      615    1,100

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -2,530)
       0      -50        0   -2,615   -2,508   -2,615   -2,558       85       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.0     98.8     96.3     98.9     98.0      1.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       16       16       17       17
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,166
COMMITMENTS
   1,150      350      156   12,450   13,660   13,756   14,166      410        0

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -1,440)
    -200      -50        0   -1,385   -1,365   -1,585   -1,415      145      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      2.5      1.1     87.9     96.4     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       14        7       16        9
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,190
COMMITMENTS
       0      750        0   10,855   10,190   10,855   10,940      335      250

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:       -430)
       0      -50        0     -360     -320     -360     -370      -70      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.0     97.0     91.1     97.0     97.8      3.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       12       12       12       14
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,950
COMMITMENTS
       0    4,745        0   17,475   13,095   17,475   17,840      475      110

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -1,015)
       0     -100        0   -1,000     -905   -1,000   -1,005      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     26.4      0.0     97.4     73.0     97.4     99.4      2.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       14       11       14       14
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,665
COMMITMENTS
       0    1,300        0   22,005   21,260   22,005   22,560      660      105

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -1,313)
       0      -50        0   -1,438   -1,368   -1,438   -1,418      125      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      0.0     97.1     93.8     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       13       11       13       13
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,143
COMMITMENTS
   8,557        0      736   46,702   55,259   55,995   55,995    4,148    4,148

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -4,189)
    -339        0     -114   -3,088   -3,427   -3,541   -3,541     -648     -648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      0.0      1.2     77.7     91.9     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       22       24       25       26
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,400
COMMITMENTS
   5,915      250      454   44,085   49,735   50,454   50,439    3,946    3,961

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -4,158)
    -460      -50        0   -3,144   -3,549   -3,604   -3,599     -554     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.5      0.8     81.0     91.4     92.7     92.7      7.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       20       22       23       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,035
COMMITMENTS
   4,125    6,150      645   32,115   30,281   36,885   37,076    2,150    1,959

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -2,055)
     275     -450        0   -2,195   -1,455   -1,920   -1,905     -135     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     15.8      1.7     82.3     77.6     94.5     95.0      5.5      5.0

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 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,860
COMMITMENTS
   1,300      300    1,380   31,860   32,815   34,540   34,495      320      365

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -2,000)
       0      -50     -100   -1,825   -1,755   -1,925   -1,905      -75      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.9      4.0     91.4     94.1     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       21       16       24       18
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,395
COMMITMENTS
  13,700    4,185      335   12,805   22,605   26,840   27,125      555      270

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -1,390)
       0     -110      -90   -1,290   -1,175   -1,380   -1,375      -10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.0     15.3      1.2     46.7     82.5     98.0     99.0      2.0      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 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,935
COMMITMENTS
       0      200      300   19,525   19,805   19,825   20,305    1,110      630

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -1,560)
     -50     -100        0   -1,460   -1,395   -1,510   -1,495      -50      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      1.4     93.3     94.6     94.7     97.0      5.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       12       15       14
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,620
COMMITMENTS
   6,430    5,125      830   23,295   25,050   30,555   31,005    2,065    1,615

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -1,815)
    -515      300        0   -1,240   -2,065   -1,755   -1,765      -60      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     15.7      2.5     71.4     76.8     93.7     95.0      6.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       21       20       24       24
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 07/08/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,315
COMMITMENTS
     335        0    1,665   22,025   22,470   24,025   24,135    1,290    1,180

CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST:     -2,430)
     -95        0      -25   -2,430   -2,415   -2,550   -2,440      120       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      6.6     87.0     88.8     94.9     95.3      5.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       21       20       23       22



Updated July 11, 2014