CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       18,082
COMMITMENTS
   5,471    4,656    1,187   11,383   12,238   18,041   18,081       41        1

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,837)
     534       99      545      771    1,193    1,849    1,836      -12        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     25.7      6.6     63.0     67.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        4        5        8       11       20       19
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,687
COMMITMENTS
   4,741    5,889    1,100   18,846   17,698   24,687   24,687        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:         -2)
     -18        0       -3       19        1       -2       -2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       30,799
COMMITMENTS
   4,813    2,014    1,771   24,062   27,014   30,646   30,799      153        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,844)
      48      632      130    1,512    1,082    1,690    1,844      153        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      6.5      5.7     78.1     87.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        2        6       13        9       24       15
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,952,019
COMMITMENTS
 418,202  311,011  748,256  2749246  2877584  3915704  3936851   36,315   15,168

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     45,726)
  62,025    6,427  -46,526   28,807   87,218   44,306   47,119    1,420   -1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      7.9     18.9     69.6     72.8     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      39       37       56      135      114      202      180
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,170,692
COMMITMENTS
 208,374  112,563  965,041  996,390  1092380  2169805  2169984      887      708

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      7,273)
    -202    4,956   13,379   -5,724  -10,894    7,454    7,441     -181     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.2     44.5     45.9     50.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      24       17       40       46       51       87       91
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,197
COMMITMENTS
   6,228    8,179    6,043  211,947  216,380  224,218  230,602   14,979    8,595

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      4,463)
    -779   -1,541    1,983    2,200    8,022    3,404    8,464    1,059   -4,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.4      2.5     88.6     90.5     93.7     96.4      6.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        6        7       34       29       43       37
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      115,510
COMMITMENTS
  12,393    1,884    2,080   95,386  108,700  109,859  112,664    5,651    2,846

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      4,002)
    -773      334     -298    5,694    4,057    4,623    4,093     -621      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      1.6      1.8     82.6     94.1     95.1     97.5      4.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        2       31       29       37       31
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      231,916
COMMITMENTS
   1,248   12,980    4,698  217,840  209,222  223,786  226,900    8,130    5,016

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -2,524)
  -1,047      538      259   -1,156   -2,220   -1,944   -1,423     -580   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      5.6      2.0     93.9     90.2     96.5     97.8      3.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        6        5       29       32       34       41
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      706,999
COMMITMENTS
  68,323    5,170   11,008  620,679  682,206  700,010  698,384    6,989    8,615

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      8,768)
   2,870   -2,263   -3,528    9,842   14,727    9,184    8,936     -416     -168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.7      1.6     87.8     96.5     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        2       47       38       49       42
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      303,983
COMMITMENTS
   1,159   20,514    1,540  294,720  273,352  297,419  295,406    6,564    8,577

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     11,472)
  -1,776    1,001       34   14,536    8,931   12,794    9,966   -1,322    1,506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      6.7      0.5     97.0     89.9     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        6        2       32       31       34       38
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,285
COMMITMENTS
   1,133    5,460    5,246  233,468  234,313  239,847  245,019   11,438    6,266

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      4,338)
       0      223      858    3,487    3,224    4,345    4,305       -7       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.2      2.1     92.9     93.2     95.4     97.5      4.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        3        3       36       41       39       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      109,182
COMMITMENTS
   3,414      566    3,540   95,851  100,218  102,805  104,324    6,377    4,858

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,212)
    -131      566      357    1,652    2,607    1,878    3,530      334   -1,318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.5      3.2     87.8     91.8     94.2     95.6      5.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       23       20       26       22
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,396
COMMITMENTS
     911    5,689    4,260   92,998   90,523   98,169  100,472    8,227    5,924

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,866)
     115     -462       19    2,107    3,736    2,241    3,293      625     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      5.3      4.0     87.4     85.1     92.3     94.4      7.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        4       30       25       34       32
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,008
COMMITMENTS
   2,379    1,522    1,428   70,610   72,114   74,417   75,064   11,591   10,944

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,495)
   1,860      -32     -366     -120    1,951    1,374    1,553      121      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.8      1.7     82.1     83.8     86.5     87.3     13.5     12.7

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      186,045
COMMITMENTS
       0        0        0  179,144  178,185  179,144  178,185    6,901    7,860

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,875)
       0        0        0    2,603    3,024    2,603    3,024      272     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.3     95.8     96.3     95.8      3.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       22       26       22
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,654
COMMITMENTS
       0        0        0   80,757   84,417   80,757   84,417    9,897    6,237

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,442)
       0        0        0    2,321    2,352    2,321    2,352      121       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.1     93.1     89.1     93.1     10.9      6.9

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      345,293
COMMITMENTS
   1,552      247        0  335,959  339,201  337,511  339,448    7,782    5,845

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     14,336)
     816      153     -123   13,515   15,377   14,208   15,407      128   -1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.1      0.0     97.3     98.2     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        1        0       46       40       48       41
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,631
COMMITMENTS
   2,135    4,393    2,631   68,555   57,629   73,321   64,653    2,310   10,978

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        398)
       0     -154      -89    1,986    1,554    1,897    1,311   -1,499     -913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      5.8      3.5     90.6     76.2     96.9     85.5      3.1     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       21       19       23       22
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,505
COMMITMENTS
   1,505    3,268    1,699   71,105   68,215   74,309   73,182    3,196    4,323

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,777)
     861      736        0    1,714    2,180    2,575    2,916      202     -139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      4.2      2.2     91.7     88.0     95.9     94.4      4.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       19       16       21       20
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,424
COMMITMENTS
   7,697    9,579    1,178   61,282   59,582   70,157   70,339    1,267    1,085

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      3,060)
       0        0        0    3,180    3,060    3,180    3,060     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     13.4      1.6     85.8     83.4     98.2     98.5      1.8      1.5

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,158
COMMITMENTS
     279    5,636        0   57,538   50,372   57,817   56,008      341    2,150

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      3,752)
       0        0        0    3,752    2,746    3,752    2,746        0    1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      9.7      0.0     98.9     86.6     99.4     96.3      0.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       12       22       13       23
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      163,493
COMMITMENTS
     597   11,346      671  150,863  142,577  152,131  154,594   11,362    8,899

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      5,034)
     583      183     -687    2,213    5,476    2,109    4,972    2,925       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      6.9      0.4     92.3     87.2     93.1     94.6      6.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       26       28       27       30
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       24,024
COMMITMENTS
       0      922        0   22,394   22,606   22,394   23,528    1,630      496

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0     93.2     94.1     93.2     97.9      6.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10        9       10       11
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,735
COMMITMENTS
       0    3,774    3,702   98,676   95,959  102,378  103,435    7,357    6,300

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,284)
       0    1,308     -226    2,052    1,202    1,826    2,284      458        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      3.4     89.9     87.4     93.3     94.3      6.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        2       23       25       25       27
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,818
COMMITMENTS
   1,004   15,115      519   88,951   80,337   90,474   95,971    8,344    2,847

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,172)
       0       30        0     -216      354     -216      384    1,388      788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     15.3      0.5     90.0     81.3     91.6     97.1      8.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       15       20       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,419
COMMITMENTS
     501   11,469      483  100,605   91,891  101,589  103,843    4,830    2,576

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,879)
     501    1,010     -367    2,713    1,836    2,847    2,479       32      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     10.8      0.5     94.5     86.3     95.5     97.6      4.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       19       18       20       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      185,217
COMMITMENTS
   2,755   19,713    2,312  162,760  158,783  167,827  180,808   17,390    4,409

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,753)
   1,144   -1,063   -1,484   -1,168    1,021   -1,508   -1,526     -245     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     10.6      1.2     87.9     85.7     90.6     97.6      9.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        2       28       31       30       36
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,070
COMMITMENTS
       0      867        0   17,485   16,955   17,485   17,822      585      248

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,070)
       0       30        0    2,530    2,040    2,530    2,070     -460        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      0.0     96.8     93.8     96.8     98.6      3.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       12       14       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,276
COMMITMENTS
     240      465        0   43,671   45,036   43,911   45,501    2,365      775

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        300)
     240        0        0      120      300      360      300      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.0      0.0     94.4     97.3     94.9     98.3      5.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       15       12       16       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      262,713
COMMITMENTS
   4,207    8,804    2,491  249,219  247,559  255,917  258,854    6,796    3,859

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      4,735)
     483     -216      186    4,257    4,527    4,926    4,497     -191      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.4      0.9     94.9     94.2     97.4     98.5      2.6      1.5

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      109,988
COMMITMENTS
       0        0        0  105,676  104,737  105,676  104,737    4,312    5,251

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        914)
       0        0        0      851      519      851      519       63      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.1     95.2     96.1     95.2      3.9      4.8

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,653
COMMITMENTS
   2,142        0        0   72,795   75,649   74,937   75,649    8,716    8,004

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -223)
       0        0        0     -128     -525     -128     -525      -95      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     87.0     90.4     89.6     90.4     10.4      9.6

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       86,921
COMMITMENTS
       0      947        0   76,525   80,371   76,525   81,318   10,396    5,603

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,181)
       0       62        0    2,852    2,362    2,852    2,424     -671     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     88.0     92.5     88.0     93.6     12.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       19       21       20
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      156,357
COMMITMENTS
  14,691    8,835   18,178  122,756  128,957  155,624  155,970      733      387

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,404)
    -976   -1,823     -498    3,881    4,637    2,407    2,316       -3       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      5.7     11.6     78.5     82.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10       12       17       48       49       67       69
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       42,801
COMMITMENTS
     408    1,006    2,253   40,140   39,519   42,801   42,777        0       24

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      3,033)
       2      131      256    2,775    2,646    3,033    3,033        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      2.4      5.3     93.8     92.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        5        3       27       24       33       30
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      405,687
COMMITMENTS
  27,134    6,600   16,904  361,649  382,183  405,687  405,687        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     16,169)
  -2,608    2,280   -1,648   20,425   15,537   16,169   16,169        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      1.6      4.2     89.1     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        2       21       22       23       29
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,713,762
COMMITMENTS
  43,603   20,794   37,494  1632665  1655474  1713762  1713762        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     94,080)
   2,441        0        0   91,639   94,080   94,080   94,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.2      2.2     95.3     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        4        7       37       42       46       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,066
COMMITMENTS
   1,704    1,440    5,797   54,565   54,829   62,066   62,066        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -657)
     102      626     -627     -106     -578     -631     -579      -26      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.3      9.3     87.9     88.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        5       26       23       31       30
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      357,521
COMMITMENTS
   2,928    2,514   27,113  327,480  327,894  357,521  357,521        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:    -17,232)
   1,216      608   -4,256  -14,192  -12,368  -17,232  -16,016        0   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.7      7.6     91.6     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       18       15       20       17
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      531,714
COMMITMENTS
  16,750   12,304   12,218  502,746  507,192  531,714  531,714        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:    -23,800)
   1,840        0   -1,840  -23,800  -21,960  -23,800  -23,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.3      2.3     94.6     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        2       23       31       27       34
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       45,826
COMMITMENTS
   2,933    2,650    2,652   39,365   40,058   44,950   45,360      876      466

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,993)
     470       50     -470   -1,930   -1,485   -1,930   -1,905      -63      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      5.8      5.8     85.9     87.4     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        4       26       30       31       35
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,690
COMMITMENTS
      50      420        0   63,339   63,246   63,389   63,666      301       24

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,120)
       0      -25      -50    1,236    1,200    1,186    1,125      -66       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.7      0.0     99.4     99.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        0       31       26       32       28
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       77,885
COMMITMENTS
      60      100      180   77,256   77,605   77,496   77,885      389        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        950)
      10     -100      -50    1,061    1,100    1,021      950      -71        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.1      0.2     99.2     99.6     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        1        1       36       30       37       32
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,495
COMMITMENTS
   1,190      100       10   16,055   17,305   17,255   17,415      240       80

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,370)
       0     -125        0   -1,365   -1,235   -1,365   -1,360       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.6      0.1     91.8     98.9     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       15       22       17
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      290,728
COMMITMENTS
       0   12,768    6,320  284,408  271,640  290,728  290,728        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,712)
       0      368     -368   -1,344   -1,712   -1,712   -1,712        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      2.2     97.8     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       23       20       24       23
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,955
COMMITMENTS
   2,461      670      110    5,260    6,916    7,831    7,696      124      259

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,324)
    -461       44      -88     -775   -1,302   -1,324   -1,346        0       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.9      8.4      1.4     66.1     86.9     98.4     96.7      1.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        1       20       19       25       22
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,730
COMMITMENTS
   1,060      500      140   21,290   22,010   22,490   22,650      240       80

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,165)
       0      -75        0   -1,345   -1,170   -1,345   -1,245      180       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.2      0.6     93.7     96.8     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       22       22       23       24
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,970
COMMITMENTS
       0      685      205   13,375   12,830   13,580   13,720      390      250

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        460)
       0      -40      -25      320      295      295      230      165      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      1.5     95.7     91.8     97.2     98.2      2.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       20       17       21       18
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,088
COMMITMENTS
     636       98      263   15,407   15,174   16,306   15,535      782    1,553

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -570)
       0        0      -44     -501     -482     -545     -526      -25      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.6      1.5     90.2     88.8     95.4     90.9      4.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       23       21       25       23
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,989
COMMITMENTS
       0   10,153    1,135   51,457   41,525   52,592   52,813      397      176

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,394)
       0   -1,138        0   -1,362     -171   -1,362   -1,309      -32      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.2      2.1     97.1     78.4     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        5        2       32       31       34       36
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,393
COMMITMENTS
      75   10,166    1,987   55,266   45,155   57,328   57,308       65       85

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -2,022)
       0     -819        0   -2,077   -1,198   -2,077   -2,017       55       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     17.7      3.5     96.3     78.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        6        5       33       33       39       40
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,300
COMMITMENTS
   1,545        0        0   45,675   47,225   47,220   47,225       80       75

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -3,820)
     -50        0        0   -3,750   -3,800   -3,800   -3,800      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.0     96.6     99.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       28       16       30       16
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,020
COMMITMENTS
   1,190        0        0   46,670   47,935   47,860   47,935      160       85

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -3,120)
       0        0        0   -3,005   -3,115   -3,005   -3,115     -115       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     97.2     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       27       16       28       16
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      370,715
COMMITMENTS
  68,566        0   18,759  283,390  351,956  370,715  370,715        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:    -10,685)
   2,291        0   -3,625   -8,983   -7,060  -10,317  -10,685     -368        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      0.0      5.1     76.4     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        3       28       32       32       35
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       22,921
COMMITMENTS
   4,110    1,098      963   17,655   20,348   22,728   22,409      193      512

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -933)
    -636       24       37     -312   -1,207     -911   -1,146      -22      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      4.8      4.2     77.0     88.8     99.2     97.8      0.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        6       27       31       33       39
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,634
COMMITMENTS
     360      714      642   18,632   18,278   19,634   19,634        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -1,014)
      26     -286      -78     -806     -650     -858   -1,014     -156        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.6      3.3     94.9     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       16       13       20       16
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      529,855
COMMITMENTS
       0   14,316   11,462  518,393  504,077  529,855  529,855        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     15,736)
       0      736   -1,472   18,312   16,472   16,840   15,736   -1,104        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      2.2     97.8     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       20       20       21       22
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       45,793
COMMITMENTS
   5,918      260    2,696   36,728   42,367   45,342   45,323      451      470

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        812)
    -132        0     -220    1,252      925      900      705      -88      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.6      5.9     80.2     92.5     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       19       21       24       24
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,315
COMMITMENTS
   3,564      371      486   11,839   14,175   15,889   15,032      426    1,283

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -487)
     -44        0        0     -443     -487     -487     -487        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      2.3      3.0     72.6     86.9     97.4     92.1      2.6      7.9

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      194,033
COMMITMENTS
  38,515        0        0  155,518  194,033  194,033  194,033        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -4,336)
    -776        0        0   -3,560   -4,336   -4,336   -4,336        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       18       19       18
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,055
COMMITMENTS
   1,431        0       44   10,086   11,164   11,561   11,208      494      847

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -261)
       0        0        0     -280      -89     -280      -89       19     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      0.0      0.4     83.7     92.6     95.9     93.0      4.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       19       17       22       18
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      107,654
COMMITMENTS
   7,001        0        0  100,653  107,654  107,654  107,654        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        784)
       0        0        0      784      784      784      784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      0.0     93.5    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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,873
COMMITMENTS
     584        0    1,079   22,210   22,794   23,873   23,873        0        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        235)
       0        0        0      235      235      235      235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      4.5     93.0     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       18       16       19
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       93,373
COMMITMENTS
   2,517   12,429   12,006   78,238   68,354   92,761   92,789      612      583

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:     -8,037)
    -447   -7,046      476   -7,967   -1,328   -7,938   -7,897      -99     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     13.3     12.9     83.8     73.2     99.3     99.4      0.7      0.6

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,260
COMMITMENTS
       0      850       50   27,910   27,240   27,960   28,140      300      120

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      235      175      235      175      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.2     98.8     96.4     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       20       16       21       17
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,605
COMMITMENTS
       0      900        0   24,305   23,345   24,305   24,245      300      360

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.0     98.8     94.9     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       11       19       12
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,781
COMMITMENTS
       0      100        0   24,781   24,641   24,781   24,741        0       40

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        100)
     -50      100        0      150        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0    100.0     99.4    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       22       15       22       16
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,919
COMMITMENTS
       0        0        0   21,670   21,904   21,670   21,904      249       15

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,990)
       0        0        0    1,990    1,990    1,990    1,990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.9     99.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       12       19       12
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,980
COMMITMENTS
       0        0        0   18,270   18,740   18,270   18,740      710      240

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.3     98.7     96.3     98.7      3.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       11       15       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,935
COMMITMENTS
       0        0        0   11,495   11,875   11,495   11,875      440       60

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:         85)
       0        0        0       85       85       85       85        0        0

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,847
COMMITMENTS
       0        0        0   12,547   12,847   12,547   12,847      300        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        355)
       0        0        0      355      355      355      355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.7    100.0     97.7    100.0      2.3      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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,282
COMMITMENTS
   2,065       70       50  113,047  115,162  115,162  115,282      120        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,763)
     100        0        0    2,663    2,763    2,763    2,763        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      138,367
COMMITMENTS
   1,965      250      520  135,867  137,597  138,352  138,367       15        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      3,730)
       0      -50        0    3,730    3,780    3,730    3,730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.2      0.4     98.2     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        3       39       37       43       41
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      147,025
COMMITMENTS
  17,342    4,226    6,913  122,492  135,801  146,747  146,940      278       85

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      2,928)
    -245     -245      486    2,737    2,687    2,978    2,928      -50       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      2.9      4.7     83.3     92.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       9        6        9       43       40       55       52
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,741
COMMITMENTS
   1,995    2,030    3,280   91,251   91,416   96,526   96,726      215       15

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,914)
      -5      300        5    1,914    1,609    1,914    1,914        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.1      3.4     94.3     94.5     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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,860
COMMITMENTS
     150      565        0   25,570   25,175   25,720   25,740      140      120

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        370)
       0        0        0      370      370      370      370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.2      0.0     98.9     97.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       27       11       28       12
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| 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 05/05/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       23,695
COMMITMENTS
       0      935      265   23,330   22,205   23,595   23,405      100      290

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -790)
       0        5      -30     -755     -725     -785     -750       -5      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      1.1     98.5     93.7     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       26       20       27       22
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,028
COMMITMENTS
   2,343    2,670      755   30,320   30,563   33,418   33,988      610       40

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:      1,035)
       0        0        0    1,035    1,035    1,035    1,035        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      7.8      2.2     89.1     89.8     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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,871
COMMITMENTS
   3,275        0        0   16,882   20,871   20,157   20,871      714        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        765)
    -300        0        0    1,065      765      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      0.0      0.0     80.9    100.0     96.6    100.0      3.4      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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,459
COMMITMENTS
     250      210      200   23,849   23,994   24,299   24,404      160       55

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        249)
       0        0        0      249      249      249      249        0        0

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       24       26       25
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,916
COMMITMENTS
     600      720        0   22,236   22,196   22,836   22,916       80        0

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      320      320      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.1      0.0     97.0     96.9     99.7    100.0      0.3      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 05/12/15          |
--------------------------------------------------------------| 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 05/05/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,728
COMMITMENTS
       0        0        0    9,948   10,688    9,948   10,688      780       40

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:        205)
       0        0        0      205      205      205      205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.7     99.6     92.7     99.6      7.3      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 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,325
COMMITMENTS
      25    2,460      290   27,910   25,335   28,225   28,085      100      240

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -430)
       0     -110        0     -400     -300     -400     -410      -30      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      8.7      1.0     98.5     89.4     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       27       21       29       23
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        9,751
COMMITMENTS
     975        0        0    7,420    9,616    8,395    9,616    1,356      135

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -405)
       0        0        0     -620     -445     -620     -445      215       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      0.0     76.1     98.6     86.1     98.6     13.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       17       16       17
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       11,011
COMMITMENTS
   1,997      100      240    8,354   10,471   10,591   10,811      420      200

CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST:       -539)
      36        0      -25     -235     -514     -224     -539     -315        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      0.9      2.2     75.9     95.1     96.2     98.2      3.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       15       17       17       20



Updated May 15, 2015