MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,596
COMMITMENTS
     625        0        0   15,725   16,180   16,350   16,180      246      416

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,620)
     -62      -30      -65   -1,385   -1,407   -1,512   -1,502     -108     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.0     94.8     97.5     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       12       12       14       12                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,949
COMMITMENTS
     324        0        0   18,381   18,529   18,705   18,529      244      420

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,447)
     -62      -30      -65   -1,210   -1,232   -1,337   -1,327     -110     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     97.0     97.8     98.7     97.8      1.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       10       13       12       13                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,090
COMMITMENTS
       0      185      215   50,246   49,796   50,461   50,196      629      894

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -3,475)
       0       45      -45   -3,240   -3,275   -3,285   -3,275     -190     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.4     98.3     97.5     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       18       22       19       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,862
COMMITMENTS
     215        0        0   43,077   42,720   43,292   42,720      570    1,142

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -3,185)
     -45        0        0   -2,975   -2,959   -3,020   -2,959     -165     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     98.2     97.4     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       19       19       19                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,185
COMMITMENTS
       0    4,720      150   16,180   12,245   16,330   17,115      855       70

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:         -5)
       0      120        0     -370     -115     -370        5      365      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     27.5      0.9     94.2     71.3     95.0     99.6      5.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16        9       17       11                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,526
COMMITMENTS
       0    1,965      156   18,115   16,290   18,271   18,411      255      115

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        630)
       0      -35      -75      585      745      510      635      120       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.6      0.8     97.8     87.9     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       11       13       12       15                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,415
COMMITMENTS
       0    3,430       15   21,310   17,960   21,325   21,405       90       10

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:       -870)
       0     -305        0     -860     -560     -860     -865      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.0      0.1     99.5     83.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       15       18       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,050
COMMITMENTS
       0    4,130        0   20,980   16,900   20,980   21,030       70       20

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:       -945)
       0     -280        0     -935     -655     -935     -935      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     19.6      0.0     99.7     80.3     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       11       13       12                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       75,442
COMMITMENTS
  13,405        0      150   59,102   72,417   72,657   72,567    2,785    2,875

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        915)
    -367        0      -73    1,698    1,366    1,258    1,293     -343     -378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8      0.0      0.2     78.3     96.0     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        1       22       28       26       29                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,838
COMMITMENTS
  14,780        0        0   54,397   69,087   69,177   69,087    1,661    1,751

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:        460)
    -715        0        0    1,275      595      560      595     -100     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      0.0      0.0     76.8     97.5     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       22       25       25       25                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,309
COMMITMENTS
     550        0      250   20,765   21,595   21,565   21,845      744      464

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,387)
    -125     -100     -100   -1,040   -1,055   -1,265   -1,255     -122     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.0      1.1     93.1     96.8     96.7     97.9      3.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       18       18       21       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,375
COMMITMENTS
     100      600        0   20,145   19,645   20,245   20,245      130      130

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,305)
    -150        0        0   -1,140   -1,290   -1,290   -1,290      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.9      0.0     98.9     96.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       21       16       22       17                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       11,085
COMMITMENTS
   4,250      100        0    6,685   10,905   10,935   11,005      150       80

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,005)
    -325     -225        0     -595     -730     -920     -955      -85      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3      0.9      0.0     60.3     98.4     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       13        9       15       10                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        7,080
COMMITMENTS
   1,200      100        0    5,600    6,860    6,800    6,960      280      120

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:       -555)
       0      -25        0     -510     -490     -510     -515      -45      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      1.4      0.0     79.1     96.9     96.0     98.3      4.0      1.7

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 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,653
COMMITMENTS
     395    1,750      303   24,430   23,055   25,128   25,108      525      545

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,428)
    -225     -275       -8   -1,025     -980   -1,258   -1,263     -170     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      6.8      1.2     95.2     89.9     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       19       21       22       24                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,210
COMMITMENTS
     505      600      270   23,220   23,455   23,995   24,325    1,215      885

CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST:     -1,035)
      -5     -125      -20     -940     -830     -965     -975      -70      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.4      1.1     92.1     93.0     95.2     96.5      4.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       19       20       21       22                  



Updated November 13, 2015