MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,511
COMMITMENTS
     749      420      130   16,170   16,269   17,049   16,819      462      692

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,606)
    -363      -30        0   -1,210   -1,728   -1,573   -1,758      -33      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      2.4      0.7     92.3     92.9     97.4     96.0      2.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       10       12       12       14                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,918
COMMITMENTS
     508      480       70   18,876   18,668   19,454   19,218      464      700

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,357)
    -152      -45      -35   -1,135   -1,427   -1,322   -1,507      -35      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      2.4      0.4     94.8     93.7     97.7     96.5      2.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1        8       13       10       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,588
COMMITMENTS
     445      295      385   51,751   51,554   52,581   52,234    1,007    1,354

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -3,735)
      20       45      -65   -3,505   -3,585   -3,550   -3,605     -185     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.6      0.7     96.6     96.2     98.1     97.5      1.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       15       20       17       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,242
COMMITMENTS
     445      295      385   46,512   45,967   47,342   46,647      900    1,595

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -3,210)
      20       45      -65   -3,000   -2,972   -3,045   -2,992     -165     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.6      0.8     96.4     95.3     98.1     96.7      1.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       15       18       17       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,450
COMMITMENTS
       0    4,890        0   22,360   17,520   22,360   22,410       90       40

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,165)
       0     -280        0   -1,130     -850   -1,130   -1,130      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     21.8      0.0     99.6     78.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       12       15       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,439
COMMITMENTS
   8,450        0      296   55,851   64,100   64,597   64,396    2,842    3,043

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -3,872)
    -760     -150      -20   -3,136   -3,813   -3,916   -3,983       44      111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      0.0      0.4     82.8     95.0     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        1       21       23       24       24                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,353
COMMITMENTS
  10,110        0        0   51,907   61,752   62,017   61,752    1,336    1,601

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -3,585)
    -550        0        0   -2,694   -3,209   -3,244   -3,209     -341     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      0.0      0.0     81.9     97.5     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       19       23       22       23                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,208
COMMITMENTS
     900    3,550      250   23,295   20,905   24,445   24,705      763      503

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -957)
    -425     -250        0     -435     -600     -860     -850      -97     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     14.1      1.0     92.4     82.9     97.0     98.0      3.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       19       17       21       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,250
COMMITMENTS
       0      750      450   22,690   21,940   23,140   23,140      110      110

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -690)
    -175       75      -75     -425     -675     -675     -675      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.2      1.9     97.6     94.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       21       15       22       17                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,595
COMMITMENTS
   5,850    1,550      300    8,225   12,585   14,375   14,435      220      160

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,240)
  -1,875     -225        0      690     -975   -1,185   -1,200      -55      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.1     10.6      2.1     56.4     86.2     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15        9       18       10                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,439
COMMITMENTS
   2,125    2,300      319   23,975   24,020   26,419   26,639    1,020      800

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -275)
    -265     -275        0       35       40     -230     -235      -45      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      8.4      1.2     87.4     87.5     96.3     97.1      3.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       16       22       20       25                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,355
COMMITMENTS
     525      600      650   22,195   22,540   23,370   23,790      985      565

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:         85)
     140        0     -140      170      305      170      165      -85      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.5      2.7     91.1     92.5     96.0     97.7      4.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       19       20       21                  



Updated September 11, 2015