CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        9,716
COMMITMENTS
   3,998    1,442      275    5,427    7,999    9,700    9,716       16        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:        156)
     150     -150        0       -1      306      149      156        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     14.8      2.8     55.9     82.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        3        8        4       17        9                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,145
COMMITMENTS
   8,545    6,420    2,420   14,160   16,305   25,125   25,145       20        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:        905)
     150     -100        0      900    1,005    1,050      905     -145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     25.5      9.6     56.3     64.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        5        4        9        8       20       15                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       21,975
COMMITMENTS
  10,700   18,045    1,150   10,125    2,430   21,975   21,625        0      350

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7     82.1      5.2     46.1     11.1    100.0     98.4      0.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        7        4        6        2       14       10                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       11,235
COMMITMENTS
   1,525    9,700      995    8,715      500   11,235   11,195        0       40

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      1,445)
     100    1,445        0    1,345        0    1,445    1,445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     86.3      8.9     77.6      4.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3       12        4        6        2       12       15                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       12,225
COMMITMENTS
   2,380    1,575      720    9,125    9,930   12,225   12,225        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      1,725)
   1,625      -75      -25      125    1,825    1,725    1,725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     12.9      5.9     74.6     81.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        3        4        9        7       15       13                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:        5,890
COMMITMENTS
   2,925    3,170      420    2,525    2,300    5,870    5,890       20        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7     53.8      7.1     42.9     39.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        1        5        5       13       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       10,695
COMMITMENTS
   2,495    7,970      600    7,600    2,125   10,695   10,695        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      1,470)
     920      920        0      550      550    1,470    1,470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     74.5      5.6     71.1     19.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        6        2        6        2       17        9                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,165,954
COMMITMENTS
 613,878  209,019  672,272  2840039  3272604  4126189  4153895   39,765   12,059

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    115,033)
  15,914  -17,825   45,964   50,250   85,945  112,128  114,084    2,905      949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      5.0     16.1     68.2     78.6     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      36       37       57      138      121      207      183                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      286,897
COMMITMENTS
 152,593   59,459   36,314   97,641  190,710  286,548  286,483      349      414

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      8,776)
  11,048    1,902   -2,490      -78    9,358    8,480    8,770      296        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2     20.7     12.7     34.0     66.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      17       15       15       33       27       55       53                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      275,495
COMMITMENTS
  18,191   11,320   15,238  221,443  238,976  254,872  265,534   20,623    9,961

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -19,350)
  -1,369   -3,845    4,388  -23,424  -22,128  -20,405  -21,585    1,055    2,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      4.1      5.5     80.4     86.7     92.5     96.4      7.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        6       11       38       31       50       43                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      142,855
COMMITMENTS
   1,747    6,473    3,379  127,983  128,615  133,109  138,467    9,746    4,388

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      5,718)
  -2,618    3,612      509    8,050      350    5,941    4,471     -223    1,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.5      2.4     89.6     90.0     93.2     96.9      6.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       28       32       32       38                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,009
COMMITMENTS
   2,059    7,486    8,404  213,628  209,171  224,091  225,061   11,918   10,948

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -12,628)
    -216   -1,030     -831  -11,900  -11,812  -12,947  -13,673      319    1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.2      3.6     90.5     88.6     95.0     95.4      5.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        4       34       33       38       38                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      654,624
COMMITMENTS
     759   15,125   15,992  625,775  616,787  642,526  647,904   12,098    6,720

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     12,073)
     759      499      243    7,196    9,465    8,198   10,207    3,875    1,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.3      2.4     95.6     94.2     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        6        6       47       40       53       47                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      302,337
COMMITMENTS
  10,834    2,402    3,153  280,163  289,704  294,150  295,259    8,187    7,078

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -12,309)
     536       20   -2,599  -10,894   -9,513  -12,957  -12,092      648     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.8      1.0     92.7     95.8     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        4       31       35       36       40                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      285,023
COMMITMENTS
  11,316    2,646    2,712  264,561  274,589  278,589  279,947    6,434    5,076

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -13,556)
   3,214      871     -405  -16,340  -13,395  -13,531  -12,929      -25     -627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.9      1.0     92.8     96.3     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        4       39       44       44       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      114,159
COMMITMENTS
   2,194    1,356    1,942  104,078  102,525  108,214  105,823    5,945    8,336

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,599)
     296    1,344     -861   -3,705   -4,648   -4,270   -4,165     -329     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.2      1.7     91.2     89.8     94.8     92.7      5.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       22       23       24       26                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,917
COMMITMENTS
   3,544    6,858    1,922  103,864   98,298  109,330  107,078    6,587    8,839

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -6,353)
   2,175   -1,211   -1,106   -6,151   -3,525   -5,082   -5,842   -1,271     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      5.9      1.7     89.6     84.8     94.3     92.4      5.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        3       30       25       33       31                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,781
COMMITMENTS
     654    2,079    1,491   92,202   88,865   94,347   92,435   10,434   12,346

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -6,023)
     231     -786       -8   -5,629   -5,046   -5,406   -5,840     -617     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.0      1.4     88.0     84.8     90.0     88.2     10.0     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       17       17       19       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      167,204
COMMITMENTS
       0        0        0  159,887  158,869  159,887  158,869    7,317    8,335

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -3,715)
       0   -1,926        0   -2,790   -2,786   -2,790   -4,712     -925      997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.6     95.0     95.6     95.0      4.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       29       21       29       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,435
COMMITMENTS
       0        0        0   73,704   80,987   73,704   80,987    9,731    2,448

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -5,320)
       0        0        0   -6,557   -5,513   -6,557   -5,513    1,237      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.3     97.1     88.3     97.1     11.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       17       18       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      311,144
COMMITMENTS
   2,130    4,242    2,852  296,599  295,859  301,581  302,953    9,563    8,191

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -21,204)
  -1,316   -1,424      650  -21,285  -21,904  -21,951  -22,678      747    1,474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.4      0.9     95.3     95.1     96.9     97.4      3.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        3        1       44       36       46       39                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,404
COMMITMENTS
       0    6,391    1,409   74,485   70,781   75,894   78,581    9,510    6,823

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,137)
       0      167     -724   -2,805   -3,663   -3,529   -4,220     -608       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.5      1.6     87.2     82.9     88.9     92.0     11.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       22       23       24       26                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,171
COMMITMENTS
     862    4,835    1,274   67,723   66,391   69,859   72,500    6,312    3,671

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -3,575)
     133       85     -251   -4,710   -3,523   -4,828   -3,689    1,253      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      6.3      1.7     88.9     87.2     91.7     95.2      8.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        2       16       18       18       21                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,433
COMMITMENTS
   4,812        0        0   55,781   62,195   60,593   62,195    1,840      238

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -22,545)
   2,955     -578     -377  -23,670  -19,785  -21,092  -20,740   -1,453   -1,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.0      0.0     89.3     99.6     97.1     99.6      2.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       15       17       17       17                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,906
COMMITMENTS
   6,784    1,506      377   70,520   75,919   77,681   77,802    1,225    1,104

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -42,707)
  -2,453   -6,578     -348  -28,193  -35,226  -30,994  -42,152  -11,713     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      1.9      0.5     89.4     96.2     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        2        1       30       23       34       26                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,584
COMMITMENTS
     348        0        0   52,768   52,586   53,116   52,586      468      998

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -14,888)
    -248     -552        0  -14,260  -14,167  -14,508  -14,719     -380     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     98.5     98.1     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       14       18       15       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,483
COMMITMENTS
       0      793      893  202,126  197,573  203,019  199,259    4,464    8,224

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -12,652)
       0     -342     -163  -11,714  -12,231  -11,877  -12,736     -775       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.4     97.4     95.2     97.8     96.0      2.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        1        1       38       35       39       36                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,776
COMMITMENTS
       0    2,370    1,837   35,760   39,342   37,597   43,549   12,179    6,227

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -2,962)
       0   -1,549      531   -3,519   -3,035   -2,988   -4,053       26    1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      3.7     71.8     79.0     75.5     87.5     24.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        2       12       16       14       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,332
COMMITMENTS
       0   15,206      841  102,663   85,487  103,504  101,534    8,828   10,798

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -6,351)
       0      810     -501   -6,593   -5,392   -7,094   -5,083      743   -1,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.5      0.7     91.4     76.1     92.1     90.4      7.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        1       20       24       21       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,613
COMMITMENTS
  15,799        0      540   85,229  103,170  101,568  103,710    6,045    3,903

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -5,706)
    -647        0     -226   -4,869   -6,781   -5,742   -7,007       36    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      0.0      0.5     79.2     95.9     94.4     96.4      5.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        0        1       19       17       25       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,874
COMMITMENTS
       0        0        0   99,968  104,390   99,968  104,390    5,906    1,484

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,854)
  -2,604        0        0   -2,409   -2,589   -5,013   -2,589      159   -2,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.4     98.6     94.4     98.6      5.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       18       19       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,231
COMMITMENTS
   4,660      730    1,227  118,683  125,061  124,570  127,018    6,661    4,213

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:        948)
   3,128   -1,853    1,227   -1,282    2,017    3,073    1,391   -2,125     -443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.6      0.9     90.4     95.3     94.9     96.8      5.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       17       18       21       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      133,503
COMMITMENTS
   1,814   10,942    3,517  111,309  106,790  116,640  121,249   16,863   12,254

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -7,485)
     734   -2,858    2,022   -8,753   -4,442   -5,997   -5,278   -1,488   -2,207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      8.2      2.6     83.4     80.0     87.4     90.8     12.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        3       27       24       30       28                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,817
COMMITMENTS
   1,015        0        0   36,003   37,498   37,018   37,498      799      319

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -2,582)
       0        0        0   -2,651   -2,334   -2,651   -2,334       69     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     95.2     99.2     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       11       13       12       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,446
COMMITMENTS
       0    1,276        0   40,875   40,586   40,875   41,862    1,571      584

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -5,170)
       0        0        0   -5,375   -4,526   -5,375   -4,526      205     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0     96.3     95.6     96.3     98.6      3.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       16       14       16       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      193,743
COMMITMENTS
   2,012    6,981    1,008  184,584  179,385  187,604  187,374    6,139    6,369

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -9,164)
     -20   -1,791     -251   -9,609   -5,078   -9,880   -7,120      716   -2,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.6      0.5     95.3     92.6     96.8     96.7      3.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        4        3       38       33       41       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       89,197
COMMITMENTS
       0        0        0   82,744   84,556   82,744   84,556    6,453    4,641

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,714)
       0        0        0   -1,813   -5,507   -1,813   -5,507   -2,901      793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.8     94.8     92.8     94.8      7.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       18       20       18                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       85,699
COMMITMENTS
       0        0        0   75,792   76,624   75,792   76,624    9,907    9,075

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      2,565)
       0        0        0    2,446    1,876    2,446    1,876      119      689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.4     89.4     88.4     89.4     11.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       17       16       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,143
COMMITMENTS
       0        0        0   75,696   79,622   75,696   79,622    7,447    3,521

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:        473)
    -515        0     -232      286      501     -461      269      934      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.0     95.8     91.0     95.8      9.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       18       21       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       88,526
COMMITMENTS
   3,072        0        0   79,778   85,768   82,850   85,768    5,676    2,758

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,671)
    -369        0        0   -3,801   -4,209   -4,170   -4,209     -501     -462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.0     90.1     96.9     93.6     96.9      6.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       15       12       16       12                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      133,255
COMMITMENTS
  24,133   10,125    6,904  101,556  115,692  132,593  132,721      662      534

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -8,045)
    -445       50   -1,010   -6,323   -5,108   -7,778   -6,068     -267   -1,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      7.6      5.2     76.2     86.8     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12       16       14       43       48       64       69                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       50,293
COMMITMENTS
     416      275    1,113   48,683   48,824   50,212   50,212       81       81

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      1,339)
    -105      -61      652      713      669    1,260    1,260       79       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.5      2.2     96.8     97.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        2       27       26       31       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      451,781
COMMITMENTS
  19,582        0    1,540  430,011  449,593  451,133  451,133      648      648

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     12,473)
   7,934   -1,254       12    5,783   14,971   13,729   13,729   -1,256   -1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.3     95.2     99.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        1       21       22       25       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,525,068
COMMITMENTS
  66,026   74,415   17,600  1441442  1433053  1525068  1525068        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -33,777)
    -472    2,447   -4,664  -28,641  -31,560  -33,777  -33,777        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      4.9      1.2     94.5     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        6        3       35       42       40       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,114
COMMITMENTS
   2,760    3,300    2,319   60,035   59,495   65,114   65,114        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -2,554)
  -1,338      138      347   -1,538   -3,014   -2,529   -2,529      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.1      3.6     92.2     91.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        7        4       22       23       30       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      474,187
COMMITMENTS
   1,480   12,272    5,224  467,483  456,691  474,187  474,187        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -30,550)
       0    1,522   -1,866  -28,684  -30,206  -30,550  -30,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.6      1.1     98.6     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       20       19       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      384,622
COMMITMENTS
       0    5,816        0  384,622  378,806  384,622  384,622        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -32,114)
    -424     -424        0  -31,690  -31,690  -32,114  -32,114        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        0       31       30       31       32                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       38,677
COMMITMENTS
     193       25      529   36,861   36,975   37,583   37,529    1,094    1,148

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,275)
     -41      -40      -20   -1,031   -1,455   -1,092   -1,515     -183      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.1      1.4     95.3     95.6     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       28       27       32       29                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,069
COMMITMENTS
     990      102       46   47,597   48,887   48,633   49,035      436       34

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -3,892)
     -45       46      -46   -3,712   -3,885   -3,803   -3,885      -89       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.2      0.1     97.0     99.6     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        2        1       34       31       36       33                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,311
COMMITMENTS
   1,285      102       46   64,478   66,114   65,809   66,262      502       49

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -5,208)
     -60       46      -46   -5,002   -5,232   -5,108   -5,232     -100       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.2      0.1     97.2     99.7     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        1       34       30       37       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,065
COMMITMENTS
       0        0        0   17,945   17,945   17,945   17,945      120      120

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -550)
       0        0        0     -550     -550     -550     -550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.3     99.3     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       13       19       13                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      272,728
COMMITMENTS
       0        0        0  272,728  272,728  272,728  272,728        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -16,120)
       0     -424        0  -16,120  -15,696  -16,120  -16,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       26       19       26       19                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,463
COMMITMENTS
   1,150        0        0    6,183    7,419    7,333    7,419      130       44

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -851)
     -17        0        0     -834     -831     -851     -831        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      0.0      0.0     82.8     99.4     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       17       17       19       17                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,213
COMMITMENTS
       0      250       50    5,605    5,858    5,655    6,158      558       55

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      0.8     90.2     94.3     91.0     99.1      9.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       12       13       13       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,665
COMMITMENTS
       0      200        0   24,665   24,345   24,665   24,545        0      120

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -295)
       0     -150        0     -295     -145     -295     -295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0    100.0     98.7    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       21       18       21       20                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,655
COMMITMENTS
       0      125        0   21,445   21,475   21,445   21,600      210       55

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -690)
       0        0        0     -690     -685     -690     -685        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     99.0     99.2     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       24       19       24       21                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,665
COMMITMENTS
      63      211        0   19,475   18,599   19,538   18,810      127      855

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:        -20)
    -100        0        0      100       40        0       40      -20      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.1      0.0     99.0     94.6     99.4     95.7      0.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        0       26       23       27       25                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,310
COMMITMENTS
     160    4,640      381   56,479   52,129   57,020   57,150      290      160

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,061)
    -140     -395        4   -3,940   -3,615   -4,076   -4,006       15      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      8.1      0.7     98.5     91.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        6        3       31       32       36       38                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,039
COMMITMENTS
     310   11,089    1,622   69,107   58,233   71,039   70,944        0       95

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,927)
      20   -1,404      182   -5,129   -3,690   -4,927   -4,912        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     15.6      2.3     97.3     82.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1       11        7       35       36       42       48                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,575
COMMITMENTS
   2,150        0      220   42,095   44,325   44,465   44,545      110       30

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,505)
     305        0      -60   -4,740   -4,475   -4,495   -4,535      -10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      0.5     94.4     99.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       25       12       27       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,240
COMMITMENTS
   3,545        0       95   46,365   50,145   50,005   50,240      235        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -4,530)
     480        0      -25   -4,970   -4,505   -4,515   -4,530      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      0.2     92.3     99.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       25       14       27       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      354,710
COMMITMENTS
  28,404   24,559    7,777  318,529  322,374  354,710  354,710        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -28,358)
  -1,640   -1,232     -864  -25,854  -26,262  -28,358  -28,358        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      6.9      2.2     89.8     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        2       29       30       33       36                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,661
COMMITMENTS
   4,651    2,245      424   20,417   22,927   25,492   25,596      169       65

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,707)
    -860     -278        2     -830   -1,431   -1,688   -1,707      -19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      8.7      1.7     79.6     89.3     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        4       27       32       32       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       35,539
COMMITMENTS
     108    3,343    1,541   33,890   30,655   35,539   35,539        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -784)
     -21     -562       23     -786     -245     -784     -784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.4      4.3     95.4     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        6        4       16       14       22       21                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      327,202
COMMITMENTS
       0      759        0  327,202  326,443  327,202  327,202        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -16,961)
       0        0        0  -16,961  -16,961  -16,961  -16,961        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0    100.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       19       18       19       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       27,793
COMMITMENTS
     680      384        0   27,072   26,748   27,752   27,132       41      661

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -944)
     -80      342        0     -864   -1,355     -944   -1,013        0       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.4      0.0     97.4     96.2     99.9     97.6      0.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       16       16       19       18                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      132,811
COMMITMENTS
       0    5,000        0  132,811  127,811  132,811  132,811        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -11,872)
       0   -1,272        0  -11,872  -10,600  -11,872  -11,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.0    100.0     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       11       10       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,473
COMMITMENTS
   1,667      166      216   11,421   11,767   13,304   12,149      169    1,324

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,353)
    -237        0      -23   -1,114   -2,232   -1,374   -2,255       21      902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      1.2      1.6     84.8     87.3     98.7     90.2      1.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       18       18       22       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      169,818
COMMITMENTS
  10,773        0    1,586  157,459  168,232  169,818  169,818        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -12,248)
  -4,664        0        0   -7,584  -12,248  -12,248  -12,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.0      0.9     92.7     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       18       22       21       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,650
COMMITMENTS
     151    1,296      105   15,373   13,970   15,629   15,371       21      279

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -839)
       0     -120        0     -860     -682     -860     -802       21      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      8.3      0.7     98.2     89.3     99.9     98.2      0.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        3       23       21       26       25                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      176,700
COMMITMENTS
   2,828        0    1,485  172,387  175,215  176,700  176,700        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:    -14,613)
     -56      -96   -1,176  -13,381  -13,341  -14,613  -14,613        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.8     97.6     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       18       19       20       21                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,675
COMMITMENTS
       0      700       50    8,400    7,870    8,450    8,620      225       55

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -890)
       0        0        0     -870     -885     -870     -885      -20       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.1      0.6     96.8     90.7     97.4     99.4      2.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        1       14       11       15       14                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,832
COMMITMENTS
     125       26        0   19,707   19,806   19,832   19,832        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      1,158)
       0        0        0    1,158    1,158    1,158    1,158        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.1      0.0     99.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       16       19       17       20                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,620
COMMITMENTS
       0        0        0    8,655    9,535    8,655    9,535      965       85

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -845)
       0        0        0     -815     -810     -815     -810      -30      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.0     99.1     90.0     99.1     10.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       11       16       11                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,890
COMMITMENTS
       0    1,330        0   11,180   10,560   11,180   11,890      710        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,575)
       0     -150        0   -1,565   -1,425   -1,565   -1,575      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.2      0.0     94.0     88.8     94.0    100.0      6.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       17       22       18                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       15,980
COMMITMENTS
   5,875      470        0   10,105   15,510   15,980   15,980        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,360)
    -500      -40        0     -860   -1,320   -1,360   -1,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      2.9      0.0     63.2     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        0       10        7       15        8                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,715
COMMITMENTS
       0      300        0   23,430   23,355   23,430   23,655      285       60

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      1,365)
       0      -75        0    1,380    1,455    1,380    1,380      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     98.8     98.5     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       14       20       15                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,005
COMMITMENTS
       0      300        0   20,510   20,665   20,510   20,965      495       40

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      1,945)
       0      -75        0    1,970    2,030    1,970    1,955      -25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     97.6     98.4     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       13       16       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,309
COMMITMENTS
     700       50        0   20,489   21,259   21,189   21,309      120        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:        120)
       0       50        0      120       70      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.2      0.0     96.2     99.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       19       16       21       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,934
COMMITMENTS
     250        0        0   19,370   19,924   19,620   19,924      314       10

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      525      510      525      510      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     97.2     99.9     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       13       18       13                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,285
COMMITMENTS
       0       50        0   19,570   20,235   19,570   20,285      715        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,825)
       0      -50        0   -1,785   -1,775   -1,785   -1,825      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     96.5     99.8     96.5    100.0      3.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       17       14       17       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,380
COMMITMENTS
       0       25        0   16,735   17,245   16,735   17,270      645      110

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,855)
       0      -25        0   -1,820   -1,820   -1,820   -1,845      -35      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.0     96.3     99.2     96.3     99.4      3.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       12       19       13                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,695
COMMITMENTS
     100       25      100   17,080   17,460   17,280   17,585      415      110

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,997)
     100      -25     -100   -1,982   -1,862   -1,982   -1,987      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.1      0.6     96.5     98.7     97.7     99.4      2.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       21       15       22       17                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      117,755
COMMITMENTS
   2,730      845        0  115,025  116,910  117,755  117,755        0        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,898)
    -340      200        0   -1,558   -2,098   -1,898   -1,898        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.7      0.0     97.7     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        0       33       34       37       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      133,919
COMMITMENTS
   2,915    1,835      505  130,499  131,537  133,919  133,877        0       42

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,556)
    -633     -360       48     -971   -1,089   -1,556   -1,401        0     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.4      0.4     97.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        1       37       35       42       39                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      154,580
COMMITMENTS
   8,455   10,844    8,696  137,312  135,012  154,463  154,552      117       28

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      1,085)
     137   -2,894      342      912    3,866    1,391    1,314     -306     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      7.0      5.6     88.8     87.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       6       14        6       46       44       58       58                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      113,215
COMMITMENTS
   1,750    1,550    2,400  108,939  109,265  113,089  113,215      126        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      2,602)
      55     -325        0    2,567    2,927    2,622    2,602      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.4      2.1     96.2     96.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        2       41       34       48       36                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,315
COMMITMENTS
     210       20      280   30,765   30,975   31,255   31,275       60       40

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      7,210)
     115     -545      185    6,925    7,580    7,225    7,220      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.1      0.9     98.2     98.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       25       15       28       17                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,925
COMMITMENTS
     200       75       25   27,700   27,785   27,925   27,885        0       40

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:      8,680)
     200     -125        0    8,480    8,815    8,680    8,690        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.3      0.1     99.2     99.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       22        9       24       10                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       28,224
COMMITMENTS
     254      500        0   27,925   27,684   28,179   28,184       45       40

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,985)
      10        0        0   -1,995   -1,980   -1,985   -1,980        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.8      0.0     98.9     98.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       28       28       29       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       15,630
COMMITMENTS
       0        0        0   15,455   15,630   15,455   15,630      175        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      635      270      635      270     -365        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       17       20       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,852
COMMITMENTS
   2,280    1,961        0   23,211   23,551   25,491   25,512      361      340

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,601)
    -364      -49        0   -1,297   -1,552   -1,661   -1,601       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      7.6      0.0     89.8     91.1     98.6     98.7      1.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        0       20       25       25       28                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,743
COMMITMENTS
     440      106       40   20,137   20,407   20,617   20,553      126      190

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -2,037)
     -55      -60        0   -1,967   -1,947   -2,022   -2,007      -15      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.5      0.2     97.1     98.4     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       21       22       23       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,681
COMMITMENTS
   1,140    2,829      161   35,350   33,691   36,651   36,681       30        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,177)
     -15      208        1   -1,142   -1,327   -1,156   -1,118      -21      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      7.7      0.4     96.4     91.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        3       29       28       33       33                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,898
COMMITMENTS
     470       95        0   23,033   23,788   23,503   23,883      395       15

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,157)
     -40      -25        0   -1,052   -1,082   -1,092   -1,107      -65      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.4      0.0     96.4     99.5     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       26       21       27       22                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,454
COMMITMENTS
       0    1,660        0   21,422   19,784   21,422   21,444       32       10

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -644)
       0      -25        0     -630     -609     -630     -634      -14      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      0.0     99.9     92.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       20       19       20       21                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,884
COMMITMENTS
       0      550        0   14,835   14,142   14,835   14,692       49      192

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -832)
       0      -25        0     -795     -803     -795     -828      -37       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.0     99.7     95.0     99.7     98.7      0.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       16       14       16       16                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,611
COMMITMENTS
     419        0        0   35,017   35,451   35,436   35,451      175      160

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,785)
     -95        0        0   -1,680   -1,560   -1,775   -1,560      -10     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.3     99.6     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        0       28       27       31       27                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,524
COMMITMENTS
     537        0       18   13,339   14,473   13,894   14,491      630       33

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:     -1,106)
    -353        0       12   -1,275   -1,151   -1,616   -1,139      510       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.1     91.8     99.6     95.7     99.8      4.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       20       16       21       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 02/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,060
COMMITMENTS
   1,499       50        0   11,911   14,010   13,410   14,060      650        0

CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST:       -619)
      -9      -50        0     -590     -569     -599     -619      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.4      0.0     84.7     99.6     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23       17       24       18                  



Updated February 12, 2016