MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,742
COMMITMENTS
   7,537        0        0   11,665   19,232   19,202   19,232      540      510

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:         75)
       0        0        0      175      175      175      175     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.2      0.0      0.0     59.1     97.4     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       11       16       12       16
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,145
COMMITMENTS
   7,501       50        0   11,085   18,560   18,586   18,610      559      535

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      100      100      100      100     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.2      0.3      0.0     57.9     96.9     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       14       11       15
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,363
COMMITMENTS
     648    1,450        0   59,065   58,078   59,713   59,528      650      835

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,670)
       0      -50        0    1,960    1,915    1,960    1,865     -290     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.4      0.0     97.8     96.2     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        0       20       18       21       21
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,075
COMMITMENTS
     600    1,450        0   53,120   52,050   53,720   53,500      355      575

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,535)
       0      -50        0    1,570    1,690    1,570    1,640      -35     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.7      0.0     98.2     96.3     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        0       17       17       18       20
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,645
COMMITMENTS
     100    2,375       75   14,080   12,185   14,255   14,635      390       10

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     16.2      0.5     96.1     83.2     97.3     99.9      2.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       17        8       19       10
 
 
PJM.EASTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064EAS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,325
COMMITMENTS
   1,080        0      600    9,360   10,455   11,040   11,055      285      270

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.0      5.3     82.6     92.3     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       12       14       15       16
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,845
COMMITMENTS
       0    4,895        0   16,185   11,945   16,185   16,840      660        5

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -300        0     -300        0      300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     29.1      0.0     96.1     70.9     96.1    100.0      3.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       15        9       15       12
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,685
COMMITMENTS
       0    3,795        0   14,980   11,890   14,980   15,685      705        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     24.2      0.0     95.5     75.8     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       14        8       14       10
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,421
COMMITMENTS
     441    1,300      600   26,630   26,221   27,671   28,121      750      300

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        600)
    -600        0      600      600        0      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      4.6      2.1     93.7     92.3     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       21       12       23       15
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,881
COMMITMENTS
     345    1,000      600   25,646   25,246   26,591   26,846      290       35

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        600)
    -600        0      600      600        0      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      3.7      2.2     95.4     93.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       12       18       14
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,660
COMMITMENTS
   8,327      291      768   53,897   61,933   62,992   62,992    4,668    4,668

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      4,378)
     600        0        0      250      850      850      850    3,528    3,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      0.4      1.1     79.7     91.5     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        3       18       30       21       34
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,495
COMMITMENTS
   8,790      345        0   48,117   56,562   56,907   56,907    5,588    5,588

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      5,308)
     600        0        0       -5      595      595      595    4,713    4,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.6      0.0     77.0     90.5     91.1     91.1      8.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        0       20       25       22       26
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,730
COMMITMENTS
   3,450    1,500    2,575   40,020   41,785   46,045   45,860    2,685    2,870

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,845)
    -275      200      275     -165     -640     -165     -165    2,010    2,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      3.1      5.3     82.1     85.7     94.5     94.1      5.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       22       22       25       26
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,405
COMMITMENTS
  10,450    1,500      725   33,525   42,235   44,700   44,460      705      945

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -205)
  -1,050     -125       75      780     -145     -195     -195      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0      3.3      1.6     73.8     93.0     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        2       21       18       23       21
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,550
COMMITMENTS
  12,800    3,090      680   13,470   23,265   26,950   27,035      600      515

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.5     11.2      2.5     48.9     84.4     97.8     98.1      2.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       14       13       17       15
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,535
COMMITMENTS
     350      250      300   25,060   25,160   25,710   25,710      825      825

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.9      1.1     94.4     94.8     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       13       14       14       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,795
COMMITMENTS
   1,025    4,025    2,365   28,785   26,285   32,175   32,675    2,620    2,120

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        625)
     240     -200      100     -295      145       45       45      580      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     11.6      6.8     82.7     75.5     92.5     93.9      7.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        3       24       20       27       24
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,855
COMMITMENTS
     850    8,315    1,865   33,120   25,790   35,835   35,970    1,020      885

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        -75)
    -125   -1,050      125      -50      875      -50      -50      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     22.6      5.1     89.9     70.0     97.2     97.6      2.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       21       20       23       22
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,215
COMMITMENTS
     850      600        0   29,288   30,405   30,138   31,005    1,077      210

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,170)
     -50        0        0    1,220    1,170    1,170    1,170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.9      0.0     93.8     97.4     96.5     99.3      3.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       13        9       16       10
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,825
COMMITMENTS
     850      600        0   28,015   29,185   28,865   29,785      960       40

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,135)
     -50        0        0    1,185    1,135    1,135    1,135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.0      0.0     93.9     97.9     96.8     99.9      3.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       13        9       16       10



Updated February 28, 2014