MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,602
COMMITMENTS
   1,397      570        0   17,640   18,412   19,037   18,982      565      620

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -1,362)
    -152      -30        0   -1,100   -1,232   -1,252   -1,262     -110     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      2.9      0.0     90.0     93.9     97.1     96.8      2.9      3.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,118
COMMITMENTS
   1,368      570        0   15,321   16,008   16,689   16,578      429      540

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -1,022)
    -152      -30        0     -825     -932     -977     -962      -45      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      3.3      0.0     89.5     93.5     97.5     96.8      2.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       11       16       12       17
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,289
COMMITMENTS
     375        0      150   57,771   58,080   58,296   58,230    1,993    2,059

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -3,187)
       5        0       -5   -2,985   -2,982   -2,985   -2,987     -202     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.2     95.8     96.3     96.7     96.6      3.3      3.4

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,677
COMMITMENTS
     375        0      150   53,367   52,919   53,892   53,069    1,785    2,608

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -2,845)
       5        0       -5   -2,660   -2,627   -2,660   -2,632     -185     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.3     95.9     95.0     96.8     95.3      3.2      4.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,490
COMMITMENTS
     900        0        0   10,150   11,370   11,050   11,370      440      120

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:       -975)
    -300        0        0     -640     -975     -940     -975      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.0     88.3     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,249
COMMITMENTS
       0    1,185      314   10,550    9,520   10,864   11,019      385      230

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:       -709)
       0      175       -9     -690     -865     -699     -699      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.5      2.8     93.8     84.6     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       11       15       13
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,186
COMMITMENTS
       0    5,665        0   27,036   21,406   27,036   27,071      150      115

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -1,440)
    -350      190     -190     -875   -1,430   -1,415   -1,430      -25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.8      0.0     99.4     78.7     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       13       18       14
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,100
COMMITMENTS
       0    5,040        0   25,950   20,945   25,950   25,985      150      115

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -1,055)
     -50      -60        0     -990     -985   -1,040   -1,045      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.3      0.0     99.4     80.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       10       16       11
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,764
COMMITMENTS
  11,726      230      795   52,298   63,794   64,819   64,819    2,945    2,945

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -4,195)
     579     -350     -279   -4,255   -3,316   -3,955   -3,945     -240     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      0.3      1.2     77.2     94.1     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        3       22       25       25       28
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,265
COMMITMENTS
  15,324        0        0   46,340   61,490   61,664   61,490    1,601    1,775

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -2,958)
    -567     -230        0   -2,313   -2,833   -2,880   -3,063      -78      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      0.0      0.0     73.2     97.2     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       20       24       22       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,878
COMMITMENTS
   2,925    4,500      100   23,175   22,220   26,200   26,820    1,678    1,058

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -1,277)
    -225     -125        0     -925   -1,030   -1,150   -1,155     -127     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     16.1      0.4     83.1     79.7     94.0     96.2      6.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       16       19       18       21
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,690
COMMITMENTS
     800       50      600   21,740   22,855   23,140   23,505      550      185

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -1,320)
    -200        0        0   -1,100   -1,305   -1,300   -1,305      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.2      2.5     91.8     96.5     97.7     99.2      2.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       20       15       22       17
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,546
COMMITMENTS
   4,030    4,175      106   21,095   21,295   25,231   25,576    1,315      970

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:     -1,123)
    -280     -275       -3     -775     -795   -1,058   -1,073      -65      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     15.7      0.4     79.5     80.2     95.0     96.3      5.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       20       20       24       23
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,170
COMMITMENTS
     125    1,340      735   19,145   18,320   20,005   20,395    1,165      775

CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST:       -345)
      25      -60      -25     -185     -135     -185     -220     -160     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.3      3.5     90.4     86.5     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       19       17       22       20



Updated April 10, 2015