MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,354
COMMITMENTS
   1,788      510      130   17,705   18,908   19,623   19,548      731      806

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,097)
    -187      -30        0     -800     -967     -987     -997     -110     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      2.5      0.6     87.0     92.9     96.4     96.0      3.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       12       14       14       16
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,764
COMMITMENTS
   1,009      510      130   18,936   19,354   20,075   19,994      689      770

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -997)
    -107     -100      -45     -800     -792     -952     -937      -45      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      2.5      0.6     91.2     93.2     96.7     96.3      3.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       10       15       12       17
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,537
COMMITMENTS
     825        0      140   56,126   56,773   57,091   56,913    1,446    1,624

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -2,913)
     -15      -50       -5   -2,610   -2,523   -2,630   -2,578     -283     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.2     95.9     97.0     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       15       21       17       22
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,822
COMMITMENTS
     825        0      140   51,582   51,436   52,547   51,576    1,275    2,246

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -2,965)
     -15        0       -5   -2,780   -2,819   -2,800   -2,824     -165     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.3     95.8     95.6     97.6     95.8      2.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       15       18       17       19
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,265
COMMITMENTS
      50    2,410       50   13,940   11,650   14,040   14,110      225      155

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        470)
       0        0        0      590      570      590      570     -120     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     16.9      0.4     97.7     81.7     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        1       14        8       15       11
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,751
COMMITMENTS
       0    1,385      296   10,150    8,860   10,446   10,541      305      210

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -709)
       0      -50       -9     -695     -640     -704     -699       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.9      2.8     94.4     82.4     97.2     98.0      2.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       13        9       14       11
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,065
COMMITMENTS
       0    5,370        0   24,895   19,535   24,895   24,905      170      160

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -993)
    -100     -185        0     -878     -828     -978   -1,013      -15       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.4      0.0     99.3     77.9     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       11       12       12
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,327
COMMITMENTS
  13,920      230      316   53,338   66,858   67,574   67,404    2,753    2,923

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,422)
     157        0     -277     -995   -1,008   -1,115   -1,285     -307     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      0.3      0.4     75.8     95.1     96.1     95.8      3.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        2       20       24       25       26
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,995
COMMITMENTS
  15,525        0        0   48,355   63,510   63,880   63,510    2,115    2,485

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -495)
    -567        0        0     -110     -870     -677     -870      182      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.5      0.0      0.0     73.3     96.2     96.8     96.2      3.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       19       21       22       21
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,929
COMMITMENTS
   2,575    4,250        0   23,285   21,865   25,860   26,115    1,069      814

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,212)
    -225     -225        0     -945     -865   -1,170   -1,090      -42     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     15.8      0.0     86.5     81.2     96.0     97.0      4.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       18       18       20       19
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,715
COMMITMENTS
     400        0      600   21,560   21,960   22,560   22,560      155      155

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,335)
    -200        0        0   -1,200   -1,320   -1,400   -1,320       65      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      2.6     94.9     96.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       21       15       23       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,946
COMMITMENTS
   2,980    3,725       86   22,625   22,130   25,691   25,941    1,255    1,005

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,543)
    -290     -275       -3   -1,295   -1,195   -1,588   -1,473       45      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     13.8      0.3     84.0     82.1     95.3     96.3      4.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        1       17       20       20       23
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,725
COMMITMENTS
     175    1,270      635   19,030   18,220   19,840   20,125      885      600

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -660)
      25     -100      -25     -550     -460     -550     -585     -110      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      6.1      3.1     91.8     87.9     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       15       16       17       19



Updated June 12, 2015