```
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,155
COMMITMENTS
   7,980        0        0   11,015   18,757   18,995   18,757      160      398

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:         80)
       0        0        0       70       70       70       70       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7      0.0      0.0     57.5     97.9     99.2     97.9      0.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       10       15       11       15
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,082
COMMITMENTS
   7,943       50        0   10,275   18,312   18,218   18,362      864      720

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6      0.3      0.0     53.8     96.0     95.5     96.2      4.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       13       10       14
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,853
COMMITMENTS
     798    1,500        0   52,735   52,093   53,533   53,593    1,320    1,260

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      3,605)
       0     -150        0    3,485    3,755    3,485    3,605      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      2.7      0.0     96.1     95.0     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       15       14       16       17
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,125
COMMITMENTS
     750    1,500        0   48,965   47,915   49,715   49,415      410      710

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      3,545)
       0     -150        0    3,545    3,695    3,545    3,545        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      3.0      0.0     97.7     95.6     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        3        0       15       16       16       19
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,215
COMMITMENTS
       0    4,200        0   13,805   10,005   13,805   14,205      410       10

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -300)
       0   -1,650        0     -290    1,350     -290     -300      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     29.5      0.0     97.1     70.4     97.1     99.9      2.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       15        8       15       10
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,165
COMMITMENTS
       0    4,020        0   15,785   12,140   15,785   16,160      380        5

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -1,515)
       0   -3,300        0   -1,565    1,785   -1,565   -1,515       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.9      0.0     97.6     75.1     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       15        9       15       11
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,894
COMMITMENTS
     650    1,750        0   16,750   16,069   17,400   17,819      494       75

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:         44)
       0        0        0       44       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      9.8      0.0     93.6     89.8     97.2     99.6      2.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       17       10       19       11
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,724
COMMITMENTS
   9,501      650      318   43,905   52,756   53,724   53,724        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:        150)
  -3,450        0      318    3,282     -168      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      1.2      0.6     81.7     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       17       26       19       29
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,857
COMMITMENTS
   9,160      550        0   41,697   50,307   50,857   50,857        0        0

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:     -1,174)
  -3,250        0        0    2,076   -1,174   -1,174   -1,174        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      1.1      0.0     82.0     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       18       22       19       23
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,705
COMMITMENTS
   5,000      750    1,000   40,205   44,375   46,205   46,125      500      580

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      4,030)
    -300       25      300    4,150    3,705    4,150    4,030     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      1.6      2.1     86.1     95.0     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       20       22       23       25
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,215
COMMITMENTS
  14,000    2,075      600   31,865   43,590   46,465   46,265      750      950

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:      3,940)
       0       25        0    4,000    3,855    4,000    3,880      -60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7      4.4      1.3     67.5     92.3     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       18       20       20       22
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,795
COMMITMENTS
  12,800    3,150      770   14,615   24,335   28,185   28,255      610      540

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     10.9      2.7     50.8     84.5     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       14       14       17       16
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,930
COMMITMENTS
     350      500      300   26,355   26,205   27,005   27,005      925      925

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.8      1.1     94.4     93.8     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       12       15       13       17
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,675
COMMITMENTS
       0    5,155    2,010   31,410   26,645   33,420   33,810    1,255      865

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -590)
       0     -300      375       10      310      385      385     -975     -975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.9      5.8     90.6     76.8     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        4        2       24       18       26       22
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,075
COMMITMENTS
   1,400   12,820      300   35,200   23,995   36,900   37,115    1,175      960

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:       -220)
       0        0     -300      530       80      230     -220     -450        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     33.7      0.8     92.4     63.0     96.9     97.5      3.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       14       20       16
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 01/21/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,799
COMMITMENTS
     900      750        0   25,949   27,029   26,849   27,779      950       20

CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST:          0)
    -150        0        0      150        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      2.7      0.0     93.3     97.2     96.6     99.9      3.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       13       10       15       11
```

----

Updated January 24, 2014