```
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,298
COMMITMENTS
     798    1,050        0   47,620   47,308   48,418   48,358      880      940

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:     -1,995)
    -305        0        0   -1,870   -2,215   -2,175   -2,215      180      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.1      0.0     96.6     96.0     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       15       15       16       17
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,570
COMMITMENTS
     750    1,050        0   43,410   42,810   44,160   43,860      410      710

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:     -1,745)
    -300        0        0   -1,555   -1,905   -1,855   -1,905      110      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.4      0.0     97.4     96.1     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       15       15       16       17
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,505
COMMITMENTS
       0    5,850        0   14,095    8,655   14,095   14,505      410        0

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:     -1,060)
       0     -310        0   -1,330     -750   -1,330   -1,060      270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     40.3      0.0     97.2     59.7     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       14        8       14       10
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,695
COMMITMENTS
     600    1,750        0   16,676   15,945   17,276   17,695      419        0

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:     -1,190)
      50     -375        0   -1,218     -815   -1,168   -1,190      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      9.9      0.0     94.2     90.1     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       16       11       18       12
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,905
COMMITMENTS
  14,000    2,050      650   26,495   38,365   41,145   41,065      760      840

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:     -1,755)
     700      365   -1,065   -1,185     -855   -1,550   -1,555     -205     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      4.9      1.6     63.2     91.6     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       20       20       21
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,115
COMMITMENTS
  12,800    3,150    1,200   13,115   22,655   27,115   27,005        0      110

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:       -980)
       0      285     -350     -580     -855     -930     -920      -50      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     11.6      4.4     48.4     83.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       13       15       16       17
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,930
COMMITMENTS
      50      500      925   26,655   26,205   27,630   27,630      300      300

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:     -1,440)
    -150      285     -550     -565   -1,000   -1,265   -1,265     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.8      3.3     95.4     93.8     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       12       15       13       17
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,730
COMMITMENTS
   1,700   13,170        0   34,405   23,600   36,105   36,770    1,625      960

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:     -1,045)
      25       30      -55   -1,650   -1,080   -1,680   -1,105      635       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     34.9      0.0     91.2     62.5     95.7     97.5      4.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       17       14       18       15
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 01/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,799
COMMITMENTS
   1,050      750        0   25,799   27,029   26,849   27,779      950       20

CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST:       -495)
       0     -300        0     -890     -180     -890     -480      395      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.7      0.0     92.8     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
```

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Updated January 10, 2014