MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,602
COMMITMENTS
   6,737        0        0   11,500   18,162   18,237   18,162      365      440

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -1,092)
    -442        0        0     -550   -1,097     -992   -1,097     -100        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.2      0.0      0.0     61.8     97.6     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,046
COMMITMENTS
   6,702        0        0   10,935   17,556   17,637   17,556      409      490

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:       -997)
    -442        0        0     -530   -1,077     -972   -1,077      -25       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      0.0      0.0     60.6     97.3     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0        8       14        9       14
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,079
COMMITMENTS
     348      700        0   49,896   49,374   50,244   50,074      835    1,005

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -2,240)
    -150     -100        0   -2,155   -2,190   -2,305   -2,290       65       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.4      0.0     97.7     96.7     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       16       14       17       16
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,257
COMMITMENTS
     300      700        0   44,447   43,515   44,747   44,215      510    1,042

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -2,265)
    -150     -100        0   -2,105   -2,487   -2,255   -2,587      -10      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.5      0.0     98.2     96.2     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       15       16       16       18
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,030
COMMITMENTS
     500        0      350   14,060   14,680   14,910   15,030      120        0

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -2,115)
     400   -1,975      275   -2,790     -415   -2,115   -2,115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      2.3     93.5     97.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       15        9       17       10
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,165
COMMITMENTS
       0      425      425   13,560   13,315   13,985   14,165      180        0

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -2,945)
       0   -2,700      425   -3,370     -670   -2,945   -2,945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      3.0     95.7     94.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15        9       16       10
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,025
COMMITMENTS
       0    4,845      100   15,605   11,080   15,705   16,025      320        0

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -1,020)
       0     -800        0     -995     -220     -995   -1,020      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     30.2      0.6     97.4     69.1     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       16        9       17       12
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,331
COMMITMENTS
       0    1,150      650   25,091   24,331   25,741   26,131      590      200

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -1,245)
       0     -150     -100   -1,020     -895   -1,120   -1,145     -125     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      2.5     95.3     92.4     97.8     99.2      2.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        1       18       11       19       15
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,321
COMMITMENTS
       0      800      600   24,411   23,766   25,011   25,166      310      155

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -1,025)
       0     -250        0     -995     -775     -995   -1,025      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      2.4     96.4     93.9     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17        9       18       11
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,664
COMMITMENTS
   8,844        0      434   47,984   56,828   57,262   57,262    4,402    4,402

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -5,530)
  -1,869        0       88   -2,276   -4,145   -4,057   -4,057   -1,473   -1,473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      0.0      0.7     77.8     92.2     92.9     92.9      7.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        1       19       26       23       27
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,526
COMMITMENTS
   9,405        0       68   44,416   53,821   53,889   53,889    5,637    5,637

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -5,475)
  -2,590        0       68   -2,165   -4,805   -4,687   -4,737     -788     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      0.0      0.1     74.6     90.4     90.5     90.5      9.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        1       20       25       23       26
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,950
COMMITMENTS
   6,000    3,075    1,075   35,240   38,131   42,315   42,281    2,635    2,669

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -2,050)
     200     -100     -200   -1,915   -1,539   -1,915   -1,839     -135     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      6.8      2.4     78.4     84.8     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       23       19       27       23
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,036
COMMITMENTS
   8,325      925      891   30,275   37,510   39,491   39,326      545      710

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -2,400)
    -475     -200       25   -1,850   -2,070   -2,300   -2,245     -100     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      2.3      2.2     75.6     93.7     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        3       22       17       25       20
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,345
COMMITMENTS
  12,800    3,080      540   11,490   21,325   24,830   24,945      515      400

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:       -690)
       0       25      -25     -590     -600     -615     -600      -75      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.5     12.2      2.1     45.3     84.1     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       15       16       18       17
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,225
COMMITMENTS
     250        0      300   22,915   23,170   23,465   23,470      760      755

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -1,240)
    -100        0        0     -825   -1,205     -925   -1,205     -315      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      1.2     94.6     95.6     96.9     96.9      3.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       14       14       15       15
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,713
COMMITMENTS
   3,595    5,260    1,743   25,140   23,955   30,478   30,958    2,235    1,755

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -1,735)
       0      115     -140   -1,465   -1,590   -1,605   -1,615     -130     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     16.1      5.3     76.9     73.2     93.2     94.6      6.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        4        3       23       20       28       24
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,935
COMMITMENTS
   1,330    6,980    1,050   29,780   24,130   32,160   32,160      775      775

CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST:     -2,210)
     265     -125     -315   -2,110   -1,720   -2,160   -2,160      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     21.2      3.2     90.4     73.3     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       23       20       26       23



Updated April 11, 2014