CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       14,866
COMMITMENTS
   4,220    3,930      920    9,701   10,016   14,841   14,866       25        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -15,950)
  -7,524      168   -1,374   -7,014  -14,729  -15,912  -15,935      -38      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     26.4      6.2     65.3     67.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        1        7        6       16       10                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       19,900
COMMITMENTS
   3,665    6,190    1,000   15,235   12,710   19,900   19,900        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -7,016)
    -880     -879   -1,086   -5,045   -5,051   -7,011   -7,016       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     31.1      5.0     76.6     63.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        3        6        8       11       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,344
COMMITMENTS
   4,275    5,704      650   20,419   18,990   25,344   25,344        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    -14,169)
   1,830      679   -4,754  -11,245  -10,094  -14,169  -14,169        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     22.5      2.6     80.6     74.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        4        6        6       15       14                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,276,785
COMMITMENTS
 351,898  294,547  888,183  2991147  3046432  4231228  4229162   45,557   47,623

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:    157,186)
  18,259  -86,000   90,597   37,053  120,090  145,909  124,687   11,277   32,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      6.9     20.8     69.9     71.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      25       41       50      141      120      201      176                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      330,695
COMMITMENTS
 193,472   64,735   38,797   98,326  226,728  330,595  330,260      100      435

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:   -187,970)
 -88,281 -105,982  -42,478  -57,268  -39,479 -188,027 -187,939       57      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.5     19.6     11.7     29.7     68.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14       16       12       32       28       50       52                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,500
COMMITMENTS
  20,644    5,852    9,257  187,213  211,991  217,114  227,100   17,386    7,400

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      7,176)
    -288   -4,575    6,067    2,158    5,593    7,937    7,085     -761       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      2.5      3.9     79.8     90.4     92.6     96.8      7.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        4        7       36       28       46       37                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      109,447
COMMITMENTS
     637    1,351    2,815   98,533  102,126  101,985  106,292    7,462    3,155

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,749)
    -129      181    1,628    1,183    1,300    2,682    3,109     -933   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.2      2.6     90.0     93.3     93.2     97.1      6.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        3       26       28       29       31                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,055
COMMITMENTS
   2,756    8,205    9,003  214,715  213,952  226,474  231,160   13,581    8,895

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,512)
    -677      827     -238    2,770      653    1,855    1,242     -343      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      3.4      3.8     89.4     89.1     94.3     96.3      5.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        4       29       31       34       36                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      643,326
COMMITMENTS
   1,641    9,729    8,344  625,460  620,480  635,445  638,553    7,881    4,773

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,330)
  -4,647    2,305      116    7,911     -787    3,380    1,634   -2,050     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.5      1.3     97.2     96.4     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        4        6       50       39       56       45                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      305,338
COMMITMENTS
   6,313    3,940    5,265  285,212  287,686  296,790  296,891    8,548    8,447

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,048)
     -35     -428      242    2,355      918    2,562      732   -1,514      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.3      1.7     93.4     94.2     97.2     97.2      2.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        4       34       38       39       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      275,187
COMMITMENTS
     248    2,708    4,617  266,558  260,892  271,423  268,217    3,764    6,970

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      3,687)
     248     -820    1,045    2,572    3,338    3,865    3,563     -178      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.0      1.7     96.9     94.8     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        5        4       38       44       43       49                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,959
COMMITMENTS
   1,397      496    2,998   94,612   94,162   99,007   97,656    6,952    8,303

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      4,082)
    -323      186      -50    3,629    4,006    3,256    4,142      826      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.5      2.8     89.3     88.9     93.4     92.2      6.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       18       24       20       27                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,943
COMMITMENTS
     365   10,879    2,270  104,116   90,188  106,751  103,337    6,192    9,606

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        880)
       5       29      111      822      891      938    1,031      -58     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.6      2.0     92.2     79.9     94.5     91.5      5.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        5       30       26       36       32                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,513
COMMITMENTS
   1,440      527        0   25,825   25,901   27,265   26,428      248    1,085

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        837)
     -93        0        0      930      403      837      403        0      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.9      0.0     93.9     94.1     99.1     96.1      0.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       10       15       11                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,717
COMMITMENTS
       0    3,875    1,836   81,858   74,051   83,694   79,762    9,023   12,955

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      8,985)
       0      963      -60    8,951    7,337    8,891    8,240       94      745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      2.0     88.3     79.9     90.3     86.0      9.7     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       19       17       21       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      167,755
COMMITMENTS
       0    2,782        0  163,149  162,138  163,149  164,920    4,606    2,835

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -3,203)
       0        0        0   -3,234   -3,143   -3,234   -3,143       31      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.0     97.3     96.7     97.3     98.3      2.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       30       21       30       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,386
COMMITMENTS
       0        0        0   82,322   88,396   82,322   88,396    8,064    1,990

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        753)
       0        0        0      753      753      753      753        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.1     97.8     91.1     97.8      8.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       22       17       22       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      337,395
COMMITMENTS
   3,478    6,252    2,457  324,293  322,230  330,228  330,939    7,167    6,456

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,061)
    -538    1,526   -1,642    3,116      795      936      679      125      382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.9      0.7     96.1     95.5     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2        5        4       49       44       54       50                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,603
COMMITMENTS
       0    3,641    2,026   58,491   56,694   60,517   62,361   10,086    8,242

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      5,874)
       0    2,478     -650    6,644    3,446    5,994    5,274     -120      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      2.9     82.8     80.3     85.7     88.3     14.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        2       19       20       21       23                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       14,478
COMMITMENTS
       0        0        0   13,097   12,696   13,097   12,696    1,381    1,782

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.5     87.7     90.5     87.7      9.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       11       14       11       14                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,570
COMMITMENTS
     267    1,083    1,243   67,974   67,219   69,484   69,545    4,086    4,025

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      2,931)
     267   -1,119      246    2,294    4,147    2,807    3,274      124     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.5      1.7     92.4     91.4     94.4     94.5      5.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       17       21       19       23                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,080
COMMITMENTS
  18,886    7,626        0   81,867   93,311  100,753  100,937    1,327    1,143

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     24,552)
   6,758    4,604        0   18,328   19,468   25,086   24,072     -534      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      7.5      0.0     80.2     91.4     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        5        0       31       30       36       35                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      141,639
COMMITMENTS
  34,882   14,632    7,564   98,108  118,389  140,554  140,585    1,085    1,054

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     25,761)
   3,162      434    3,875   18,507   21,142   25,544   25,451      217      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     10.3      5.3     69.3     83.6     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13        8        4       41       36       55       47                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,823
COMMITMENTS
   3,255      279      155   72,669   75,161   76,079   75,595      744    1,228

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      3,514)
     248      279      155    2,832    3,018    3,235    3,452      279       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.4      0.2     94.6     97.8     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       17       24       20       25                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      208,576
COMMITMENTS
     413        0    3,192  198,761  196,560  202,366  199,752    6,210    8,824

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         81)
      75      -19     -167      194      315      102      129      -21      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      1.5     95.3     94.2     97.0     95.8      3.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        0        2       39       35       41       37                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       22,942
COMMITMENTS
       0    1,612        0   22,206   17,854   22,206   19,466      736    3,476

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -534)
       0     -248        0     -658     -782     -658   -1,030      124      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.0     96.8     77.8     96.8     84.8      3.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15       10       15       12                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,115
COMMITMENTS
     167   10,918    1,698   96,810   81,010   98,675   93,626    5,440   10,489

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,906)
    -448    1,074     -334    2,950    1,050    2,168    1,790     -262      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     10.5      1.6     93.0     77.8     94.8     89.9      5.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        2       23       28       25       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,823
COMMITMENTS
  11,139        0    1,061   84,408  102,324   96,608  103,385    9,215    2,438

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        412)
     488     -372     -247     -588      849     -347      230      759      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      1.0     79.8     96.7     91.3     97.7      8.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        3       19       19       24       22                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,394
COMMITMENTS
   3,953        0        0  107,714  112,066  111,667  112,066    4,727    4,328

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,352)
     310        0        0      947    1,197    1,257    1,197       95      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.0     92.5     96.3     95.9     96.3      4.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       19       15       21       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,490
COMMITMENTS
      98        0      507  107,380  109,760  107,985  110,267    6,505    4,223

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -112)
  -1,022     -353     -157     -378     -405   -1,557     -915    1,445      803

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.4     93.8     95.9     94.3     96.3      5.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       18       20       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,574
COMMITMENTS
     496    8,033    1,396  120,336  119,355  122,228  128,784   18,346   11,790

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -580)
     496      437     -182   -1,355     -345   -1,041      -90      461     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.7      1.0     85.6     84.9     86.9     91.6     13.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        2       26       24       29       28                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:        8,990
COMMITMENTS
       0      651        0    7,812    7,564    7,812    8,215    1,178      775

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      0.0     86.9     84.1     86.9     91.4     13.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       10       12       11                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,391
COMMITMENTS
       0    3,131      186   23,802   20,578   23,988   23,895      403      496

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,426)
       0      -62       62    1,085    1,302    1,147    1,302      279      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.8      0.8     97.6     84.4     98.3     98.0      1.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        5        1       18       15       19       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,672
COMMITMENTS
       0      899        0   47,250   47,843   47,250   48,742    2,422      930

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        930)
       0       93        0      806    1,054      806    1,147      124     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     95.1     96.3     95.1     98.1      4.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       15       18       15       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      200,330
COMMITMENTS
       0    8,573    1,590  190,210  182,870  191,800  193,033    8,530    7,297

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      5,826)
       0      347      367    5,495    5,851    5,862    6,565      -36     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.8     94.9     91.3     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        9        4       38       35       42       44                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       98,024
COMMITMENTS
       0        0        0   87,512   92,313   87,512   92,313   10,512    5,711

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      2,035)
       0        0        0    1,248      337    1,248      337      787    1,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.3     94.2     89.3     94.2     10.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       16       19       16                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       77,839
COMMITMENTS
       0        0        0   67,811   68,885   67,811   68,885   10,028    8,954

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        124)
       0        0        0      124      124      124      124        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.1     88.5     87.1     88.5     12.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       17       16       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,414
COMMITMENTS
     578        0        0   68,269   72,528   68,847   72,528    6,567    2,886

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,250)
     578        0        0    1,886    2,335    2,464    2,335   -1,214   -1,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     90.5     96.2     91.3     96.2      8.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       21       18       22       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       94,378
COMMITMENTS
   3,834        0        0   82,317   88,020   86,151   88,020    8,227    6,358

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,890)
      62        0        0    1,828    1,832    1,890    1,832        0       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     87.2     93.3     91.3     93.3      8.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       11       16       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      140,002
COMMITMENTS
  19,812   12,451    8,633  111,096  118,536  139,541  139,620      461      382

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,945)
    -368     -386      512    2,040    1,799    2,184    1,925     -239       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      8.9      6.2     79.4     84.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       16       15       47       51       70       72                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       53,220
COMMITMENTS
   1,170      539      489   51,536   52,167   53,195   53,195       25       25

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        119)
    -233      -77      256      246       90      269      269     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.0      0.9     96.8     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       27       27       31       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      458,093
COMMITMENTS
   9,929        0    4,375  443,789  453,718  458,093  458,093        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        173)
       8        0      296      757      765    1,061    1,061     -888     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      1.0     96.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        3       19       19       22       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,590,940
COMMITMENTS
  59,425   53,326   24,352  1507163  1513262  1590940  1590940        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      4,494)
       0     -424        0    4,494    4,918    4,494    4,494        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.4      1.5     94.7     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        7        5       39       41       45       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,317
COMMITMENTS
   2,623    3,312    1,209   64,460   63,771   68,292   68,292       25       25

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     -1,029)
     131      202     -152   -1,033   -1,104   -1,054   -1,054       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.8      1.8     94.4     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        6        4       20       19       26       26                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      522,401
COMMITMENTS
       0   10,501    7,435  514,966  504,465  522,401  522,401        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      5,237)
       0   -4,043    4,043    1,194    5,237    5,237    5,237        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.0      1.4     98.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       21       18       22       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      430,241
COMMITMENTS
     424    1,544        0  429,817  428,697  430,241  430,241        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -424)
       0        0        0     -424     -424     -424     -424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.4      0.0     99.9     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        0       28       32       29       34                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,112
COMMITMENTS
     345      416      572   39,407   39,128   40,324   40,116      788      996

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        139)
       0     -508      274     -155      373      119      139       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.0      1.4     95.9     95.2     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        4       30       26       37       30                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,757
COMMITMENTS
       7        0       98   50,494   50,612   50,599   50,710      158       47

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0    1,050    1,050    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.2     99.5     99.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        0        1       38       32       39       33                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,383
COMMITMENTS
      62        0       98   68,992   69,255   69,152   69,353      231       30

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,245)
       0        0        0    1,245    1,245    1,245    1,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.1     99.4     99.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        0        1       36       33       38       34                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,987
COMMITMENTS
       0        0        0   17,857   17,867   17,857   17,867      130      120

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5       -5       -5       -5        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       19       21       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      262,960
COMMITMENTS
     392      424        0  262,568  262,536  262,960  262,960        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      7,872)
       0        0        0    7,872    7,872    7,872    7,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.2      0.0     99.9     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        0       28       24       29       25                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,393
COMMITMENTS
   1,108       44        0    7,263    8,131    8,371    8,175       22      218

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       64      297       64      297      -22     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      0.5      0.0     86.5     96.9     99.7     97.4      0.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       17       20       18                  
 
 
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV                     Code-0643AF
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,525
COMMITMENTS
       0      300        0    7,440    7,155    7,440    7,455       85       70

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.0      0.0     98.9     95.1     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       10       14       11                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,831
COMMITMENTS
       0      300       50    7,356    7,481    7,406    7,831      425        0

CHANGES FROM 12/22/15 (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      3.8      0.6     93.9     95.5     94.6    100.0      5.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       12       14       13       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,050
COMMITMENTS
       0      500        0   22,045   21,415   22,045   21,915        5      135

CHANGES FROM 12/22/15 (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      2.3      0.0    100.0     97.1    100.0     99.4      0.0      0.6

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 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,540
COMMITMENTS
       0       75        0   21,360   21,385   21,360   21,460      180       80

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     99.2     99.3     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       26       26       26       27                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,671
COMMITMENTS
     230       82       66   18,988   18,820   19,284   18,968      387      703

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         26)
      60        0        0      -55       26        5       26       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.4      0.3     96.5     95.7     98.0     96.4      2.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       25       27       28       29                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,444
COMMITMENTS
     325    5,564        5   61,819   56,599   62,149   62,168      295      276

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        287)
       0      -70        0      311      351      311      281      -24        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      8.9      0.0     99.0     90.6     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        1       33       29       37       33                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,478
COMMITMENTS
     275   12,821      761   74,431   61,861   75,467   75,443       11       35

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        622)
      -5      536     -240      871      326      626      622       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     17.0      1.0     98.6     82.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        9        5       37       37       43       47                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,945
COMMITMENTS
     910        0        0   49,025   49,945   49,935   49,945       10        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       30       16       31       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,175
COMMITMENTS
     765        0        0   54,350   55,175   55,115   55,175       60        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      135      135      135      135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.5    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       30       17       31       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      367,289
COMMITMENTS
  32,546   26,528    2,007  332,736  338,754  367,289  367,289        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      3,635)
       0        0        0    3,635    3,635    3,635    3,635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      7.2      0.5     90.6     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        2       26       33       29       38                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,944
COMMITMENTS
   5,101    2,390      316   20,357   22,727   25,774   25,433      170      511

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        225)
      82      -87        0      143      312      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      9.2      1.2     78.5     87.6     99.3     98.0      0.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        4       25       32       30       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       33,026
COMMITMENTS
     180    3,314    1,386   31,460   28,326   33,026   33,026        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         50)
       0       50        0       50        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     10.0      4.2     95.3     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        6        2       14       13       18       19                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      346,569
COMMITMENTS
       0      784        0  346,569  345,785  346,569  346,569        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:     18,784)
       0        0        0   18,784   18,784   18,784   18,784        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       22       19       22       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       30,212
COMMITMENTS
     740      217        0   29,111   29,442   29,851   29,659      361      553

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,504)
       0        0        0    1,504    1,504    1,504    1,504        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.7      0.0     96.4     97.5     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        0       18       21       21       23                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      127,946
COMMITMENTS
       0    6,664        0  127,946  121,282  127,946  127,946        0        0

CHANGES FROM 12/22/15 (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      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       12       11       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,012
COMMITMENTS
   2,384        0      239   13,324   15,307   15,947   15,546       65      466

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      0.0      1.5     83.2     95.6     99.6     97.1      0.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       21       22       25       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      199,736
COMMITMENTS
  18,187        0    1,586  179,963  198,150  199,736  199,736        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:       -784)
    -784        0        0        0     -784     -784     -784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.0      0.8     90.1     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        1       21       24       24       25                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,867
COMMITMENTS
       0    1,099       63   14,804   13,430   14,867   14,592        0      275

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        105)
       0      -21        0      105      126      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.4      0.4     99.6     90.3    100.0     98.2      0.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       20       22       21       25                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      168,988
COMMITMENTS
   2,884       96    2,661  163,443  166,231  168,988  168,988        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,192)
       0        0        0    1,192    1,192    1,192    1,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.1      1.6     96.7     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       22       19       24       21                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,550
COMMITMENTS
       0      300        0    8,310    8,180    8,310    8,480      240       70

CHANGES FROM 12/22/15 (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      3.5      0.0     97.2     95.7     97.2     99.2      2.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       13       13       14                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,936
COMMITMENTS
     153        0        0   17,783   17,936   17,936   17,936        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        -52)
       0        0        0      -52      -52      -52      -52        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       20       16       20                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      168,305
COMMITMENTS
     688        0        0  167,617  168,305  168,305  168,305        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,904)
       0        0        0    1,904    1,904    1,904    1,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       16       16       16                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,815
COMMITMENTS
       0        0        0    6,600    6,740    6,600    6,740      215       75

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.8     98.9     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       10       15       10                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,590
COMMITMENTS
       0    1,180        0    9,465    8,405    9,465    9,585      125        5

CHANGES FROM 12/22/15 (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     12.3      0.0     98.7     87.6     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       16       20       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       18,092
COMMITMENTS
   6,375      510       92   11,370   17,490   17,837   18,092      255        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2      2.8      0.5     62.8     96.7     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        1        1       14       10       19       12                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,825
COMMITMENTS
       0        0        0   21,455   21,575   21,455   21,575      370      250

CHANGES FROM 12/22/15 (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      0.0      0.0     98.3     98.9     98.3     98.9      1.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       11       16       11                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,985
COMMITMENTS
       0      450        0   22,670   22,535   22,670   22,985      315        0

CHANGES FROM 12/22/15 (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      2.0      0.0     98.6     98.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       17       22       18                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,615
COMMITMENTS
       0      450        0   19,230   19,100   19,230   19,550      385       65

CHANGES FROM 12/22/15 (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      2.3      0.0     98.0     97.4     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       13       19       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,834
COMMITMENTS
     550       75        0   21,284   21,759   21,834   21,834        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        185)
       0        0        0      185      185      185      185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.3      0.0     97.5     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        0       22       21       24       22                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,234
COMMITMENTS
     250        0        0   19,984   20,234   20,234   20,234        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       16       21       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,450
COMMITMENTS
       0      300        0   20,850   21,150   20,850   21,450      600        0

CHANGES FROM 12/22/15 (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      1.4      0.0     97.2     98.6     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       16       11       16       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,500
COMMITMENTS
       0       50        0   17,115   17,330   17,115   17,380      385      120

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     97.8     99.0     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       23       13       23       14                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,595
COMMITMENTS
       0      250        0   18,310   18,225   18,310   18,475      285      120

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     98.5     98.0     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       24       17       24       19                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      120,754
COMMITMENTS
   1,510      730       50  119,194  119,974  120,754  120,754        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.6      0.0     98.7     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        1       34       33       37       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      130,412
COMMITMENTS
   2,860    1,805      400  127,152  128,120  130,412  130,325        0       87

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:      1,093)
     150        0        0      943    1,093    1,093    1,093        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.4      0.3     97.5     98.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        4        3       37       36       43       42                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      154,751
COMMITMENTS
   7,341   13,770    8,856  138,314  132,091  154,511  154,717      240       34

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        381)
     -11      180        4      378      213      371      397       10      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      8.9      5.7     89.4     85.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7       13       11       48       43       63       60                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,531
COMMITMENTS
   1,735    2,345    2,325  104,202  103,771  108,262  108,441      269       90

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        644)
       0        0        0      644      644      644      644        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.2      2.1     96.0     95.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       40       36       46       41                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,695
COMMITMENTS
     370      810       60   22,265   21,765   22,695   22,635        0       60

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        -50)
       0       50        0      -50     -100      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.6      0.3     98.1     95.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       26       14       27       18                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,990
COMMITMENTS
       0       50      150   17,820   17,710   17,970   17,910       20       80

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.8     99.1     98.4     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       23       11       24       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       30,998
COMMITMENTS
     334      300        5   30,609   30,628   30,948   30,933       50       65

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        395)
       0        0        0      395      395      395      395        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.0      0.0     98.7     98.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       30       31       32       33                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       13,740
COMMITMENTS
       0        0        0   13,740   13,740   13,740   13,740        0        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        495)
       0        0        0      495      495      495      495        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:       22)
       0        0        0       19       18       19       18                  
 
 
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-0643F2
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,155
COMMITMENTS
       0        0        0   14,697   15,155   14,697   15,155      458        0

CHANGES FROM 12/22/15 (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      0.0      0.0     97.0    100.0     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       10       16       10                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,164
COMMITMENTS
   2,670    1,770      125   25,224   26,264   28,019   28,159      145        5

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         40)
      25      -25       25      -25       40       25       40       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      6.3      0.4     89.6     93.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        2       20       27       25       30                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,135
COMMITMENTS
     690        0       80   23,281   24,055   24,051   24,135       84        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      100      110      100      110       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.3     96.5     99.7     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       23       24       25       25                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,181
COMMITMENTS
     580    1,111       30   33,521   33,040   34,131   34,181       50        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        106)
     -10       40        0      116       75      106      115        0       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.3      0.1     98.1     96.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        2       31       30       33       34                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,431
COMMITMENTS
       0       35      195   22,826   23,191   23,021   23,421      410       10

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       15       15       15       15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.8     97.4     99.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       27       26       28       28                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,171
COMMITMENTS
       0      590        0   20,090   19,204   20,090   19,794       81      377

CHANGES FROM 12/22/15 (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      2.9      0.0     99.6     95.2     99.6     98.1      0.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       18       19       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,463
COMMITMENTS
       0      300        0   15,349   14,949   15,349   15,249      114      214

CHANGES FROM 12/22/15 (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      1.9      0.0     99.3     96.7     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       14       18       15                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,064
COMMITMENTS
   1,064      900       10   36,800   36,979   37,874   37,889      190      175

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:        485)
       0        0        0      485      485      485      485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.4      0.0     96.7     97.1     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        1       30       28       34       31                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,899
COMMITMENTS
     940        0        0   14,839   15,899   15,779   15,899      120        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      0.0     93.3    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       20       24       20                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 12/29/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,672
COMMITMENTS
   1,903      125        0   12,639   14,547   14,542   14,672      130        0

CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       15       15       15       15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.9      0.0     86.1     99.1     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        0       25       23       26       25                  



Updated January 1, 2016