MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,092
COMMITMENTS
   1,677      590       10   19,670   20,722   21,357   21,322      735      770

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -983)
    -128       10      -10     -935   -1,083   -1,073   -1,083       90      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.7      0.0     89.0     93.8     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       13       14       15       15
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,957
COMMITMENTS
   1,647      570       30   16,761   17,677   18,438   18,277      519      680

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -942)
    -127       10      -10     -760     -882     -897     -882      -45      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      3.0      0.2     88.4     93.2     97.3     96.4      2.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       10       15       12       16
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,502
COMMITMENTS
     245        0        0   60,216   60,053   60,461   60,053    2,041    2,449

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     -3,261)
     -45        0        0   -3,170   -3,261   -3,215   -3,261      -46        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     96.3     96.1     96.7     96.1      3.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       18       22       19       22
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,122
COMMITMENTS
       0        0        0   55,117   53,942   55,117   53,942    2,005    3,180

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     -3,585)
       0        0        0   -3,550   -3,586   -3,550   -3,586      -35        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.5     94.4     96.5     94.4      3.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       17       16       17
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,208
COMMITMENTS
   1,175        0       28   11,675   13,060   12,878   13,088      330      120

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -728)
      25        0      -28     -690     -820     -693     -848      -35      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.0      0.2     88.4     98.9     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15        8       17       10
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        9,240
COMMITMENTS
       0       90      100    9,060    9,050    9,160    9,240       80        0

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:        -70)
     -10       90      -90       35      -70      -65      -70       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      1.1     98.1     97.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       12       11       13       12
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,715
COMMITMENTS
      75    1,390      325   12,050   10,835   12,450   12,550      265      165

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:     -1,657)
     -75     -405       -2   -1,565   -1,240   -1,642   -1,647      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     10.9      2.6     94.8     85.2     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       16       13       18       15
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,200
COMMITMENTS
     100    3,420        0   11,270    8,655   11,370   12,075      830      125

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -965)
    -100     -150        0     -835     -815     -935     -965      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     28.0      0.0     92.4     70.9     93.2     99.0      6.8      1.0

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 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,496
COMMITMENTS
     700    3,945      165   24,406   21,256   25,271   25,366      225      130

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:      3,845)
    -375     -670       50    4,195    4,485    3,870    3,865      -25      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     15.5      0.6     95.7     83.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       17       12       19       14
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,875
COMMITMENTS
     100    3,185        0   23,595   20,615   23,695   23,800      180       75

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     13.3      0.0     98.8     86.3     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15        9       16       10
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,597
COMMITMENTS
   4,743      750      979   53,549   57,552   59,271   59,281    3,326    3,316

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:      3,172)
    -811     -425       50    3,676    3,290    2,915    2,915      257      257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.2      1.6     85.5     91.9     94.7     94.7      5.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       22       25       24       28
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,839
COMMITMENTS
   9,543      200        0   44,688   53,863   54,231   54,063    1,608    1,776

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:      4,397)
    -492     -150        0    4,938    4,593    4,446    4,443      -49      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      0.4      0.0     80.0     96.5     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       19       23       21       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,795
COMMITMENTS
   3,475    4,725        0   23,660   22,785   27,135   27,510    1,660    1,285

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -865)
    -225     -100        0     -470     -600     -695     -700     -170     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     16.4      0.0     82.2     79.1     94.2     95.5      5.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       19       22       21       23
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,980
COMMITMENTS
   1,100        0      600   21,690   23,165   23,390   23,765      590      215

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -845)
    -100        0        0     -725     -830     -825     -830      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      2.5     90.5     96.6     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       19       15       21       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,006
COMMITMENTS
   4,520    4,825       16   21,225   21,295   25,761   26,136    1,245      870

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -822)
    -150      325       -7     -550   -1,040     -707     -722     -115     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     17.9      0.1     78.6     78.9     95.4     96.8      4.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       21       18       24       21
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 02/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,130
COMMITMENTS
      25    1,450      785   17,440   16,420   18,250   18,655    1,880    1,475

CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST:       -100)
      25      550      -25      105     -450      105       75     -205     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.2      3.9     86.6     81.6     90.7     92.7      9.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       18       21       21



Updated February 13, 2015