MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,014
COMMITMENTS
   1,549      600        0   18,790   19,694   20,339   20,294      675      720

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:     -1,078)
    -128       10      -10     -880   -1,028   -1,018   -1,028      -60      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      2.9      0.0     89.4     93.7     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       14       13       15
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,050
COMMITMENTS
   1,520      600        0   16,056   16,850   17,576   17,450      474      600

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:       -907)
    -127       30      -30     -705     -827     -862     -827      -45      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      3.3      0.0     89.0     93.4     97.4     96.7      2.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       10       15       11       16
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,731
COMMITMENTS
     370        0      155   57,011   57,317   57,536   57,472    2,195    2,259

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:     -2,831)
    -240        0       -5   -2,740   -2,871   -2,985   -2,876      154       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.3     95.4     96.0     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       16       22       17       23
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,412
COMMITMENTS
     370        0      155   51,917   51,446   52,442   51,601    1,970    2,811

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:     -2,770)
       5        0       -5   -2,735   -2,531   -2,735   -2,536      -35     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.3     95.4     94.5     96.4     94.8      3.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       16       18       17       19
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,465
COMMITMENTS
   1,200        0        0   10,790   12,345   11,990   12,345      475      120

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:       -743)
      25        0      -28     -885     -715     -888     -743      145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.0      0.0     86.6     99.0     96.2     99.0      3.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14        8       16        8
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,133
COMMITMENTS
       0    1,010      323   11,415   10,560   11,738   11,893      395      240

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:       -682)
     -75     -405       -2     -735     -350     -812     -757      130       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.3      2.7     94.1     87.0     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       11       15       13
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,890
COMMITMENTS
       0    3,270        0   11,495    8,410   11,495   11,680      395      210

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:       -360)
    -100     -150        0      175     -295       75     -445     -435       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     27.5      0.0     96.7     70.7     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       14        9       14       11
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,946
COMMITMENTS
     350    5,500      190   27,231   22,131   27,771   27,821      175      125

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:       -810)
    -350     -620        0     -290     -125     -640     -745     -170      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     19.7      0.7     97.4     79.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       18       12       20       13
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,405
COMMITMENTS
      50    5,100        0   26,190   21,180   26,240   26,280      165      125

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:       -310)
     -50     -185        0     -125     -115     -175     -300     -135      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     19.3      0.0     99.2     80.2     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       16        8       17        9
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,514
COMMITMENTS
  10,982      580      999   55,458   65,850   67,439   67,429    3,075    3,085

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:     -3,523)
    -561     -270       20   -2,752   -3,063   -3,293   -3,313     -230     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      0.8      1.4     78.6     93.4     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        3       24       24       27       27
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,823
COMMITMENTS
  15,651      230        0   47,493   62,923   63,144   63,153    1,679    1,670

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:     -2,614)
    -492       30        0   -2,193   -2,718   -2,685   -2,688       71       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      0.4      0.0     73.3     97.1     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       19       25       21       26
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,080
COMMITMENTS
   3,250    4,625        0   24,025   23,275   27,275   27,900    1,805    1,180

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:     -1,615)
    -225     -100        0   -1,535   -1,410   -1,760   -1,510      145     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     15.9      0.0     82.6     80.0     93.8     95.9      6.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       16       18       18       19
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,750
COMMITMENTS
   1,000        0      600   22,580   23,950   24,180   24,550      570      200

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:     -1,195)
    -100        0        0   -1,075   -1,180   -1,175   -1,180      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      2.4     91.2     96.8     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       19       15       21       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,919
COMMITMENTS
   4,310    4,550        9   21,220   21,340   25,539   25,899    1,380    1,020

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:     -1,522)
    -150     -275       -7   -1,250   -1,140   -1,407   -1,422     -115     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     16.9      0.0     78.8     79.3     94.9     96.2      5.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       19       18       22       21
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 03/10/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,015
COMMITMENTS
     100    1,450      710   18,880   17,905   19,690   20,065    1,325      950

CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST:       -640)
      75        0      -75     -435     -390     -435     -465     -205     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      6.9      3.4     89.8     85.2     93.7     95.5      6.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       18       17       20       20



Updated March 13, 2015