CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       18,610
COMMITMENTS
  10,450    7,905      715    7,405    9,981   18,570   18,601       40        9

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2     42.5      3.8     39.8     53.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        6        2        6        7       14       13
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       23,135
COMMITMENTS
   5,985    6,519    2,250   14,900   14,366   23,135   23,135        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -35)
    -135        0        0      100      -35      -35      -35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     28.2      9.7     64.4     62.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        3        9        8       17       14
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,487,257
COMMITMENTS
 459,783  389,447  956,112  3039851  3123547  4455746  4469106   31,511   18,151

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     27,565)
  17,732   -4,725   -6,109   19,506   37,289   31,129   26,455   -3,564    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      8.7     21.3     67.7     69.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      30       47       60      140      107      209      175
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      520,730
COMMITMENTS
 138,567   96,611  122,943  259,155  300,566  520,665  520,120       65      610

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     18,510)
  -3,251     -469   19,754    2,007     -775   18,510   18,510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     18.6     23.6     49.8     57.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      21       12       24       38       34       69       60
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      230,122
COMMITMENTS
  10,272   12,307    6,004  198,703  204,888  214,979  223,199   15,143    6,923

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      8,299)
    -761    5,223      251    9,583    6,099    9,073   11,573     -774   -3,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      5.3      2.6     86.3     89.0     93.4     97.0      6.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        7        5       34       32       41       39
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       89,435
COMMITMENTS
  12,519        0    1,036   71,221   84,244   84,776   85,280    4,659    4,155

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,728)
   2,501        0      -84      120    2,491    2,537    2,407      191      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      0.0      1.2     79.6     94.2     94.8     95.4      5.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        1       27       28       30       29
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      215,974
COMMITMENTS
   7,401   11,806    4,670  197,063  188,408  209,134  204,884    6,840   11,090

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      3,454)
     897     -454    1,219    1,158     -467    3,274      298      180    3,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      5.5      2.2     91.2     87.2     96.8     94.9      3.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        4       24       27       30       33
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      678,650
COMMITMENTS
  30,842   13,865   15,509  623,989  641,581  670,340  670,955    8,310    7,695

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     19,176)
   9,929   -7,519   -1,394    9,957   27,885   18,492   18,972      684      204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      2.0      2.3     91.9     94.5     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        4        4       48       35       52       41
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      264,454
COMMITMENTS
       0   13,166      252  257,085  240,401  257,337  253,819    7,117   10,635

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      5,769)
       0   -1,392     -294    5,703    6,361    5,409    4,675      360    1,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.1     97.2     90.9     97.3     96.0      2.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        3        1       33       31       34       34
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,754
COMMITMENTS
   1,722    5,006    5,269  248,778  248,436  255,769  258,711    5,985    3,043

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      8,535)
     162      261      115    8,685    9,415    8,962    9,791     -427   -1,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.9      2.0     95.0     94.9     97.7     98.8      2.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        5        5       34       41       39       47
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      119,251
COMMITMENTS
   6,159        0    1,747  106,520  108,441  114,426  110,188    4,825    9,063

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      8,810)
    -563        0       84    9,771    7,258    9,292    7,342     -482    1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      1.5     89.3     90.9     96.0     92.4      4.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       21       22       23       24
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,401
COMMITMENTS
       0    2,880    4,325   92,170   91,004   96,495   98,209   12,906   11,192

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -3,057)
       0     -190      128   -4,305   -3,123   -4,177   -3,185    1,120      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      4.0     84.2     83.2     88.2     89.8     11.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       22       19       23       20
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,773
COMMITMENTS
     707    1,211        0   19,989   19,615   20,696   20,826    1,077      947

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,568)
       0        0        0    1,456    1,288    1,456    1,288      112      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      5.6      0.0     91.8     90.1     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       15       10       17       11
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,745
COMMITMENTS
       0    2,327    1,524   74,253   74,962   75,777   78,813   10,968    7,932

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,983)
    -287    1,175     -133    1,220    1,024      800    2,066    1,183      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      1.8     85.6     86.4     87.4     90.9     12.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       14       15       16       17
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      202,051
COMMITMENTS
       0        0        0  191,235  195,986  191,235  195,986   10,816    6,065

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        516)
       0        0        0     -114      454     -114      454      630       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.6     97.0     94.6     97.0      5.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       24       23       24       23
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,100
COMMITMENTS
       0        0        0   73,972   79,012   73,972   79,012   10,128    5,088

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,578)
       0        0        0    1,350    1,484    1,350    1,484      228       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.0     94.0     88.0     94.0     12.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       14       20       14
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      310,016
COMMITMENTS
       0      248        0  302,700  299,410  302,700  299,658    7,316   10,358

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      3,914)
       0        0        0    5,121    3,984    5,121    3,984   -1,207      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.0     97.6     96.6     97.6     96.7      2.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       0        1        0       45       34       45       35
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,203
COMMITMENTS
       0    6,921    2,909   74,257   60,667   77,166   70,497    4,037   10,706

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,546)
    -256     -600      742    3,054    2,835    3,540    2,977     -994     -431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.5      3.6     91.4     74.7     95.0     86.8      5.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        3       20       17       23       20
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,382
COMMITMENTS
   1,847        0    1,439   62,566   63,346   65,852   64,785    5,530    6,597

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,652)
     230     -362      117    4,742    4,354    5,089    4,109     -437      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      2.0     87.6     88.7     92.3     90.8      7.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       14       17       16
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,811
COMMITMENTS
  16,404        0      372   62,917   77,185   79,693   77,557    3,118    5,254

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      0.0      0.4     76.0     93.2     96.2     93.7      3.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        1       11       13       13       14
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,963
COMMITMENTS
  21,685    1,457      428   43,814   63,937   65,927   65,822    1,036    1,141

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,352)
       0        0        0    2,240    2,383    2,240    2,383      112      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      2.2      0.6     65.4     95.5     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        3        2       26       31       35       36
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,115
COMMITMENTS
     806    7,820      248   58,782   51,191   59,836   59,259      279      856

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,744)
       0        0        0    2,744    2,632    2,744    2,632        0      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     13.0      0.4     97.8     85.2     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       19       15       21       17
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      161,053
COMMITMENTS
     809       30    1,188  151,647  152,709  153,644  153,927    7,409    7,126

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,346)
    -848        0      212    4,833    4,527    4,197    4,739      149     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.7     94.2     94.8     95.4     95.6      4.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       29       29       31       31
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,264
COMMITMENTS
       0    3,005    1,653   99,177   93,465  100,830   98,123    4,434    7,141

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      5,201)
       0    2,632      157    5,244    3,286    5,401    6,075     -200     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      1.6     94.2     88.8     95.8     93.2      4.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       22       26       24       28
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,943
COMMITMENTS
   1,790        0       81   65,967   65,914   67,838   65,995    4,105    5,948

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,417)
     487      -12     -825      437      996       99      159    1,318    1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.1     91.7     91.6     94.3     91.7      5.7      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       19       15       20       16
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,817
COMMITMENTS
       0   15,388        0   91,650   81,281   91,650   96,669    8,167    3,148

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,909)
       0      302        0    5,359    3,721    5,359    4,023     -450      886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.4      0.0     91.8     81.4     91.8     96.8      8.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       20       11       20       12
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,929
COMMITMENTS
     922      329       28   21,678   21,840   22,628   22,197      301      732

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,632)
     550        0       28    1,156    1,176    1,734    1,204     -102      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.4      0.1     94.5     95.3     98.7     96.8      1.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       11       16       13       18
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,046
COMMITMENTS
     736    7,578      758  100,763   97,697  102,257  106,033    7,789    4,013

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -2,591)
     165   -1,250     -116   -2,721     -797   -2,672   -2,163       81     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      6.9      0.7     91.6     88.8     92.9     96.4      7.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       18       14       20       16
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,508
COMMITMENTS
   1,748   12,412    3,421  188,806  187,917  193,975  203,750   13,533    3,758

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,474)
  -3,088      214      594    5,579    3,670    3,085    4,478    1,389       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.0      1.6     91.0     90.6     93.5     98.2      6.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        2       33       30       35       34
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,724
COMMITMENTS
     825        0        0   12,454   15,106   13,279   15,106    2,445      618

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,660)
       0        0        0    2,436    2,352    2,436    2,352      224      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      0.0     79.2     96.1     84.5     96.1     15.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0       10       13       12       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,953
COMMITMENTS
       0        0        0   28,893   29,951   28,893   29,951    2,060    1,002

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      3,604)
       0        0        0    3,660    3,576    3,660    3,576      -56       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.3     96.8     93.3     96.8      6.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       12       15       12       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      263,102
COMMITMENTS
       0   17,093    2,197  249,487  239,679  251,684  258,969   11,418    4,133

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     12,116)
       0       61      104   13,961   12,296   14,065   12,461   -1,949     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.8     94.8     91.1     95.7     98.4      4.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       0        4        3       38       36       41       40
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       80,085
COMMITMENTS
       0        0        0   74,976   76,015   74,976   76,015    5,109    4,070

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,617)
       0        0        0    4,063    6,169    4,063    6,169      554   -1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.6     94.9     93.6     94.9      6.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       20       21       20
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       95,351
COMMITMENTS
       0        0        0   89,544   91,173   89,544   91,173    5,807    4,178

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,215)
       0        0        0    1,519    1,215    1,519    1,215     -304        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.9     95.6     93.9     95.6      6.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23       18       23       18
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,984
COMMITMENTS
       0        0        0   78,662   79,106   78,662   79,106    4,322    3,878

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      3,331)
       0        0        0    3,126    4,187    3,126    4,187      205     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.8     95.3     94.8     95.3      5.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       22       13       22       13
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      135,284
COMMITMENTS
  16,341   10,062   10,753  107,262  113,910  134,356  134,725      928      559

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        777)
      14      466     -128      829      373      715      711       62       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      7.4      7.9     79.3     84.2     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10        9       13       47       47       62       64
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,788
COMMITMENTS
     338      101    2,491   38,959   39,196   41,788   41,788        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        439)
     102     -981      131      206    1,289      439      439        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.2      6.0     93.2     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       23       22       27       25
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      363,813
COMMITMENTS
  16,242    5,048   27,031  320,540  331,734  363,813  363,813        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      6,433)
   2,921      288     -288    3,800    6,433    6,433    6,433        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      1.4      7.4     88.1     91.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       20       20       22       24
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,460,599
COMMITMENTS
  19,136    8,311   52,331  1389132  1399957  1460599  1460599        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     15,054)
   3,618     -588      668   10,768   14,974   15,054   15,054        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.6      3.6     95.1     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        4        7       37       44       46       53
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       46,509
COMMITMENTS
   3,334    1,077    3,395   39,759   42,016   46,488   46,488       21       21

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        893)
     -60        0      311      642      606      893      917        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.3      7.3     85.5     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       19       18       22       22
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      292,609
COMMITMENTS
   5,983   33,735   24,064  262,562  234,810  292,609  292,609        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      4,774)
  -1,904        0        0    6,678    4,774    4,774    4,774        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     11.5      8.2     89.7     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       15       16       18       17
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      647,840
COMMITMENTS
  17,171   17,968   16,973  613,696  612,899  647,840  647,840        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        766)
  -4,121        0    1,929    2,958   -1,163      766      766        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      2.8      2.6     94.7     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       25       27       29       29
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,851
COMMITMENTS
   3,761    5,054    2,337   46,113   45,209   52,211   52,600      640      251

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        372)
    -390       40      146      699      144      455      330      -83       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      9.6      4.4     87.3     85.5     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        3       25       26       30       29
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,599
COMMITMENTS
     130        0      370   60,519   60,924   61,019   61,294      580      305

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,020)
       0        0        0    1,045    1,180    1,045    1,180      -25     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.6     98.2     98.9     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        1       27       20       28       21
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,425
COMMITMENTS
     570        0      390   74,340   75,010   75,300   75,400      125       25

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,245)
     100        0        0    1,145    1,300    1,245    1,300        0      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.5     98.6     99.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       29       22       31       23
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,410
COMMITMENTS
      50      310        0   16,300   16,100   16,350   16,410       60        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      270      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.9      0.0     99.3     98.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       17       16       18       17
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      266,088
COMMITMENTS
   7,344        0    2,352  256,392  263,736  266,088  266,088        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,560)
     352        0        0    2,208    2,560    2,560    2,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.9     96.4     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       23       18       25       19
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,225
COMMITMENTS
   2,990      221      132    5,083    7,549    8,205    7,902       20      323

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        165)
      -8       92        8      165       65      165      165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4      2.7      1.6     61.8     91.8     99.8     96.1      0.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       16       18       18
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,850
COMMITMENTS
   4,200      350        0    9,650   13,500   13,850   13,850        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     -1,400)
    -600      250        0     -800   -1,650   -1,400   -1,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      2.5      0.0     69.7     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       11       11       12
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,145
COMMITMENTS
       0      460        0   18,145   17,685   18,145   18,145        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       21       19       21       21
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,830
COMMITMENTS
       0      860      380   13,190   12,590   13,570   13,830      260        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      380      380      380      380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      2.7     95.4     91.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       19       22       20
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,797
COMMITMENTS
   1,935       38      367   14,944   15,970   17,246   16,375      551    1,422

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,034)
      26        0        0      986      994    1,012      994       22       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.2      2.1     84.0     89.7     96.9     92.0      3.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       25       24       27       26
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,882
COMMITMENTS
       0    9,873    1,205   44,301   34,780   45,506   45,858      376       24

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -20)
       0      -12       10      134      -18      144      -20     -164        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.5      2.6     96.6     75.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        2       32       32       34       36
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,807
COMMITMENTS
      82   10,235    1,527   52,921   42,995   54,530   54,757      277       50

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        451)
       0      322       10      446      113      456      445       -5        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     18.7      2.8     96.6     78.4     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        6        2       34       35       37       41
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,870
COMMITMENTS
     600       80        0   42,980   43,765   43,580   43,845      290       25

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:       -320)
     500   -1,225        0     -820      905     -320     -320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.2      0.0     98.0     99.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       26       14       27       15
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,245
COMMITMENTS
       0       80        0   48,005   48,165   48,005   48,245      240        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:       -500)
       0   -1,225        0     -500      725     -500     -500        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       27       15       27       16
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      380,173
COMMITMENTS
  86,539        0   22,364  271,270  357,809  380,173  380,173        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     18,904)
  -1,000        0        0   19,904   18,904   18,904   18,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8      0.0      5.9     71.4     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       27       28       31       29
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,184
COMMITMENTS
   5,248      146      851   18,044   22,655   24,143   23,652       41      532

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:         67)
    -113        0       90      175      256      152      346      -85     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      0.6      3.5     74.6     93.7     99.8     97.8      0.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        4       23       29       30       33
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       12,988
COMMITMENTS
     447      408    1,155   11,386   11,425   12,988   12,988        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        360)
     154      177      -77      283      260      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      3.1      8.9     87.7     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       15        9       17       12
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      549,233
COMMITMENTS
       0    5,859   16,778  532,455  526,596  549,233  549,233        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     13,574)
    -426    5,859   -3,534   17,534   11,249   13,574   13,574        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      3.1     96.9     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       24       17       25       18
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       49,457
COMMITMENTS
   8,688        0    2,815   37,593   46,160   49,096   48,975      361      482

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:         76)
     -63        0      -81      264      117      120       36      -44       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      0.0      5.7     76.0     93.3     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        2       22       17       26       19
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,579
COMMITMENTS
   5,136        0      298   10,382   15,342   15,816   15,640      763      939

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -66)
      50        0      -66      -70        0      -86      -66       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0      0.0      1.8     62.6     92.5     95.4     94.3      4.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        0        2       16       20       21       22
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      238,664
COMMITMENTS
  45,878        0    1,224  191,562  237,440  238,664  238,664        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:     13,120)
  14,176        0   -1,408      352   14,528   13,120   13,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      0.0      0.5     80.3     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       14       18       17       19
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,818
COMMITMENTS
   1,484      586      330   10,878   11,605   12,692   12,521      126      297

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        663)
     -66       44       66      663      553      663      663        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      4.6      2.6     84.9     90.5     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       18       19       20       23
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      118,292
COMMITMENTS
  12,409        0      799  105,084  117,493  118,292  118,292        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      0.7     88.8     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       18       17       21       18
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,559
COMMITMENTS
       0    2,364    1,336   20,199   17,859   21,535   21,559       24        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -78)
       0      202     -154       76     -126      -78      -78        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      6.2     93.7     82.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       17       16       18       18
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,630
COMMITMENTS
       0      900        0   19,235   18,730   19,235   19,630      395        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0     98.0     95.4     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       20       12       20       13
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,035
COMMITMENTS
       0      900        0   15,650   15,135   15,650   16,035      385        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      0.0     97.6     94.4     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       10       19       11
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,070
COMMITMENTS
       0      100        0   24,070   23,910   24,070   24,010        0       60

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0   -4,550        0        0    4,550        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0    100.0     99.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       21       11       21       12
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,035
COMMITMENTS
       0        0        0   16,035   16,035   16,035   16,035        0        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0   -2,550      -50       50    2,600        0        0        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:       23)
       0        0        0       19        8       19        8
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,225
COMMITMENTS
      50        0        0   16,155   17,105   16,205   17,105    1,020      120

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     93.8     99.3     94.1     99.3      5.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13        9       14        9
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,610
COMMITMENTS
     200       50        0   16,725   17,560   16,925   17,610      685        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      120      180      120      180       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.3      0.0     95.0     99.7     96.1    100.0      3.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       21       10       22       11
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,265
COMMITMENTS
     200       25        0   17,380   18,240   17,580   18,265      685        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      190      250      190      250       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.1      0.0     95.2     99.9     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23       10       24       11
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      104,878
COMMITMENTS
   1,715      628      517  102,486  103,733  104,718  104,878      160        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        831)
       0     -285        0      841    1,116      841      831      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.6      0.5     97.7     98.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        2       35       29       38       32
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      133,955
COMMITMENTS
   3,589       75      420  129,876  133,460  133,885  133,955       70        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,299)
    -125     -310      100    1,314    1,509    1,289    1,299       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.1      0.3     97.0     99.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        2       37       36       42       40
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      156,311
COMMITMENTS
  24,137    8,462    5,695  126,217  142,010  156,049  156,167      262      144

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      2,341)
    -127       37      215    2,225    2,075    2,313    2,327       28       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      5.4      3.6     80.7     90.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       8        6        8       39       35       50       46
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,393
COMMITMENTS
   2,771    2,240    1,409   92,033   92,744   96,213   96,393      180        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        820)
     300       20        0      520      800      820      820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.3      1.5     95.5     96.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        3       37       31       42       37
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,915
COMMITMENTS
     375      940       25   16,005   15,820   16,405   16,785      510      130

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        235)
     -25        0       25      235      200      235      225        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      5.6      0.1     94.6     93.5     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       23       13       24       16
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,180
COMMITMENTS
   1,175      315        0   14,630   15,745   15,805   16,060      375      120

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        285)
      25        0        0      250      285      275      285       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.9      0.0     90.4     97.3     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       18       12       19       13
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       16,555
COMMITMENTS
       0      415      325   15,205   14,855   15,530   15,595    1,025      960

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        600)
       0      300        0      600      300      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      2.0     91.8     89.7     93.8     94.2      6.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       21       17       22
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,905
COMMITMENTS
   3,798    3,240      650   26,928   27,994   31,376   31,884      529       21

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        652)
       0       70        0      652      582      652      652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     10.2      2.0     84.4     87.7     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       19       22       23       24
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,512
COMMITMENTS
   4,955        0        0   14,859   20,224   19,814   20,224      698      288

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        745)
     445        0        0      315      795      760      795      -15      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      0.0      0.0     72.4     98.6     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       17       20       19       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,554
COMMITMENTS
     256      644      140   23,935   23,702   24,331   24,486      223       68

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,108)
     256       21     -256    1,108    1,343    1,108    1,108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.6      0.6     97.5     96.5     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       27       23       30       25
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,146
COMMITMENTS
     242      880      158   21,618   21,108   22,018   22,146      128        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -84)
       0        0        0      -84      -84      -84      -84        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      4.0      0.7     97.6     95.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       25       21       26       24
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,935
COMMITMENTS
       0    1,120        0   14,752   13,815   14,752   14,935      183        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0     -100     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.5      0.0     98.8     92.5     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       15       13       15       15
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,840
COMMITMENTS
       0      210        0    9,510    9,570    9,510    9,780      330       60

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     96.6     97.3     96.6     99.4      3.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       13       15       14
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,975
COMMITMENTS
      50    3,455      465   21,340   17,965   21,855   21,885      120       90

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:      1,120)
       0        0      125      995      995    1,120    1,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     15.7      2.1     97.1     81.8     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        1       26       27       28       30
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        6,340
COMMITMENTS
      75        0        0    6,135    6,340    6,210    6,340      130        0

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:         55)
       0        0        0      175      105      175      105     -120      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     96.8    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       13       19       13
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 01/20/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        9,845
COMMITMENTS
     920      350      460    7,915    8,935    9,295    9,745      550      100

CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST:         80)
       0        0        0      200       80      200       80     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      3.6      4.7     80.4     90.8     94.4     99.0      5.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       12       17       14



Updated January 23, 2015