MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,535
COMMITMENTS
   1,555        0        0   20,215   21,865   21,770   21,865      765      670

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      0.0     89.7     97.0     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       14       15       15       15
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,339
COMMITMENTS
   1,524        0        0   17,131   18,619   18,655   18,619      684      720

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      0.0     88.6     96.3     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       11       15       12       15
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,913
COMMITMENTS
     290        0        0   62,536   62,404   62,826   62,404    2,087    2,509

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,380)
       0        0        0    1,380    1,380    1,380    1,380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     96.3     96.1     96.8     96.1      3.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       17       20       18       20
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,107
COMMITMENTS
       0        0        0   58,067   57,048   58,067   57,048    2,040    3,059

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.6     94.9     96.6     94.9      3.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       17       16       17
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,336
COMMITMENTS
     600       50        6   12,365   13,280   12,971   13,336      365        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:       -815)
    -130        0        0     -635     -815     -765     -815      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.4      0.0     92.7     99.6     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       15        6       16        8
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,277
COMMITMENTS
     150    2,300      102   13,745   11,700   13,997   14,102      280      175

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     16.1      0.7     96.3     81.9     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       15       12       17       14
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,565
COMMITMENTS
     200    3,270        0   11,505    9,170   11,705   12,440      860      125

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:       -945)
       0      484        0     -895   -1,370     -895     -886      -50      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     26.0      0.0     91.6     73.0     93.2     99.0      6.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       13        9       14       11
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,546
COMMITMENTS
   1,100    4,640       90   20,041   16,646   21,231   21,376      315      170

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -40)
       0      -50       50     -100      -40      -50      -40       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     21.5      0.4     93.0     77.3     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       14       11       16       13
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,285
COMMITMENTS
   6,360    1,200      563   47,507   52,677   54,430   54,440    2,855    2,845

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        320)
     -50        0        0      295      235      245      235       75       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      2.1      1.0     82.9     92.0     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       23       24       25       26
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,487
COMMITMENTS
   9,915      350        0   37,915   47,315   47,830   47,665    1,657    1,822

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        575)
       0        0        0      425      425      425      425      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      0.7      0.0     76.6     95.6     96.7     96.3      3.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       20       23       22       24
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,660
COMMITMENTS
   3,700    4,825        0   24,130   23,385   27,830   28,210    1,830    1,450

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     16.3      0.0     81.4     78.8     93.8     95.1      6.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       19       22       21       23
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,825
COMMITMENTS
   1,200        0      600   22,415   23,995   24,215   24,595      610      230

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      2.4     90.3     96.7     97.5     99.1      2.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       19       15       21       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,093
COMMITMENTS
   4,670    3,900       23   21,040   22,200   25,733   26,123    1,360      970

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     14.4      0.1     77.7     81.9     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        1       20       18       23       21
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,580
COMMITMENTS
       0      300      810   16,685   16,820   17,495   17,930    2,085    1,650

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      4.1     85.2     85.9     89.4     91.6     10.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       18       17       20       19



Updated January 23, 2015