MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,137
COMMITMENTS
   2,944        0        0   18,003   20,922   20,947   20,922    1,190    1,215

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        540)
    -500        0        0      500        0        0        0      540      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.0      0.0     81.3     94.5     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       14       18       16       18
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,741
COMMITMENTS
   2,912        0        0   15,870   18,726   18,782   18,726      959    1,015

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        540)
     -75        0        0       75        0        0        0      540      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.0      0.0     80.4     94.9     95.1     94.9      4.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       11       18       13       18
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,046
COMMITMENTS
       0    1,600        0   62,991   61,451   62,991   63,051    1,055      995

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        720)
    -425        0        0    1,025      600      600      600      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0     98.4     95.9     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       19       16       20
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,217
COMMITMENTS
       0    1,550        0   59,657   57,648   59,657   59,198      560    1,019

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        120)
     -25        0        0       25        0        0        0      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.0     99.1     95.7     99.1     98.3      0.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       18       16       19
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,430
COMMITMENTS
     100    3,955      100   16,015   12,285   16,215   16,340      215       90

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        510)
     100      310        0      400      200      500      510       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     24.1      0.6     97.5     74.8     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        1       17       12       19       15
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,513
COMMITMENTS
     400    3,470      100   22,353   19,838   22,853   23,408      660      105

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:         25)
     200        0      100     -275      -75       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     14.8      0.4     95.1     84.4     97.2     99.6      2.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       14       11       16       13
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,814
COMMITMENTS
   8,259    1,200    1,008   46,897   54,001   56,164   56,209    3,650    3,605

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        577)
     410      650        0      -33     -273      377      377      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      2.0      1.7     78.4     90.3     93.9     94.0      6.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       21       22       24       25
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,871
COMMITMENTS
   8,465    1,050      368   39,327   46,737   48,160   48,155    2,711    2,716

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        575)
     600      300        0      -25      275      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      2.1      0.7     77.3     91.9     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       18       22       22       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,265
COMMITMENTS
   3,625    6,550      130   30,095   27,870   33,850   34,550    2,415    1,715

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     18.1      0.4     83.0     76.9     93.3     95.3      6.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       19       21       22       23
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,180
COMMITMENTS
     800      400    1,350   30,295   31,195   32,445   32,945      735      235

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.2      4.1     91.3     94.0     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       21       18       24       21
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,880
COMMITMENTS
  13,500    3,665    1,035   11,030   21,160   25,565   25,860      315       20

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.2     14.2      4.0     42.6     81.8     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       13       15       16       17
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,763
COMMITMENTS
   6,360    4,925      473   24,090   25,645   30,923   31,043    1,840    1,720

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      -95      -95      -95      -95      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     15.0      1.4     73.5     78.3     94.4     94.8      5.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       22       21       25       25
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,385
COMMITMENTS
       0      624    1,261   22,120   21,720   23,381   23,605    2,004    1,780

CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      5.0     87.1     85.6     92.1     93.0      7.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       19       23       22



Updated October 3, 2014