CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       16,245
COMMITMENTS
   4,938    4,557      642   10,612   11,045   16,192   16,245       53        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      2,186)
     545      409      -40    1,709    1,816    2,215    2,186      -29        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     28.1      4.0     65.3     68.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        4        3        7        9       18       16
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,689
COMMITMENTS
   4,759    5,889    1,103   18,827   17,697   24,689   24,689        0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        -34)
     -20        0       -3      -10      -31      -34      -34       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     23.9      4.5     76.3     71.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        2        7        8       15       13
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       28,956
COMMITMENTS
   4,765    1,383    1,641   22,550   25,932   28,956   28,956       -0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        591)
     -68     -161      539      120      213      591      591        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      4.8      5.7     77.9     89.6    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9        2        6       11        9       22       15
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,906,293
COMMITMENTS
 356,177  304,584  794,782  2720439  2790366  3871398  3889732   34,895   16,561

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:   -162,300)
  69,907  -55,885   -7,175 -202,460  -72,858 -139,728 -135,918  -22,572  -26,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      7.8     20.3     69.6     71.4     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      37       38       57      132      110      201      176
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,163,419
COMMITMENTS
 208,576  107,606  951,662  1002114  1103274  2162352  2162543    1,068      876

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -896)
  -9,732    5,831    9,327     -416  -16,144     -821     -987      -75       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.0     44.0     46.3     51.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      22       18       38       46       50       85       89
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,734
COMMITMENTS
   7,007    9,720    4,060  209,747  208,358  220,814  222,138   13,920   12,596

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -13,617)
     324   -3,938   -1,415  -12,258  -12,925  -13,349  -18,278     -268    4,661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      4.1      1.7     89.4     88.8     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        6        5       33       28       40       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,508
COMMITMENTS
  13,166    1,550    2,378   89,692  104,643  105,236  108,571    6,272    2,937

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -9,879)
  -2,321   -1,450      566   -8,539   -8,292  -10,294   -9,176      415     -703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      1.4      2.1     80.4     93.8     94.4     97.4      5.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        1        3       30       27       37       30
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,440
COMMITMENTS
   2,295   12,442    4,439  218,996  211,442  225,730  228,323    8,710    6,117

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -12,074)
     853    6,475     -274  -12,216  -16,112  -11,637   -9,911     -437   -2,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.3      1.9     93.4     90.2     96.3     97.4      3.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        6        4       26       31       30       39
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      698,231
COMMITMENTS
  65,453    7,433   14,536  610,837  667,479  690,826  689,448    7,405    8,783

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -29,757)
  -2,106    4,933    1,949  -31,167  -35,817  -31,324  -28,935    1,567     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      1.1      2.1     87.5     95.6     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        3        4       47       37       51       42
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      292,511
COMMITMENTS
   2,935   19,513    1,506  280,184  264,421  284,625  285,440    7,886    7,071

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -12,670)
    -719     -517     -187  -12,103   -9,788  -13,009  -10,492      339   -2,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.7      0.5     95.8     90.4     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        5        2       30       31       32       38
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,947
COMMITMENTS
   1,133    5,237    4,388  229,981  231,089  235,502  240,714   11,445    6,233

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -15,884)
    -905      231   -1,038  -17,952  -14,522  -19,895  -15,329    4,011     -555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.1      1.8     93.1     93.6     95.4     97.5      4.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        3       35       39       38       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      106,970
COMMITMENTS
   3,545        0    3,183   94,199   97,611  100,927  100,794    6,043    6,176

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -12,706)
   2,309   -1,686   -3,079  -12,184   -6,750  -12,954  -11,515      248   -1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      3.0     88.1     91.3     94.4     94.2      5.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       20       19       23       21
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,530
COMMITMENTS
     796    6,151    4,241   90,891   86,787   95,928   97,179    7,602    6,351

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -10,688)
    -680    3,906   -1,084   -8,843  -13,256  -10,607  -10,434      -81     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      5.9      4.1     87.8     83.8     92.7     93.9      7.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        5        4       29       25       33       32
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,513
COMMITMENTS
     519    1,554    1,794   70,730   70,163   73,043   73,511   11,470   11,002

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -6,362)
     519   -2,313     -237   -9,171   -5,586   -8,889   -8,136    2,527    1,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.8      2.1     83.7     83.0     86.4     87.0     13.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       12       16       14       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      183,170
COMMITMENTS
       0        0        0  176,541  175,161  176,541  175,161    6,629    8,009

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -10,568)
       0        0        0  -10,440  -11,039  -10,440  -11,039     -128      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.4     95.6     96.4     95.6      3.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       21       25       21
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,212
COMMITMENTS
       0        0        0   78,436   82,065   78,436   82,065    9,776    6,147

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,603)
       0        0        0    1,313   -1,628    1,313   -1,628   -2,916       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.9     93.0     88.9     93.0     11.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       12       17       12
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      330,957
COMMITMENTS
     736       94      123  322,444  323,824  323,303  324,041    7,654    6,916

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -12,807)
       0       94      123  -10,902  -12,191  -10,779  -11,974   -2,028     -833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     97.4     97.8     97.7     97.9      2.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        1        1       46       39       48       40
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,233
COMMITMENTS
   2,135    4,547    2,720   66,569   56,075   71,424   63,342    3,809   11,891

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -4,358)
     669    1,679     -403   -4,277   -4,995   -4,011   -3,719     -347     -639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      6.0      3.6     88.5     74.5     94.9     84.2      5.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       20       17       22       20
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,728
COMMITMENTS
     644    2,532    1,699   69,391   66,035   71,734   70,266    2,994    4,462

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -4,964)
     567      281     -609   -4,784   -3,689   -4,826   -4,017     -138     -947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.4      2.3     92.9     88.4     96.0     94.0      4.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       16       21       19
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,364
COMMITMENTS
   7,697    9,579    1,178   58,102   56,522   66,977   67,279    1,387    1,085

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -30,810)
  -2,599     -480   -1,560  -26,122  -27,449  -30,281  -29,489     -529   -1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     14.0      1.7     85.0     82.7     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        5        1       23       19       28       25
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,406
COMMITMENTS
     279    5,636        0   53,786   47,626   54,065   53,262      341    1,144

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -18,630)
     279   -1,821     -279  -18,664  -15,570  -18,664  -17,670       34     -960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     10.4      0.0     98.9     87.5     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       12       21       13       22
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      158,459
COMMITMENTS
      14   11,163    1,358  148,650  137,101  150,022  149,622    8,437    8,837

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -6,829)
  -1,267   -2,351      333  -10,682   -4,488  -11,616   -6,506    4,787     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      0.9     93.8     86.5     94.7     94.4      5.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       26       28       28       30
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,451
COMMITMENTS
       0    2,466    3,928   96,624   94,757  100,552  101,151    6,899    6,300

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -7,664)
       0      156     -136   -6,386   -7,072   -6,522   -7,052   -1,142     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      3.7     89.9     88.2     93.6     94.1      6.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        2       23       25       25       27
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,140
COMMITMENTS
   1,487    1,023      502   66,160   67,769   68,149   69,294    7,991    6,846

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,484)
   1,179     -460     -645   -1,448   -1,073     -914   -2,178     -570      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.3      0.7     86.9     89.0     89.5     91.0     10.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       11       14       13       16
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,646
COMMITMENTS
   1,004   15,085      519   89,167   79,983   90,690   95,587    6,956    2,059

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -2,686)
    -124   -1,147      -62   -1,814     -511   -2,000   -1,720     -686     -966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     15.4      0.5     91.3     81.9     92.9     97.9      7.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       16       21       18
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,540
COMMITMENTS
       0   10,459      850   97,892   90,055   98,742  101,364    4,798    2,176

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -2,181)
    -396      737      212   -1,406   -3,377   -1,590   -2,428     -591      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.1      0.8     94.5     87.0     95.4     97.9      4.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       19       16       20       19
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,970
COMMITMENTS
   1,611   20,776    3,796  163,928  157,762  169,335  182,334   17,635    4,636

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -10,610)
     140    2,239      -63  -14,932  -11,158  -14,855   -8,982    4,245   -1,628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     11.1      2.0     87.7     84.4     90.6     97.5      9.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        2       29       30       31       36
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,000
COMMITMENTS
       0      837        0   14,955   14,915   14,955   15,752    1,045      248

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -10,380)
       0     -900        0  -10,362   -9,090  -10,362   -9,990      -18     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      0.0     93.5     93.2     93.5     98.5      6.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       13       12       13       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,976
COMMITMENTS
       0      465        0   43,551   44,736   43,551   45,201    2,425      775

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -5,208)
       0        0        0   -5,531   -4,639   -5,531   -4,639      323     -569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     94.7     97.3     94.7     98.3      5.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       15       12       15       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      257,978
COMMITMENTS
   3,724    9,020    2,305  244,962  243,032  250,991  254,357    6,987    3,621

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -15,656)
     124     -891     -117  -13,681  -13,433  -13,674  -14,441   -1,982   -1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      3.5      0.9     95.0     94.2     97.3     98.6      2.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        2       40       36       45       38
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      109,074
COMMITMENTS
       0        0        0  104,825  104,218  104,825  104,218    4,249    4,856

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -9,753)
       0        0        0  -10,943  -10,544  -10,943  -10,544    1,190      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.1     95.5     96.1     95.5      3.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       22       24       22       24
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,876
COMMITMENTS
   2,142        0        0   72,923   76,174   75,065   76,174    8,811    7,702

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -9,203)
    -434        0        0   -7,787   -9,647   -8,221   -9,647     -982      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     86.9     90.8     89.5     90.8     10.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       19       20       19
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       84,740
COMMITMENTS
       0      885        0   73,673   78,009   73,673   78,894   11,067    5,846

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -3,573)
       0   -1,074     -245   -1,932   -1,915   -2,177   -3,234   -1,396     -339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     86.9     92.1     86.9     93.1     13.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       21       18       21       19
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      153,954
COMMITMENTS
  15,666   10,658   18,676  118,875  124,320  153,218  153,655      736      299

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -4,060)
     701   -1,428    3,588   -8,562   -6,350   -4,274   -4,190      214      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      6.9     12.1     77.2     80.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       11       16       47       49       67       68
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       39,768
COMMITMENTS
     406      875    1,997   37,365   36,873   39,768   39,744        0       24

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -2,232)
     158      287       21   -2,411   -2,563   -2,232   -2,256        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      2.2      5.0     94.0     92.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        4       25       24       31       30
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      389,518
COMMITMENTS
  29,742    4,320   18,552  341,224  366,646  389,518  389,518        0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -16,416)
  -1,072   -5,288   -1,024  -14,320  -10,104  -16,416  -16,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      1.1      4.8     87.6     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        5       21       21       27       27
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,619,682
COMMITMENTS
  41,162   20,794   37,494  1541026  1561394  1619682  1619682        0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      3,766)
    -320      -65   -2,248    6,334    6,079    3,766    3,766        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.3      2.3     95.1     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        4        7       38       42       48       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,723
COMMITMENTS
   1,602      813    6,424   54,671   55,408   62,697   62,645       26       78

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      1,473)
     794      125     -274      927    1,543    1,447    1,395       26       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      1.3     10.2     87.2     88.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        5       26       23       31       31
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      374,753
COMMITMENTS
   1,712    1,906   31,369  341,672  340,262  374,753  373,537        0    1,216

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      4,007)
    -688   -2,248        0    4,696    5,040    4,008    2,792       -1    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.5      8.4     91.2     90.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       19       15       21       18
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      555,514
COMMITMENTS
  14,910   12,304   14,058  526,546  529,152  555,514  555,514        0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -2,836)
   2,792      -56     -368   -5,260   -2,412   -2,836   -2,836        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.2      2.5     94.8     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        2       26       31       30       34
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       47,819
COMMITMENTS
   2,463    2,600    3,122   41,295   41,543   46,880   47,265      939      554

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        252)
     -70      140       70      252       18      252      228        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      5.4      6.5     86.4     86.9     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        4       26       31       31       36
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,570
COMMITMENTS
      50      445       50   62,103   62,046   62,203   62,541      367       29

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      1,421)
       0        0        0    1,345    1,404    1,345    1,404       76       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.7      0.1     99.3     99.2     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        1       33       26       35       28
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,935
COMMITMENTS
      50      200      230   76,195   76,505   76,475   76,935      460        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      1,136)
       0        0        0    1,034    1,136    1,034    1,136      102        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.3      0.3     99.0     99.4     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        1        1       37       30       38       32
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,865
COMMITMENTS
   1,190      225       10   17,420   18,540   18,620   18,775      245       90

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -105)
       0        0        0     -105     -105     -105     -105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      1.2      0.1     92.3     98.3     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       24       15       25       18
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      292,440
COMMITMENTS
       0   12,400    6,688  285,752  273,352  292,440  292,440        0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,184)
       0    2,392        0   -1,184   -3,576   -1,184   -1,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      2.3     97.7     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        1       24       21       25       24
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,279
COMMITMENTS
   2,922      626      198    6,035    8,218    9,155    9,042      124      237

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        285)
      22      192        0      263       49      285      241        0       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5      6.7      2.1     65.0     88.6     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5        2        2       20       22       27       25
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,895
COMMITMENTS
   1,060      575      140   22,635   23,180   23,835   23,895       60        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -320)
       0        0        0     -320     -320     -320     -320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      2.4      0.6     94.7     97.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       24       23       25       25
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,510
COMMITMENTS
       0      725      230   13,055   12,535   13,285   13,490      225       20

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -460)
       0        0        0     -460     -460     -460     -460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      1.7     96.6     92.8     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       23       24       24       25
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,658
COMMITMENTS
     636       98      307   15,908   15,656   16,851   16,061      807    1,597

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -178)
       0       60        0     -326     -260     -326     -200      148       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.6      1.7     90.1     88.7     95.4     91.0      4.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       25       24       27       26
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,383
COMMITMENTS
       0   11,291    1,135   52,819   41,696   53,954   54,122      429      261

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        -60)
       0      130       25     -110     -265      -85     -110       25       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.8      2.1     97.1     76.7     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        5        2       34       32       36       37
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,415
COMMITMENTS
      75   10,985    1,987   57,343   46,353   59,405   59,325       10       90

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -432)
      50       80      530   -1,017   -1,092     -437     -482        5       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     18.5      3.3     96.5     78.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        6        5       36       36       42       43
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,120
COMMITMENTS
   1,595        0        0   49,425   51,025   51,020   51,025      100       95

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      1,215)
       0        0        0    1,215    1,195    1,215    1,195        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.0     96.7     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       30       18       32       18
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,140
COMMITMENTS
   1,190        0        0   49,675   51,050   50,865   51,050      275       90

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        585)
    -100        0        0      580      585      480      585      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      0.0     97.1     99.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       31       16       32       16
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      381,400
COMMITMENTS
  66,275        0   22,384  292,373  359,016  381,032  381,400      368        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        471)
   2,321        0   -1,561     -657    2,032      103      471      368        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      0.0      5.9     76.7     94.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        2       32       33       36       35
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,854
COMMITMENTS
   4,746    1,074      926   17,967   21,555   23,639   23,555      215      299

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -124)
     -85      565      130     -146     -797     -102     -102      -22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      4.5      3.9     75.3     90.4     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        5        5       30       33       37       40
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,648
COMMITMENTS
     334    1,000      720   19,438   18,928   20,492   20,648      156        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      1,259)
    -130     -511        0    1,233    1,770    1,103    1,259      156        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      4.8      3.5     94.1     91.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       18       14       22       17
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      213,262
COMMITMENTS
  14,910        0   10,568  186,557  202,683  212,035  213,251    1,227       11

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     35,096)
  -1,560     -608        0   35,440   35,704   33,880   35,096    1,216        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      5.0     87.5     95.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        1       14        4       18        5
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      514,119
COMMITMENTS
       0   13,580   12,934  500,081  487,605  513,015  514,119    1,104        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      1,856)
       0    1,104   -1,104    1,856    1,856      752    1,856    1,104        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      2.5     97.3     94.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       21       22       22       24
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       44,981
COMMITMENTS
   6,050      260    2,916   35,476   41,442   44,442   44,618      539      363

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        220)
       0       44      -44      176      220      132      220       88        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      0.6      6.5     78.9     92.1     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       18       22       23       25
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,802
COMMITMENTS
   3,608      371      486   12,282   14,662   16,376   15,519      426    1,283

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -319)
     -86      371     -220       31     -468     -275     -317      -44       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      2.2      2.9     73.1     87.3     97.5     92.4      2.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        4       16       23       21       28
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      198,369
COMMITMENTS
  39,291        0        0  159,078  198,369  198,369  198,369        0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:    -14,479)
 -10,576        0        0   -3,903  -14,479  -14,479  -14,479        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      0.0      0.0     80.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       16       17       19       17
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,316
COMMITMENTS
   1,431        0       44   10,366   11,253   11,841   11,297      475    1,019

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -842)
     284        0     -154     -972     -536     -842     -690        0     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      0.4     84.2     91.4     96.1     91.7      3.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       20       19       23       20
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      106,870
COMMITMENTS
   7,001        0        0   99,869  106,870  106,870  106,870        0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -8,272)
  -2,208        0        0   -6,064   -8,272   -8,272   -8,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.0     93.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       20       20       20
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,638
COMMITMENTS
     584        0    1,079   21,975   22,559   23,638   23,638        0        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        -34)
    -130        0      -78      174       44      -34      -34        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      4.6     93.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       16       16       17
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      101,410
COMMITMENTS
   2,964   19,475   11,530   86,205   69,681  100,699  100,686      711      723

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      7,776)
      67    5,872     -972    8,639    2,882    7,734    7,783       42       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     19.2     11.4     85.0     68.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       13       20       16
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,085
COMMITMENTS
       0      850       50   27,675   27,065   27,725   27,965      360      120

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,475)
       0        0        0   -1,330   -1,475   -1,330   -1,475     -145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.2     98.5     96.4     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       16       20       17
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,455
COMMITMENTS
       0      900        0   24,155   23,195   24,155   24,095      300      360

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,470)
       0        0        0   -1,325   -1,470   -1,325   -1,470     -145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.0     98.8     94.8     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18       11       18       12
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,681
COMMITMENTS
      50        0        0   24,631   24,641   24,681   24,641        0       40

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,390)
     -50        0        0   -1,145   -1,385   -1,195   -1,385     -195       -5

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       22       15       23       15
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,929
COMMITMENTS
       0        0        0   19,680   19,914   19,680   19,914      249       15

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -555)
       0        0        0     -360     -555     -360     -555     -195        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.8     99.9     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       12       19       12
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,850
COMMITMENTS
       0        0        0   11,410   11,790   11,410   11,790      440       60

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.3     99.5     96.3     99.5      3.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        6       19        6
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,492
COMMITMENTS
       0        0        0   12,192   12,492   12,192   12,492      300        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,700)
       0        0        0   -1,388   -1,700   -1,388   -1,700     -312        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.6    100.0     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       20        8       20        8
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,519
COMMITMENTS
   1,965       70       50  110,384  112,399  112,399  112,519      120        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,511)
     300      -25     -100   -1,701   -1,386   -1,501   -1,511      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.1      0.0     98.1     99.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        1       35       34       38       35
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      134,637
COMMITMENTS
   1,965      300      520  132,137  133,817  134,622  134,637       15        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -5,945)
       0      150     -200   -5,745   -5,895   -5,945   -5,945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.2      0.4     98.1     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        3       39       36       43       41
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      144,097
COMMITMENTS
  17,587    4,471    6,427  119,755  133,114  143,769  144,012      328       85

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -8,114)
    -744   -1,824      575   -7,946   -6,800   -8,115   -8,049        1      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      3.1      4.5     83.1     92.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       9        6        9       43       41       55       53
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       94,827
COMMITMENTS
   2,000    1,730    3,275   89,337   89,807   94,612   94,812      215       15

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -4,650)
    -265     -185      -20   -4,365   -4,445   -4,650   -4,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.8      3.5     94.2     94.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        6       37       31       45       37
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,490
COMMITMENTS
     150      565        0   25,200   24,805   25,350   25,370      140      120

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,295)
     100      -50        0   -1,310   -1,245   -1,210   -1,295      -85        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.2      0.0     98.9     97.3     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       26       11       27       12
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,075
COMMITMENTS
       0      215       50   22,875   22,675   22,925   22,940      150      135

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -870)
     -25        0        0     -755     -870     -780     -870      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.2     99.1     98.3     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       24        9       25       10
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       24,485
COMMITMENTS
       0      930      295   24,085   22,930   24,380   24,155      105      330

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:      1,380)
       0        0        0    1,380    1,785    1,380    1,785        0     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      1.2     98.4     93.6     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       26       21       27       23
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,993
COMMITMENTS
   2,343    2,670      755   29,285   29,528   32,383   32,953      610       40

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -314)
    -160        0        0     -299     -314     -459     -314      145        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      8.1      2.3     88.8     89.5     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       20       23       24       26
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,106
COMMITMENTS
   3,575        0        0   15,817   20,106   19,392   20,106      714        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:     -1,007)
    -295        0        0     -541     -995     -836     -995     -171      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      0.0      0.0     78.7    100.0     96.4    100.0      3.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       18       20       20       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,210
COMMITMENTS
     250      210      200   23,600   23,745   24,050   24,155      160       55

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -470)
    -120      -50      -30      109     -415      -41     -495     -429       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.9      0.8     97.5     98.1     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       24       23       26       24
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,596
COMMITMENTS
     600      720        0   21,916   21,876   22,516   22,596       80        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -223)
    -110      -65        0      -68      -58     -178     -123      -45     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      3.2      0.0     97.0     96.8     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       22       23       23       24
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,444
COMMITMENTS
       0      940        0   15,441   14,504   15,441   15,444        3        0

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:       -488)
       0      -50        0     -149      -78     -149     -128     -339     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      0.0    100.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       21       14       21       15
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,523
COMMITMENTS
       0        0        0    9,743   10,483    9,743   10,483      780       40

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      454       39      454       39     -529     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.6     99.6     92.6     99.6      7.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       14       15       14
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,755
COMMITMENTS
      25    2,570      290   28,310   25,635   28,625   28,495      130      260

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        820)
       0        0        0      835      785      835      785      -15       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.9      1.0     98.5     89.1     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       28       21       30       24
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       10,156
COMMITMENTS
     975        0        0    8,040   10,061    9,015   10,061    1,141       95

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      425      450      425      450       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      0.0     79.2     99.1     88.8     99.1     11.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       16       21       17       21
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       11,550
COMMITMENTS
   1,961      100      265    8,589   10,985   10,815   11,350      735      200

CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST:        645)
      25        0        0      510      705      535      705      110      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.9      2.3     74.4     95.1     93.6     98.3      6.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       15       18       17       21



Updated May 8, 2015