```
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,968
COMMITMENTS
   1,918       25       50   19,175   20,883   21,143   20,958      825    1,010

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:       -362)
    -392        0        0      210     -202     -182     -202     -180     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.1      0.2     87.3     95.1     96.2     95.4      3.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       12       15       14       17
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,696
COMMITMENTS
   1,836       25      100   16,081   17,681   18,017   17,806      679      890

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:       -287)
    -392        0        0      220     -177     -172     -177     -115     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.1      0.5     86.0     94.6     96.4     95.2      3.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       10       15       12       17
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,295
COMMITMENTS
     290        0        0   61,601   61,660   61,891   61,660    2,404    2,635

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:     -3,057)
       0        0        0   -2,965   -2,976   -2,965   -2,976      -92      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     95.8     95.9     96.3     95.9      3.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       16       21       17       21
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,957
COMMITMENTS
       0        0        0   58,677   58,247   58,677   58,247    2,280    2,710

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:     -2,640)
       0        0        0   -2,590   -2,574   -2,590   -2,574      -50      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.3     95.6     96.3     95.6      3.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       20       17       20
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,151
COMMITMENTS
     800       50        6   13,105   14,095   13,911   14,151      240        0

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:       -890)
    -200        0        0     -680     -890     -880     -890      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.4      0.0     92.6     99.6     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15        7       16        9
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,712
COMMITMENTS
     150    2,300      102   14,290   12,250   14,542   14,652      170       60

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:       -505)
       0     -100        0     -490     -395     -490     -495      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     15.6      0.7     97.1     83.3     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       17       11       19       13
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,110
COMMITMENTS
     200    2,795        0   12,150   10,315   12,350   13,110      760        0

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:       -820)
       0     -125        0     -975     -695     -975     -820      155        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5     21.3      0.0     92.7     78.7     94.2    100.0      5.8      0.0

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 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,411
COMMITMENTS
   1,345    4,745        0   20,841   17,666   22,186   22,411      225        0

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:       -670)
      50      140        0     -690     -810     -640     -670      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     21.2      0.0     93.0     78.8     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       15       16       16       18
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,413
COMMITMENTS
   6,454    1,495      677   47,409   52,368   54,540   54,540    2,873    2,873

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:     -3,196)
      52       50     -115   -2,578   -2,591   -2,641   -2,656     -555     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      2.6      1.2     82.6     91.2     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 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,213
COMMITMENTS
  10,630      575        0   36,736   46,621   47,366   47,196    1,847    2,017

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:     -3,135)
    -195      100        0   -2,534   -3,004   -2,729   -2,904     -406     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      1.2      0.0     74.6     94.7     96.2     95.9      3.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       22       22       24       23
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,200
COMMITMENTS
   3,125    5,175        0   25,105   23,560   28,230   28,735    1,970    1,465

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:     -2,040)
     -25     -400        0   -1,875   -1,505   -1,900   -1,905     -140     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     17.1      0.0     83.1     78.0     93.5     95.1      6.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       22       22       23       24
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,405
COMMITMENTS
   1,100        0      750   23,970   25,570   25,820   26,320      585       85

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:     -2,380)
     150        0     -150   -2,355   -2,195   -2,355   -2,345      -25      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      2.8     90.8     96.8     97.8     99.7      2.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       21       18       23       19
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,190
COMMITMENTS
  12,300    3,610      490    9,855   18,625   22,645   22,725      545      465

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:       -505)
       0      -10     -190     -570     -580     -760     -780      255      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.0     15.6      2.1     42.5     80.3     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       13       14       15       16
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,368
COMMITMENTS
   5,050    3,300      173   21,300   23,450   26,523   26,923    1,845    1,445

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:     -2,395)
    -380        0     -150   -1,630   -2,020   -2,160   -2,170     -235     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     11.6      0.6     75.1     82.7     93.5     94.9      6.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       22       23       25       26
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 12/09/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,220
COMMITMENTS
      25      208      902   17,185   17,245   18,112   18,355    2,108    1,865

CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST:     -1,755)
     -75       42      -42   -1,585   -1,715   -1,702   -1,715      -53      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.0      4.5     85.0     85.3     89.6     90.8     10.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       19       19       21       21
```

----

Updated December 12, 2014