MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,268
COMMITMENTS
   1,784       25       50   19,495   21,268   21,329   21,343      939      925

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:          0)
    -134        0        0        0      -95     -134      -95      134       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.1      0.2     87.5     95.5     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       15       16       17       18
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,996
COMMITMENTS
   1,702       25      100   16,391   18,066   18,193   18,191      803      805

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:          0)
    -134        0        0        0      -95     -134      -95      134       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.1      0.5     86.3     95.1     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       12       16       14       18
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,995
COMMITMENTS
     290        0        0   64,601   62,385   64,891   62,385    2,104    4,610

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300   -1,975      300   -1,975        0    2,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     96.4     93.1     96.9     93.1      3.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       21       19       21
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,007
COMMITMENTS
       0        0        0   61,027   58,977   61,027   58,977    1,980    4,030

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300   -1,320      300   -1,320        0    1,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9     93.6     96.9     93.6      3.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       19       18       19
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,151
COMMITMENTS
     730       50        6   13,000   14,095   13,736   14,151      415        0

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:          0)
     -70        0        0     -105        0     -175        0      175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.4      0.0     91.9     99.6     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15        7       16        9
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,207
COMMITMENTS
     150    2,400      102   14,635   12,470   14,887   14,972      320      235

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       20       -5       20       -5       25       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     15.8      0.7     96.2     82.0     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       16       12       18       14
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,510
COMMITMENTS
     200    2,786        0   12,400   10,540   12,600   13,326      910      184

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        225)
       0       -9        0      200      175      200      166       25       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     20.6      0.0     91.8     78.0     93.3     98.6      6.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       13        9       14       11
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,889
COMMITMENTS
   1,525    4,815       40   21,039   17,929   22,604   22,784      285      105

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       10      -35       10      -35       40       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     21.0      0.2     91.9     78.3     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       16       14       18       16
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,603
COMMITMENTS
   6,612    1,625      639   48,807   53,941   56,058   56,205    3,545    3,398

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        750)
      38        0      -38      363      548      363      510      387      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      2.7      1.1     81.9     90.5     94.1     94.3      5.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       23       25       25       27
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,457
COMMITMENTS
  10,784      575        0   37,595   47,665   48,379   48,240    2,078    2,217

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:        375)
     -16        0        0      285      300      269      300      106       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      1.1      0.0     74.5     94.5     95.9     95.6      4.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       22       23       24       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,250
COMMITMENTS
   3,725    5,225        0   25,225   25,535   28,950   30,760    3,300    1,490

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,800)
     600        0        0     -130    1,775      470    1,775    1,330       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     16.2      0.0     78.2     79.2     89.8     95.4     10.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        0       22       23       24       25
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,205
COMMITMENTS
   1,050        0      750   23,910   26,280   25,710   27,030    1,495      175

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -860      -40     -860      -40      860       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      2.8     87.9     96.6     94.5     99.4      5.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       20       18       22       19
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,240
COMMITMENTS
  12,300    3,610      490    9,875   18,745   22,665   22,845      575      395

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -30     -110      -30     -110       30      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     15.5      2.1     42.5     80.7     97.5     98.3      2.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       13       14       15       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,383
COMMITMENTS
   5,050    3,900      173   22,185   23,655   27,408   27,728    1,975    1,655

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:      1,015)
       0      600        0      885      205      885      805      130      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     13.3      0.6     75.5     80.5     93.3     94.4      6.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       22       22       25       26
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/06/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,420
COMMITMENTS
      25      208      902   18,160   18,365   19,087   19,475    2,333    1,945

CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -225      -80     -225      -80      225       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.0      4.2     84.8     85.7     89.1     90.9     10.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       19       20       21



Updated January 9, 2015