MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,597
COMMITMENTS
   3,444        0        0   17,503   20,922   20,947   20,922      650      675

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:       -778)
    -368        0        0     -325     -693     -693     -693      -85      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9      0.0      0.0     81.0     96.9     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       13       18       16       18
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,201
COMMITMENTS
   2,987        0        0   15,795   18,726   18,782   18,726      419      475

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:       -582)
    -292        0        0     -210     -497     -502     -497      -80      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      0.0      0.0     82.3     97.5     97.8     97.5      2.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       10       18       13       18
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,326
COMMITMENTS
     425    1,600        0   61,966   60,851   62,391   62,451      935      875

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:     -1,087)
     -50     -200        0     -995     -832   -1,045   -1,032      -42      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      2.5      0.0     97.9     96.1     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       15       19       16       20
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,097
COMMITMENTS
      25    1,550        0   59,632   57,648   59,657   59,198      440      899

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:       -330)
       0     -150        0     -300     -121     -300     -271      -30      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.0     99.2     95.9     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       15       18       16       19
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,620
COMMITMENTS
       0    3,645      100   15,315   11,785   15,415   15,530      205       90

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:     -1,660)
       0     -700        0   -1,635     -950   -1,635   -1,650      -25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     23.3      0.6     98.0     75.4     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       15       11       16       14
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,138
COMMITMENTS
       0    1,920        0   20,478   19,113   20,478   21,033      660      105

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:       -655)
       0      770        0     -595   -1,425     -595     -655      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      0.0     96.9     90.4     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14        9       14       10
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,317
COMMITMENTS
   6,449        0      858   45,170   51,664   52,477   52,522    2,840    2,795

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:     -2,296)
     -94        0      -64   -1,288   -1,382   -1,446   -1,446     -850     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.0      1.6     81.7     93.4     94.9     94.9      5.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       21       22       24       24
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,946
COMMITMENTS
   6,315      150      368   38,797   44,957   45,480   45,475    2,466    2,471

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:     -2,928)
      60      -50      -43   -2,269   -2,154   -2,252   -2,247     -676     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      0.3      0.8     80.9     93.8     94.9     94.8      5.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       19       22       22       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,565
COMMITMENTS
   3,625    6,550      130   29,395   27,170   33,150   33,850    2,415    1,715

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:     -2,535)
    -250     -375        0   -2,210   -2,083   -2,460   -2,458      -75      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     18.4      0.4     82.7     76.4     93.2     95.2      6.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       17       21       20       23
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,880
COMMITMENTS
   1,000        0    1,150   28,995   30,495   31,145   31,645      735      235

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:     -1,535)
      85      -50     -100   -1,495   -1,325   -1,510   -1,475      -25      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      3.6     91.0     95.7     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       19       18       22       20
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,585
COMMITMENTS
  12,900    3,065    1,035   10,335   20,465   24,270   24,565      315       20

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:     -1,290)
    -250     -210        0     -940     -975   -1,190   -1,185     -100     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.5     12.5      4.2     42.0     83.2     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       13       14       16       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,883
COMMITMENTS
   6,360    4,325      473   23,585   25,740   30,418   30,538    1,465    1,345

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:       -115)
    -275     -250        0      350      325       75       75     -190     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     13.6      1.5     74.0     80.7     95.4     95.8      4.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       21       19       24       23
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,760
COMMITMENTS
       0       24    1,261   21,495   21,695   22,756   22,980    2,004    1,780

CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST:     -1,282)
    -205       24      -56   -1,080   -1,205   -1,341   -1,237       59      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      5.1     86.8     87.6     91.9     92.8      8.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        2       20       18       22       20



Updated September 12, 2014