MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,117
COMMITMENTS
   1,112      450      130   17,380   17,997   18,622   18,577      495      540

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      375      375      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      2.4      0.7     90.9     94.1     97.4     97.2      2.6      2.8

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 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,275
COMMITMENTS
     660      525      105   20,011   20,095   20,776   20,725      499      550

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.5      0.5     94.1     94.5     97.7     97.4      2.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       10       15       12       18                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,323
COMMITMENTS
     425      250      450   55,256   55,139   56,131   55,839    1,192    1,484

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      -10      110      -10      110      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.4      0.8     96.4     96.2     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       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 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,452
COMMITMENTS
     425      250      450   49,512   48,939   50,387   49,639    1,065    1,813

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      -10      110      -10      110      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.5      0.9     96.2     95.1     97.9     96.5      2.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       15       18       17       20                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,200
COMMITMENTS
       0    1,260      350   12,205   10,995   12,555   12,605      645      595

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0     -250     -250     -250     -250      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.5      2.7     92.5     83.3     95.1     95.5      4.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        2       16       10       18       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,406
COMMITMENTS
       0      865      296    9,835    9,045   10,131   10,206      275      200

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.3      2.8     94.5     86.9     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       13       10       14       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,615
COMMITMENTS
       0    5,170        0   23,490   18,370   23,490   23,540      125       75

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     21.9      0.0     99.5     77.8     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       14       15       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,311
COMMITMENTS
   9,210      150      316   58,987   67,913   68,513   68,379    2,798    2,932

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        760)
       0        0        0      610      610      610      610      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.2      0.4     82.7     95.2     96.1     95.9      3.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       22       24       26       26                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,938
COMMITMENTS
  10,660        0        0   54,601   64,961   65,261   64,961    1,677    1,977

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        868)
       0        0        0      745      745      745      745      123      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      0.0      0.0     81.6     97.0     97.5     97.0      2.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       21       23       24       23                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,165
COMMITMENTS
   1,325    3,800      250   23,730   21,505   25,305   25,555      860      610

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      1,025)
       0        0        0    1,025    1,025    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     14.5      1.0     90.7     82.2     96.7     97.7      3.3      2.3

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 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,940
COMMITMENTS
     175      675      525   23,115   22,615   23,815   23,815      125      125

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.8      2.2     96.6     94.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       21       15       23       17                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,835
COMMITMENTS
   7,725    1,775      300    7,535   13,560   15,560   15,635      275      200

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.8     11.2      1.9     47.6     85.6     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       14        9       17       10                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,714
COMMITMENTS
   2,390    2,575      319   23,940   23,980   26,649   26,874    1,065      840

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:       -650)
       0        0        0     -640     -640     -640     -640      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      9.3      1.2     86.4     86.5     96.2     97.0      3.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       18       23       22       26                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,270
COMMITMENTS
     385      600      790   22,025   22,235   23,200   23,625    1,070      645

CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST:        410)
       0        0        0      425      425      425      425      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.5      3.3     90.7     91.6     95.6     97.3      4.4      2.7

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



Updated September 4, 2015