MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,930
COMMITMENTS
   3,417        0        0   17,658   21,170   21,075   21,170      855      760

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -1,154)
    -234        0        0     -681     -857     -915     -857     -239     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      0.0      0.0     80.5     96.5     96.1     96.5      3.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       14       17       16       17
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,563
COMMITMENTS
   3,059        0        0   15,885   19,003   18,944   19,003      619      560

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:       -997)
    -158        0        0     -625     -742     -783     -742     -214     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      0.0      0.0     81.2     97.1     96.8     97.1      3.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0        9       17       11       17
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,313
COMMITMENTS
     475    1,750        0   61,866   60,638   62,341   62,388      972      925

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -3,027)
     -50      100        0   -2,935     -828   -2,985     -728      -42   -2,299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      2.8      0.0     97.7     95.8     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       17       18       18       19
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,827
COMMITMENTS
      25    1,700        0   59,332   57,169   59,357   58,869      470      958

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -2,340)
       0      150        0   -2,310     -798   -2,310     -648      -30   -1,692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.8      0.0     99.2     95.6     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       17       18       18       19
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        9,960
COMMITMENTS
       0      750        0    9,760    9,085    9,760    9,835      200      125

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:       -730)
       0      -50        0     -520     -425     -520     -475     -210     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      0.0     98.0     91.2     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       11       11       11       13
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,585
COMMITMENTS
       0    4,345      100   16,255   12,040   16,355   16,485      230      100

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -1,560)
       0     -650       50   -1,535     -925   -1,485   -1,525      -75      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     26.2      0.6     98.0     72.6     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       15       12       16       15
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,690
COMMITMENTS
       0    1,150        0   21,090   20,435   21,090   21,585      600      105

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -1,006)
       0      100        0     -916   -1,106     -916   -1,006      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      0.0     97.2     94.2     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14        9       14       10
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,249
COMMITMENTS
   7,493        0      772   43,294   50,832   51,559   51,604    3,690    3,645

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -4,324)
  -1,122        0       19   -2,003   -3,367   -3,106   -3,348   -1,218     -976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      0.0      1.4     78.4     92.0     93.3     93.4      6.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       22       24       25       26
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,614
COMMITMENTS
   6,255      200      411   40,701   46,746   47,367   47,357    3,247    3,257

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -3,456)
     311      -50      -14   -2,839   -2,404   -2,542   -2,468     -914     -988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      0.4      0.8     80.4     92.4     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       20       22       23       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,710
COMMITMENTS
   3,875    6,925      130   31,220   28,868   35,225   35,923    2,485    1,787

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -2,585)
    -250     -550        0     -780   -1,788   -1,030   -2,338   -1,555     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     18.4      0.3     82.8     76.6     93.4     95.3      6.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       21       21       24       23
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,385
COMMITMENTS
   1,315       50    1,250   30,060   31,790   32,625   33,090      760      295

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -2,295)
      15     -150     -130   -1,285   -1,985   -1,400   -2,265     -895      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.1      3.7     90.0     95.2     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       20       17       23       19
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,845
COMMITMENTS
  13,150    3,275    1,035   11,245   21,410   25,430   25,720      415      125

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -1,410)
    -250     -210        0   -1,060     -965   -1,310   -1,175     -100     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.9     12.7      4.0     43.5     82.8     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       16       14       19       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,553
COMMITMENTS
   6,635    4,575      473   21,735   24,235   28,843   29,283    1,710    1,270

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -2,250)
    -439     -250      -50   -1,655   -1,405   -2,144   -1,705     -106     -545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7     15.0      1.5     71.1     79.3     94.4     95.8      5.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       20       19       23       23
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,042
COMMITMENTS
      75      180    1,537   22,590   22,605   24,202   24,322    1,840    1,720

CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST:     -2,460)
     -75       33     -148   -1,875   -1,710   -2,098   -1,825     -362     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.7      5.9     86.7     86.8     92.9     93.4      7.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       21       18       23       20



Updated August 15, 2014