MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,973
COMMITMENTS
   1,450      480      130   17,805   18,715   19,385   19,325      588      648

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -981)
    -338      -30        0     -500     -793     -838     -823     -143     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      2.4      0.7     89.1     93.7     97.1     96.8      2.9      3.2

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 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,782
COMMITMENTS
     822      480      130   20,236   20,512   21,188   21,122      594      660

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,382)
    -187      -30        0   -1,100   -1,242   -1,287   -1,272      -95     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.2      0.6     92.9     94.2     97.3     97.0      2.7      3.0

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 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,935
COMMITMENTS
     405      205      515   57,756   57,541   58,676   58,261    1,259    1,674

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,517)
      20       45      -65   -3,285   -3,307   -3,330   -3,327     -187     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.9     96.4     96.0     97.9     97.2      2.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       15       21       17       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,607
COMMITMENTS
     405      205      515   52,577   51,858   53,497   52,578    1,110    2,029

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,290)
      20       45      -65   -3,080   -3,053   -3,125   -3,073     -165     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.4      0.9     96.3     95.0     98.0     96.3      2.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       15       18       17       20                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        9,991
COMMITMENTS
       0    1,275      296    9,405    8,215    9,701    9,786      290      205

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -810)
       0     -160        0     -795     -645     -795     -805      -15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.8      3.0     94.1     82.2     97.1     97.9      2.9      2.1

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 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,390
COMMITMENTS
       0    5,090        0   24,240   19,210   24,240   24,300      150       90

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,165)
       0     -280        0   -1,145     -875   -1,145   -1,155      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     20.9      0.0     99.4     78.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       13       14       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,368
COMMITMENTS
  10,690      215      316   55,823   66,146   66,829   66,677    2,539    2,691

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,844)
    -880      -15        0   -1,750   -2,597   -2,630   -2,612     -214     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4      0.3      0.5     80.5     95.4     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       21       24       25       26                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,030
COMMITMENTS
  12,195        0        0   51,203   63,063   63,398   63,063    1,632    1,967

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,965)
    -880        0        0   -1,597   -2,442   -2,477   -2,442     -488     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8      0.0      0.0     78.7     97.0     97.5     97.0      2.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       20       21       23       21                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,602
COMMITMENTS
   1,750    4,050      250   22,645   20,585   24,645   24,885      957      717

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,427)
    -225     -200        0   -1,090   -1,130   -1,315   -1,330     -112      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.8     15.8      1.0     88.5     80.4     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       18       21       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,035
COMMITMENTS
     350      600      600   20,945   20,695   21,895   21,895      140      140

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,130)
     -50        0        0   -1,065   -1,115   -1,115   -1,115      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.7      2.7     95.1     93.9     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       21       15       23       17                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,414
COMMITMENTS
   2,715    2,850      319   22,210   22,300   25,244   25,469    1,170      945

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -652)
    -265     -275      -17     -265     -280     -547     -572     -105      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3     10.8      1.2     84.1     84.4     95.6     96.4      4.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       17       22       21       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,090
COMMITMENTS
     200      675      855   18,905   18,850   19,960   20,380    1,130      710

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -185)
      25        5      -30     -425     -270     -430     -295      245      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.2      4.1     89.6     89.4     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       15       17       18       20                  



Updated July 10, 2015