MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,825
COMMITMENTS
   1,975      540      130   18,265   19,635   20,370   20,305      455      520

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        978)
    -101      -30        0    1,240    1,258    1,139    1,228     -161     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      2.6      0.6     87.7     94.3     97.8     97.5      2.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       11       14       13       16
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,761
COMMITMENTS
   1,116      610      175   17,086   17,496   18,377   18,281      384      480

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,303)
    -101      -30        0    1,500    1,443    1,399    1,413      -96     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      3.3      0.9     91.1     93.3     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1        9       14       11       16
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,230
COMMITMENTS
     840       50      145   56,516   57,076   57,501   57,271    1,729    1,959

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -2,059)
     -15        0       -5   -1,855   -1,854   -1,875   -1,859     -184     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.1      0.2     95.4     96.4     97.1     96.7      2.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       16       20       18       22
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,987
COMMITMENTS
     840        0      145   52,562   52,455   53,547   52,600    1,440    2,387

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,790)
     -15        0       -5   -1,605   -1,564   -1,625   -1,569     -165     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.3     95.6     95.4     97.4     95.7      2.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       16       17       18       18
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,075
COMMITMENTS
     750        0        0    9,995   10,955   10,745   10,955      330      120

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,125)
    -397        0        0     -440   -1,125     -837   -1,125     -288        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.0     90.2     98.9     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       14        9       16        9
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        9,210
COMMITMENTS
       0      340        0    9,090    8,870    9,090    9,210      120        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -370)
       0       50        0     -315     -245     -315     -195      -55     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.0     98.7     96.3     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       14       12       15
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,545
COMMITMENTS
      50    2,110       50   13,100   11,130   13,200   13,290      345      255

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     15.6      0.4     96.7     82.2     97.5     98.1      2.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       15        8       16       11
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,260
COMMITMENTS
       0    1,235      305   10,645    9,500   10,950   11,040      310      220

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -809)
       0      -41       -9     -790     -640     -799     -690      -10     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      2.7     94.5     84.4     97.2     98.0      2.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       14       12       15       14
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,938
COMMITMENTS
     100    5,555        0   25,653   20,243   25,753   25,798      185      140

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,003)
       0     -110        0     -918     -868     -918     -978      -85      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     21.4      0.0     98.9     78.0     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,030
COMMITMENTS
       0    4,980        0   24,895   19,945   24,895   24,925      135      105

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -960)
       0      -60        0     -875     -890     -875     -950      -85      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.9      0.0     99.5     79.7     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       10       15       11
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,504
COMMITMENTS
  13,328      230      593   53,623   66,721   67,544   67,544    2,960    2,960

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -2,050)
     622        0     -222   -2,080   -1,558   -1,680   -1,780     -370     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      0.3      0.8     76.1     94.6     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        4       24       22       29       26
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,895
COMMITMENTS
  15,857        0        0   48,365   64,045   64,222   64,045    1,673    1,850

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,420)
    -323        0        0     -870   -1,090   -1,193   -1,090     -227     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      0.0      0.0     73.4     97.2     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       22       24       25       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,141
COMMITMENTS
   2,800    4,475        0   24,230   22,730   27,030   27,205    1,111      936

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,177)
    -125     -125     -100     -800     -740   -1,025     -965     -152     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     15.9      0.0     86.1     80.8     96.1     96.7      3.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       20       18       22       20
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,050
COMMITMENTS
     600        0      600   22,760   23,280   23,960   23,880       90      170

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,235)
    -200      -50        0     -980   -1,110   -1,180   -1,160      -55      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      2.5     94.6     96.8     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       22       15       24       16
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,075
COMMITMENTS
   1,200      200        0    8,335    9,525    9,535    9,725      540      350

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -775)
       0      -25        0     -730     -680     -730     -705      -45      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      2.0      0.0     82.7     94.5     94.6     96.5      5.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       10       13       11
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,498
COMMITMENTS
   3,760    4,000        3   23,485   23,575   27,248   27,578    1,250      920

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        342)
    -262     -175     -103      840      745      475      467     -133     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     14.0      0.0     82.4     82.7     95.6     96.8      4.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        1       19       20       23       23
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,335
COMMITMENTS
     150    1,370      660   18,520   17,655   19,330   19,685    1,005      650

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -965)
      25      -10      -75     -645     -675     -695     -760     -270     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      6.7      3.2     91.1     86.8     95.1     96.8      4.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       17       16       19       19



Updated May 15, 2015