MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,535
COMMITMENTS
   1,555        0        0   20,215   21,865   21,770   21,865      765      670

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:        267)
    -229      -25      -50      720      597      441      522     -174     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.0      0.0     89.7     97.0     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       14       15       15       15
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,339
COMMITMENTS
   1,524        0        0   17,131   18,619   18,655   18,619      684      720

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:        343)
    -178      -25     -100      740      553      462      428     -119      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      0.0     88.6     96.3     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       11       15       12       15
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,533
COMMITMENTS
     290        0        0   61,156   61,024   61,446   61,024    2,087    2,509

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -3,462)
       0        0        0   -3,445   -1,361   -3,445   -1,361      -17   -2,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.0     96.3     96.1     96.7     96.1      3.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       17       20       18       20
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,927
COMMITMENTS
       0        0        0   57,887   56,868   57,887   56,868    2,040    3,059

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -3,080)
       0        0        0   -3,140   -2,109   -3,140   -2,109       60     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.6     94.9     96.6     94.9      3.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       17       16       17
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,277
COMMITMENTS
     150    2,300      102   13,745   11,700   13,997   14,102      280      175

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:       -930)
       0     -100        0     -890     -770     -890     -870      -40      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     16.1      0.7     96.3     81.9     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       15       12       17       14
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,586
COMMITMENTS
   1,100    4,690       40   20,141   16,686   21,281   21,416      305      170

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -1,303)
    -425     -125        0     -898   -1,243   -1,323   -1,368       20       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     21.7      0.2     93.3     77.3     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       14       11       16       13
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,965
COMMITMENTS
   6,410    1,200      563   47,212   52,442   54,185   54,205    2,780    2,760

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -2,638)
    -202     -425      -76   -1,595   -1,499   -1,873   -2,000     -765     -638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      2.1      1.0     82.9     92.1     95.1     95.2      4.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       23       24       25       26
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,912
COMMITMENTS
   9,915      350        0   37,490   46,890   47,405   47,240    1,507    1,672

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -1,545)
    -869     -225        0     -105     -775     -974   -1,000     -571     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      0.7      0.0     76.6     95.9     96.9     96.6      3.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       20       23       22       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,660
COMMITMENTS
   3,700    4,825        0   24,130   23,385   27,830   28,210    1,830    1,450

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -2,590)
     -25     -400        0   -1,095   -2,150   -1,120   -2,550   -1,470      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     16.3      0.0     81.4     78.8     93.8     95.1      6.2      4.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,825
COMMITMENTS
   1,200        0      600   22,415   23,995   24,215   24,595      610      230

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -2,380)
     150        0     -150   -1,495   -2,285   -1,495   -2,435     -885       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      2.4     90.3     96.7     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,093
COMMITMENTS
   4,670    3,900       23   21,040   22,200   25,733   26,123    1,360      970

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -2,290)
    -380        0     -150   -1,145   -1,455   -1,675   -1,605     -615     -685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     14.4      0.1     77.7     81.9     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       18       23       21
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,580
COMMITMENTS
       0      300      810   16,685   16,820   17,495   17,930    2,085    1,650

CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST:     -1,840)
     -25       92      -92   -1,475   -1,545   -1,592   -1,545     -248     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      4.1     85.2     85.9     89.4     91.6     10.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       18       17       20       19



Updated January 16, 2015