MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,084
COMMITMENTS
   3,651        0        0   18,339   22,027   21,990   22,027    1,094    1,057

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      2,425)
    -134        0        0    2,425    2,255    2,291    2,255      134      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      0.0      0.0     79.4     95.4     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       13       17       15       17
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,560
COMMITMENTS
   3,217        0        0   16,510   19,745   19,727   19,745      833      815

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      1,525)
    -134        0        0    1,525    1,355    1,391    1,355      134      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      0.0      0.0     80.3     96.0     95.9     96.0      4.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0        9       17       11       17
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,340
COMMITMENTS
     525    1,650        0   64,801   61,466   65,326   63,116    1,014    3,224

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      5,945)
       0      600        0    5,945    3,100    5,945    3,700        0    2,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      2.5      0.0     97.7     92.7     98.5     95.1      1.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       17       18       18       19
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,167
COMMITMENTS
      25    1,550        0   61,642   57,967   61,667   59,517      500    2,650

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:      5,985)
       0      600        0    5,985    3,750    5,985    4,350        0    1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.0     99.2     93.2     99.2     95.7      0.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       17       18       18       19
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,690
COMMITMENTS
       0      800        0   10,280    9,510   10,280   10,310      410      380

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:        -50)
       0       50        0     -125     -230     -125     -180       75      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.5      0.0     96.2     89.0     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       11       11       11       13
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,145
COMMITMENTS
       0    4,995       50   17,790   12,965   17,840   18,010      305      135

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:        100)
       0       50       50        0      -25       50       75       50       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.5      0.3     98.0     71.5     98.3     99.3      1.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       14       12       15       15
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,696
COMMITMENTS
       0    1,050        0   22,006   21,541   22,006   22,591      690      105

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:        -76)
       0        0        0     -106      -76     -106      -76       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0     97.0     94.9     97.0     99.5      3.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       10       14       11
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,573
COMMITMENTS
   8,615        0      753   45,297   54,199   54,665   54,952    4,908    4,621

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:        -35)
     208        0       17     -630     -180     -405     -163      370      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.0      1.3     76.0     91.0     91.8     92.2      8.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       22       24       25       26
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,070
COMMITMENTS
   5,944      250      425   43,540   49,150   49,909   49,825    4,161    4,245

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:        160)
      29        0      -29     -125     -165     -125     -194      285      354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      0.5      0.8     80.5     90.9     92.3     92.1      7.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       20       22       23       24
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,387
COMMITMENTS
   1,095        0        0    8,972    9,757   10,067    9,757      320      630

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -25        0      -25        0       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      0.0     86.4     93.9     96.9     93.9      3.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       15       16       15
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,295
COMMITMENTS
   4,125    7,475      130   32,000   30,656   36,255   38,261    4,040    2,034

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:         75)
       0      -25        0   -1,400       80   -1,400       55    1,475       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     18.6      0.3     79.4     76.1     90.0     95.0     10.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       21       21       24       23
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,680
COMMITMENTS
   1,300      200    1,380   31,345   33,775   34,025   35,355    1,655      325

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:       -100)
     100        0     -100   -1,115        0   -1,115     -100    1,015        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.6      3.9     87.9     94.7     95.4     99.1      4.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       21       17       24       19
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,255
COMMITMENTS
  13,400    3,485    1,035   12,305   22,375   26,740   26,895      515      360

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:          0)
    -300     -300      300        0     -130        0     -130        0      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     12.8      3.8     45.1     82.1     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       16       14       19       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,803
COMMITMENTS
   7,074    4,825      523   23,390   25,640   30,987   30,988    1,816    1,815

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:       -545)
    -336     -300        0     -240     -725     -576   -1,025       31      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     14.7      1.6     71.3     78.2     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       20       19       23       23
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 08/05/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,502
COMMITMENTS
     150      147    1,685   24,465   24,315   26,300   26,147    2,202    2,355

CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST:        -98)
       0      137     -135     -275     -675     -410     -673      312      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.5      5.9     85.8     85.3     92.3     91.7      7.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       21       18       23       20



Updated August 8, 2014