MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,021
COMMITMENTS
     687       30       65   17,015   17,362   17,767   17,457      254      564

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:        510)
     -62     -390      -65      845    1,093      718      638     -208     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.2      0.4     94.4     96.3     98.6     96.9      1.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       11       12       13       14                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,246
COMMITMENTS
     386       30       65   19,541   19,581   19,992   19,676      254      570

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:        328)
    -122     -450       -5      665      913      538      458     -210     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.1      0.3     96.5     96.7     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        9       13       11       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,110
COMMITMENTS
       0      740      260   54,031   52,766   54,291   53,766      819    1,344

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -1,448)
    -445       45     -125     -690   -1,418   -1,260   -1,498     -188       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.5     98.0     95.7     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       17       22       18       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,607
COMMITMENTS
       0      340      260   46,612   45,639   46,872   46,239      735    1,368

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -1,305)
    -445       45     -125     -570     -998   -1,140   -1,078     -165     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.5     97.9     95.9     98.5     97.1      1.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       16       19       17       20                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,551
COMMITMENTS
       0      980      231   10,195    9,150   10,426   10,361      125      190

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:       -635)
       0      -35      -65     -570     -530     -635     -630        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.3      2.2     96.6     86.7     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1        9       12       10       14                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,600
COMMITMENTS
       0    4,460        0   21,500   17,125   21,500   21,585      100       15

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -1,030)
       0     -380        0   -1,020     -645   -1,020   -1,025      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     20.6      0.0     99.5     79.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       13       16       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,670
COMMITMENTS
       0    4,410        0   20,590   16,230   20,590   20,640       80       30

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -1,005)
       0     -230        0     -995     -765     -995     -995      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     21.3      0.0     99.6     78.5     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       10       13       11                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,047
COMMITMENTS
   9,432        0      323   54,430   63,737   64,185   64,060    2,862    2,987

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -2,520)
     -92        0       37   -2,270   -2,272   -2,325   -2,235     -195     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      0.0      0.5     81.2     95.1     95.7     95.5      4.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        2       20       24       24       26                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,653
COMMITMENTS
  10,505        0      100   50,537   60,917   61,142   61,017    1,511    1,636

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -2,320)
    -315        0      100   -1,855   -2,030   -2,070   -1,930     -250     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      0.0      0.2     80.7     97.2     97.6     97.4      2.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        1       19       23       23       24                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,596
COMMITMENTS
   1,175      100      350   21,205   22,550   22,730   23,000      866      596

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -2,112)
     275   -3,450      100   -2,590    1,145   -2,215   -2,205      103       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.4      1.5     89.9     95.6     96.3     97.5      3.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       18       18       22       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,970
COMMITMENTS
     750      600        0   21,075   21,225   21,825   21,825      145      145

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -1,830)
     750     -150     -450   -2,165   -1,265   -1,865   -1,865       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      2.7      0.0     95.9     96.6     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        0       20       16       22       17                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,755
COMMITMENTS
   4,575      325        0    7,945   12,300   12,520   12,625      235      130

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -1,240)
    -675   -1,225     -300     -270      325   -1,245   -1,200        5      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.9      2.5      0.0     62.3     96.4     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       14       10       16       11                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        7,635
COMMITMENTS
   1,200      125        0    6,110    7,350    7,310    7,475      325      160

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      1.6      0.0     80.0     96.3     95.7     97.9      4.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       10       12       11                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,361
COMMITMENTS
     620    2,225      311   24,510   23,115   25,441   25,651      920      710

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:     -1,118)
  -1,505      -75       -8      495     -945   -1,018   -1,028     -100      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      8.4      1.2     93.0     87.7     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        2       17       21       21       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,915
COMMITMENTS
     480      925      290   22,245   22,215   23,015   23,430      900      485

CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST:       -830)
     -95      325     -405     -250     -715     -750     -795      -80      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.9      1.2     93.0     92.9     96.2     98.0      3.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       19       20       21       24                  



Updated October 9, 2015