MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,847
COMMITMENTS
   2,076      570      130   17,025   18,377   19,231   19,077      616      770

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -955)
     779        0      130   -1,915   -1,235   -1,006   -1,105       51      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      2.9      0.7     85.8     92.6     96.9     96.1      3.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       12       16       14       18
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,458
COMMITMENTS
   1,217      640      175   15,586   16,053   16,978   16,868      480      590

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,085)
     -51       70      175     -960   -1,380     -836   -1,135     -249       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      3.7      1.0     89.3     92.0     97.3     96.6      2.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       10       15       12       17
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,289
COMMITMENTS
     855       50      150   58,371   58,930   59,376   59,130    1,913    2,159

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        -50)
       0       50        0      300     -100      300      -50     -350        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.1      0.2     95.2     96.2     96.9     96.5      3.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       16       22       18       24
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,777
COMMITMENTS
     855        0      150   54,167   54,019   55,172   54,169    1,605    2,608

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      195      -50      195      -50     -245        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.3     95.4     95.1     97.2     95.4      2.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       16       18       18       19
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,200
COMMITMENTS
   1,147        0        0   10,435   12,080   11,582   12,080      618      120

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        350)
     247        0        0      -75      350      172      350      178        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.0      0.0     85.5     99.0     94.9     99.0      5.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       14        9       16        9
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        9,580
COMMITMENTS
       0      290        0    9,405    9,115    9,405    9,405      175      175

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:          5)
       0        0        0      -50     -120      -50     -120       55      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.0     98.2     95.1     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       14       12       15
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        8,790
COMMITMENTS
     405        0        0    8,270    8,720    8,675    8,720      115       70

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      0.0     94.1     99.2     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15        8       16        8
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,069
COMMITMENTS
       0    1,276      314   11,435   10,140   11,749   11,730      320      339

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        100)
       0       91        0      165     -100      165       -9      -65      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.6      2.6     94.7     84.0     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       14       12       15       14
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,941
COMMITMENTS
     100    5,665        0   26,571   21,111   26,671   26,776      270      165

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -235)
     100        0        0     -415     -235     -315     -235       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     21.0      0.0     98.6     78.4     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       16       13       17       14
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,990
COMMITMENTS
       0    5,040        0   25,770   20,835   25,770   25,875      220      115

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -210)
       0        0        0     -280     -210     -280     -210       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.4      0.0     99.2     80.2     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       10       15       11
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,554
COMMITMENTS
  12,706      230      815   55,703   68,279   69,224   69,324    3,330    3,230

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        740)
     980        0       20     -485      585      515      605      225      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      0.3      1.1     76.8     94.1     95.4     95.5      4.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        4       24       25       28       29
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,315
COMMITMENTS
  16,180        0        0   49,235   65,135   65,415   65,135    1,900    2,180

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        425)
     856        0        0     -580      170      276      170      149      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      0.0      0.0     73.1     96.8     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       21       26       24       26
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,318
COMMITMENTS
   2,925    4,600      100   25,030   23,470   28,055   28,170    1,263    1,148

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        790)
       0      100        0    1,205      600    1,205      700     -415       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0     15.7      0.3     85.4     80.1     95.7     96.1      4.3      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       20       19       22       22
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,285
COMMITMENTS
     800       50      600   23,740   24,390   25,140   25,040      145      245

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        945)
       0        0        0    1,350      885    1,350      885     -405       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.2      2.4     93.9     96.5     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       22       15       24       17
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,440
COMMITMENTS
  11,475    2,775      300    8,150   17,040   19,925   20,115      515      325

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -105)
       0        0        0     -205     -150     -205     -150      100       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.1     13.6      1.5     39.9     83.4     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       10       10       13       11
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       10,850
COMMITMENTS
   1,200      225        0    9,065   10,205   10,265   10,430      585      420

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        -95)
       0        0        0      -95     -125      -95     -125        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      2.1      0.0     83.5     94.1     94.6     96.1      5.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       12       11       13       12
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,156
COMMITMENTS
   4,022    4,175      106   22,645   22,830   26,773   27,111    1,383    1,045

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -130)
      82        0        0     -280     -205     -198     -205       68       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     14.8      0.4     80.4     81.1     95.1     96.3      4.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       20       20       25       23
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,300
COMMITMENTS
     125    1,380      735   19,165   18,330   20,025   20,445    1,275      855

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -260)
       0        0        0     -370     -340     -370     -340      110       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.5      3.5     90.0     86.1     94.0     96.0      6.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       18       16       21       19
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,233
COMMITMENTS
     650      480        0   22,578   23,668   23,228   24,148    1,005       85

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.0      0.0     93.2     97.7     95.9     99.6      4.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14        7       15        8
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,475
COMMITMENTS
     650      480        0   19,820   20,910   20,470   21,390    1,005       85

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.2      0.0     92.3     97.4     95.3     99.6      4.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15        7       16        8



Updated May 8, 2015