MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,642
COMMITMENTS
   1,112      450      130   16,905   17,522   18,147   18,102      495      540

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,531)
    -338      -30        0   -1,100   -1,393   -1,438   -1,423      -93     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      2.4      0.7     90.7     94.0     97.3     97.1      2.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       12       14       14       16                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,525
COMMITMENTS
     660      525      105   19,261   19,345   20,026   19,975      499      550

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,382)
    -162       -5      -25   -1,100   -1,242   -1,287   -1,272      -95     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      2.6      0.5     93.8     94.3     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       10       15       12       18                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,098
COMMITMENTS
     425      250      450   54,151   53,914   55,026   54,614    1,072    1,484

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,837)
      20       45      -65   -3,605   -3,627   -3,650   -3,647     -187     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.4      0.8     96.5     96.1     98.1     97.4      1.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       15       21       17       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,297
COMMITMENTS
     425      250      450   49,477   48,784   50,352   49,484      945    1,813

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,310)
      20       45      -65   -3,100   -3,074   -3,145   -3,094     -165     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.5      0.9     96.5     95.1     98.2     96.5      1.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       15       18       17       20                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,200
COMMITMENTS
       0    1,260      350   12,430   11,220   12,780   12,830      420      370

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.5      2.7     94.2     85.0     96.8     97.2      3.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        2       16       10       18       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:        9,551
COMMITMENTS
       0      765      296    8,980    8,290    9,276    9,351      275      200

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,335)
       0     -510        0   -1,320     -820   -1,320   -1,330      -15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.0      3.1     94.0     86.8     97.1     97.9      2.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       13       10       14       12                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,280
COMMITMENTS
       0    4,810        0   23,155   18,395   23,155   23,205      125       75

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,190)
       0     -280        0   -1,180     -900   -1,180   -1,180      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     20.7      0.0     99.5     79.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       14       15       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,811
COMMITMENTS
   8,750      150      316   58,118   66,584   67,184   67,050    2,627    2,761

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,522)
  -1,170      -65        0   -2,440   -3,527   -3,610   -3,592       88       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      0.2      0.5     83.3     95.4     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       22       25       26       27                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,145
COMMITMENTS
  10,600        0        0   53,132   63,432   63,732   63,432    1,413    1,713

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,275)
    -895        0        0   -2,136   -2,996   -3,031   -2,996     -244     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.3      0.0      0.0     81.6     97.4     97.8     97.4      2.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        0       20       22       23       22                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,515
COMMITMENTS
   1,325    3,800      250   22,080   19,855   23,655   23,905      860      610

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,582)
    -425     -250        0   -1,060   -1,225   -1,485   -1,475      -97     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4     15.5      1.0     90.1     81.0     96.5     97.5      3.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       18       21       20                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,215
COMMITMENTS
     175      675      525   20,390   19,890   21,090   21,090      125      125

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,315)
    -175       75      -75   -1,050   -1,300   -1,300   -1,300      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.2      2.5     96.1     93.8     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       21       15       23       17                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,150
COMMITMENTS
   8,175    1,775      300    7,400   13,875   15,875   15,950      275      200

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.6     11.0      1.9     45.8     85.9     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       12        9       15       10                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,284
COMMITMENTS
   2,390    2,575      319   24,500   24,540   27,209   27,434    1,075      850

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -455)
    -265     -275        0     -145     -135     -410     -410      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      9.1      1.1     86.6     86.8     96.2     97.0      3.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        2       18       23       22       26                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,260
COMMITMENTS
     385      600      790   21,000   21,210   22,175   22,600    1,085      660

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        -75)
     140        0     -140        0      145        0        5      -75      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.6      3.4     90.3     91.2     95.3     97.2      4.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       16       18       19       21                  



Updated August 14, 2015