CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,519
COMMITMENTS
   9,339    3,824    1,403   13,722   19,293   24,464   24,519       55        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,032)
       5       85      305      738      642    1,047    1,032      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     15.6      5.7     56.0     78.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        5        4        8       10       21       17                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,005
COMMITMENTS
   5,320    6,464    1,006   22,679   21,535   29,005   29,005        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -234)
      31        0       -4     -261     -230     -234     -234        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     22.3      3.5     78.2     74.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        2        8        7       16       13                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       40,255
COMMITMENTS
   2,150    4,853    5,079   33,026   30,323   40,255   40,255        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     12.1     12.6     82.0     75.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        4        8        7       16       14                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       43,193
COMMITMENTS
   6,233    4,780    5,227   31,733   33,186   43,193   43,193        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -340)
     261       39     -192     -409     -187     -340     -340        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     11.1     12.1     73.5     76.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        6        8       12       10       22       20                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,977,491
COMMITMENTS
 301,075  370,120  660,329  2981756  2934994  3943160  3965443   34,331   12,048

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     26,407)
  10,665  -15,323  -14,950   36,196   57,361   31,911   27,088   -5,504     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      9.3     16.6     75.0     73.8     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      34       42       59      141      117      207      187                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,242,151
COMMITMENTS
 123,032  122,657  1005246  1113386  1113676  2241664  2241579      487      572

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:    271,491)
  14,614   28,733   69,796  186,781  172,894  271,191  271,423      300       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      5.5     44.8     49.7     49.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       22       39       50       48       90       88                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,683
COMMITMENTS
   8,772    3,994    2,123  191,467  203,893  202,362  210,010   14,321    6,673

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      4,944)
     831      761     -474    5,383    5,199    5,740    5,486     -796     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      1.8      1.0     88.4     94.1     93.4     96.9      6.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        4        4       33       29       40       35                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      104,597
COMMITMENTS
   3,667       20    3,070   91,470   97,415   98,207  100,505    6,390    4,092

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      3,994)
   1,214     -549       67    3,165    4,965    4,446    4,483     -452     -489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      2.9     87.4     93.1     93.9     96.1      6.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        3       21       28       24       31                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      204,762
COMMITMENTS
     215    9,070    1,849  194,118  183,617  196,182  194,536    8,580   10,226

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      5,283)
     -28    1,096     -182    5,668    3,318    5,458    4,232     -175    1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      4.4      0.9     94.8     89.7     95.8     95.0      4.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       30       29       34       35                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      611,659
COMMITMENTS
   9,730    1,669    5,670  589,688  599,949  605,088  607,288    6,571    4,371

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      5,286)
     232      -67      611    4,531    5,569    5,374    6,113      -88     -827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.3      0.9     96.4     98.1     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        3        6       51       38       58       45                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      327,902
COMMITMENTS
   4,941    3,370    3,408  310,971  315,354  319,320  322,132    8,582    5,770

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      6,201)
   2,088     -492      325    3,278    5,463    5,691    5,296      510      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.0      1.0     94.8     96.2     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        5        5       36       41       42       48                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,462
COMMITMENTS
   1,976    2,326    3,659  207,265  208,460  212,900  214,445    5,562    4,017

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,390)
  -3,569      137       69    3,367    2,096     -133    2,302    1,523     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.1      1.7     94.9     95.4     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        3       37       41       41       44                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       96,768
COMMITMENTS
     436        0    3,440   85,647   87,423   89,523   90,863    7,245    5,905

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,514)
     436     -931        1    1,002    2,582    1,439    1,652       75     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      3.6     88.5     90.3     92.5     93.9      7.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       16       27       18       29                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       95,444
COMMITMENTS
   1,048    2,055    3,735   84,538   83,175   89,321   88,965    6,123    6,479

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,188)
     295      288       83      974    1,784    1,352    2,155      836       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.2      3.9     88.6     87.1     93.6     93.2      6.4      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        4       26       25       31       30                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,662
COMMITMENTS
   1,748    1,899      880   61,087   54,671   63,715   57,450    6,947   13,212

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,153)
      71       26      -89      183    1,830      165    1,767      988     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.7      1.2     86.4     77.4     90.2     81.3      9.8     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       17       16       19       18                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      174,680
COMMITMENTS
       0    2,996        0  169,174  166,379  169,174  169,375    5,506    5,305

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,872)
       0        0        0    3,174    3,440    3,174    3,440     -302     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     96.8     95.2     96.8     97.0      3.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       28       24       28       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,156
COMMITMENTS
       0        0        0   80,627   87,275   80,627   87,275    9,529    2,881

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,498)
       0        0        0    1,856    3,782    1,856    3,782      642   -1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.4     96.8     89.4     96.8     10.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       16       18       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       12,443
COMMITMENTS
     518        0        0   11,398   11,699   11,916   11,699      527      744

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,088)
     270        0        0      973    1,696    1,243    1,696     -155     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.0     91.6     94.0     95.8     94.0      4.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       14       12       16       12                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      349,964
COMMITMENTS
     300    1,459    4,558  335,302  332,838  340,160  338,855    9,804   11,109

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,192)
  -1,912    1,243   -1,148    7,115    1,006    4,055    1,101   -1,863    1,091

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      1.3     95.8     95.1     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        3        3       45       39       49       42                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,380
COMMITMENTS
   4,804        0    1,280   53,693   56,625   59,777   57,905    7,603    9,475

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,632)
     673     -240      210    1,614    3,380    2,497    3,350      135     -718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.0      1.9     79.7     84.0     88.7     85.9     11.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       17       17       19       19                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,490
COMMITMENTS
       0      499      752   53,498   51,268   54,250   52,519    4,240    5,971

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,733)
       0       62      -68    1,832    1,618    1,764    1,612      -31      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      1.3     91.5     87.7     92.8     89.8      7.2     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       17       16       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,307
COMMITMENTS
   2,322        0        0   54,508   59,393   56,830   59,393    3,477      914

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,118)
       0        0        0      752    1,118      752    1,118      366        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.0     90.4     98.5     94.2     98.5      5.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       15       15       15                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,600
COMMITMENTS
   5,324    5,019    1,956   80,495   81,416   87,775   88,391    1,825    1,209

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,018)
       0        0        0    2,018    2,018    2,018    2,018        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      5.6      2.2     89.8     90.9     98.0     98.7      2.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        5        1       27       25       36       30                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,554
COMMITMENTS
       0      868        0   70,880   69,639   70,880   70,507      674    1,047

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,668)
       0        0        0    2,428    2,488    2,428    2,488      240      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     99.1     97.3     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       12       20       12       22                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      204,483
COMMITMENTS
   3,764    2,657    1,013  190,144  194,050  194,921  197,720    9,562    6,763

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      4,915)
       0    1,857     -251    2,238    3,466    1,987    5,072    2,928     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.3      0.5     93.0     94.9     95.3     96.7      4.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        2       36       35       39       37                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       19,221
COMMITMENTS
       0      270        0   18,024   16,532   18,024   16,802    1,197    2,419

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:         30)
       0       30        0       30     -120       30      -90        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.0     93.8     86.0     93.8     87.4      6.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       11       12       12                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,449
COMMITMENTS
   1,747      333    1,299   43,821   54,547   46,867   56,179   13,582    4,270

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     -1,759)
  -1,263     -338      617   -2,181   -3,410   -2,827   -3,131    1,068    1,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.6      2.1     72.5     90.2     77.5     92.9     22.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       13       14       15       16                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,186
COMMITMENTS
   2,096    7,276    2,661   83,978   78,644   88,735   88,581    8,451    8,605

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      4,545)
     -17    2,140      -89    3,775    2,896    3,669    4,947      876     -402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      7.5      2.7     86.4     80.9     91.3     91.1      8.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       17       23       19       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,614
COMMITMENTS
   4,683    2,165    1,029   92,193   98,030   97,905  101,224    8,709    5,390

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,875)
     178      302     -151    2,019    1,185    2,046    1,336     -171      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      2.0      1.0     86.5     91.9     91.8     94.9      8.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       19       16       23       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,094
COMMITMENTS
   5,778        0        0   99,579  107,074  105,357  107,074    4,737    3,020

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,467)
     -93        0        0    1,282    2,157    1,189    2,157    1,278      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.0      0.0     90.4     97.3     95.7     97.3      4.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       17       22       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,964
COMMITMENTS
       0      552      854   98,287  101,951   99,141  103,357    7,823    3,607

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        882)
       0      543        0    1,192    1,102    1,192    1,645     -310     -763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.8     91.9     95.3     92.7     96.6      7.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       16       14       17       15                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      167,915
COMMITMENTS
     175   16,094    1,394  152,898  144,845  154,467  162,333   13,448    5,582

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        913)
  -1,161     -354      520    1,527      601      886      767       27      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      9.6      0.8     91.1     86.3     92.0     96.7      8.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       28       25       30       28                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       14,045
COMMITMENTS
       0    3,649        0   13,955    9,965   13,955   13,614       90      431

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     26.0      0.0     99.4     71.0     99.4     96.9      0.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       11       10       13                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,316
COMMITMENTS
     558    1,209        0   26,386   26,014   26,944   27,223      372       93

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      3,060)
       0        0        0    3,060    3,060    3,060    3,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      4.4      0.0     96.6     95.2     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       16       16       18       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,076
COMMITMENTS
     496        0        0   39,450   39,619   39,946   39,619    1,130    1,457

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        608)
       0        0        0      608      608      608      608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     96.0     96.5     97.2     96.5      2.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       11       17       11                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      202,682
COMMITMENTS
   1,174    5,457    1,828  193,958  190,109  196,960  197,394    5,722    5,288

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,722)
     -34      996      467    1,233      521    1,666    1,984       56     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.7      0.9     95.7     93.8     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        5       36       33       42       39                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       95,448
COMMITMENTS
       0        0        0   88,537   90,710   88,537   90,710    6,911    4,738

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,289)
       0        0        0    3,088    2,319    3,088    2,319     -799      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.8     95.0     92.8     95.0      7.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       19       20       19                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       73,037
COMMITMENTS
       0        0        0   62,981   70,057   62,981   70,057   10,056    2,980

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,638)
       0        0        0      751    1,513      751    1,513      887      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.2     95.9     86.2     95.9     13.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       18       16       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       83,180
COMMITMENTS
   3,404        0        0   73,821   78,800   77,225   78,800    5,955    4,380

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      0.0     88.7     94.7     92.8     94.7      7.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13        9       14        9                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      156,689
COMMITMENTS
  20,326    6,870   12,752  122,725  136,750  155,803  156,371      886      318

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      9,439)
    -184      723    2,372    6,935    6,217    9,124    9,313      315      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      4.4      8.1     78.3     87.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12       15       22       48       50       72       75                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       56,451
COMMITMENTS
     105    3,274      485   55,837   52,692   56,427   56,451       24        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,981)
      -9      279       40    1,926    1,662    1,957    1,981       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.8      0.9     98.9     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        7        3       23       23       27       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      500,216
COMMITMENTS
       0   18,877    2,989  497,227  478,350  500,216  500,216        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      7,300)
       0      387        0    7,300    6,913    7,300    7,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.8      0.6     99.4     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        4        2       19       21       21       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,681,859
COMMITMENTS
  24,007   34,010   19,603  1638249  1628246  1681859  1681859        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     28,349)
     401    6,272        0   27,948   22,077   28,349   28,349        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.0      1.2     97.4     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        6        4       37       42       45       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,422
COMMITMENTS
     724    1,710    1,423   67,275   66,289   69,422   69,422        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      3,661)
      23      329      439    3,198    2,892    3,661    3,661        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      2.5      2.1     96.9     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        7        5       22       22       27       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      603,150
COMMITMENTS
   1,030    8,568    3,922  598,198  590,660  603,150  603,150        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,492)
    -952        0      648    1,796      844    1,492    1,492        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.4      0.7     99.2     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       20       18       22       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      485,912
COMMITMENTS
   1,969    7,600      392  483,551  477,920  485,912  485,912        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      8,669)
   1,568        0        0    7,101    8,669    8,669    8,669        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.6      0.1     99.5     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        1       31       32       34       34                  
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       45,314
COMMITMENTS
     824    1,826      277   43,153   41,894   44,254   43,997    1,060    1,317

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        613)
     123        0        0      470      613      593      613       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      4.0      0.6     95.2     92.5     97.7     97.1      2.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        2       24       23       29       27                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,387
COMMITMENTS
       0       40       60   50,755   51,044   50,815   51,144      572      243

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        -55)
       0        0        0      -55      -55      -55      -55        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.1     98.8     99.3     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        1        1       36       33       37       34                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,400
COMMITMENTS
       0      655        0   64,745   64,641   64,745   65,296      655      104

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -405)
       0        0        0     -420     -405     -420     -405       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     99.0     98.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        1        0       36       34       36       35                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,794
COMMITMENTS
     100        0        0   18,379   18,644   18,479   18,644      315      150

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     -1,530)
       0        0        0   -1,825   -1,680   -1,825   -1,680      295      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     97.8     99.2     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       19       21       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      255,864
COMMITMENTS
       0        0    1,176  254,688  254,688  255,864  255,864        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     -8,800)
    -768        0        0   -8,032   -8,800   -8,800   -8,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.5     99.5     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        1       23       21       24       22                  
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,736
COMMITMENTS
   1,430      260        0    7,096    8,113    8,526    8,373      210      363

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -947)
    -126        0        0     -864   -1,160     -990   -1,160       43      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      3.0      0.0     81.2     92.9     97.6     95.8      2.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       17       20       18                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,250
COMMITMENTS
   2,250      500        0    9,000   10,750   11,250   11,250        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -350)
    -150      500        0     -200     -850     -350     -350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      4.4      0.0     80.0     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11       12       12       13                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,610
COMMITMENTS
       0      650        0   17,610   16,920   17,610   17,570        0       40

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     -1,385)
       0     -100        0   -1,385   -1,275   -1,385   -1,375        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.7      0.0    100.0     96.1    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        0       24       21       24       24                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,715
COMMITMENTS
       0        0        0   16,400   16,655   16,400   16,655      315       60

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        313)
       0       -5      -25      353      283      328      253      -15       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.1     99.6     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       24       25       24       25                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,754
COMMITMENTS
       0      126        0   16,140   15,606   16,140   15,732      614    1,022

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -566)
       0        0        0     -587     -779     -587     -779       21      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.0     96.3     93.1     96.3     93.9      3.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       26       24       26       25                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,747
COMMITMENTS
       0    3,992      224   54,809   51,228   55,033   55,444      714      303

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      3,489)
       0     -170       32    3,449    3,529    3,481    3,391        8       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.2      0.4     98.3     91.9     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        2       33       30       35       32                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       67,469
COMMITMENTS
     126    6,726    2,849   64,473   57,768   67,448   67,343       21      126

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      2,831)
      55      512      441    2,335    1,888    2,831    2,841        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     10.0      4.2     95.6     85.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        6        4       35       34       39       42                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,410
COMMITMENTS
     650        0        0   45,730   46,380   46,380   46,380       30       30

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       29       14       30       14                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,570
COMMITMENTS
     810        0        0   46,700   47,570   47,510   47,570       60        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        245)
       0        0        0      245      245      245      245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     98.2    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       29       18       30       18                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      317,760
COMMITMENTS
  26,270    3,104    2,392  289,098  312,264  317,760  317,760        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     -1,612)
  -3,201        0        0    1,589   -1,612   -1,612   -1,612        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      1.0      0.8     91.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        2       28       32       31       37                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,408
COMMITMENTS
   2,948      665      373   19,893   22,116   23,214   23,153      194      255

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        474)
     196       46       44      231      364      471      453        3       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      2.8      1.6     85.0     94.5     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        4        3       24       33       29       39                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       35,414
COMMITMENTS
   2,096      973      614   32,704   33,827   35,414   35,414        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        946)
       0      183      -29      975      792      946      946        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      2.7      1.7     92.3     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        6        2       16       14       21       20                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      434,993
COMMITMENTS
       0    2,370        0  434,993  432,623  434,993  434,993        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      7,084)
       0        0        0    7,084    7,084    7,084    7,084        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       15       21       16                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       32,580
COMMITMENTS
     636      553        0   31,858   31,539   32,494   32,092       86      488

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        295)
       0        0        0      295      295      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      1.7      0.0     97.8     96.8     99.7     98.5      0.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       17       19       19       21                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,498
COMMITMENTS
   2,176       66      297   13,620   15,311   16,093   15,674      405      824

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        524)
     187      -40       -3      340      526      524      483        0       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      0.4      1.8     82.6     92.8     97.5     95.0      2.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       19       19       23       21                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      192,995
COMMITMENTS
  25,701        0    3,564  163,730  189,431  192,995  192,995        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      6,953)
   2,335        0        0    4,618    6,953    6,953    6,953        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      0.0      1.8     84.8     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       18       22       21       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,904
COMMITMENTS
     208      411       82   13,572   13,029   13,862   13,522       42      382

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,612)
    -100       63      -63    1,755    1,694    1,592    1,694       20      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.0      0.6     97.6     93.7     99.7     97.3      0.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       21       22       23       24                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      171,910
COMMITMENTS
   8,993        0        0  162,917  171,910  171,910  171,910        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:     19,855)
   5,497        0        0   14,358   19,855   19,855   19,855        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.0      0.0     94.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       23       21       25       21                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,633
COMMITMENTS
      26        0        0   17,607   17,633   17,633   17,633        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        488)
      26        0        0      462      488      488      488        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       17       16       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,430
COMMITMENTS
       0      700        0    7,965    7,680    7,965    8,380      465       50

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:          0)
       0      100        0        0     -115        0      -15        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.3      0.0     94.5     91.1     94.5     99.4      5.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       11       15       12                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      510,926
COMMITMENTS
  38,098   18,609   62,072  410,280  430,246  510,450  510,926      476        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:    320,902)
  20,206   13,123   38,083  263,639  270,096  321,928  321,302   -1,026     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      3.6     12.1     80.3     84.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       21       18       27       22                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,240
COMMITMENTS
       0      575        0   22,790   22,460   22,790   23,035      450      205

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:         70)
       0        0        0      -15      105      -15      105       85      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     98.1     96.6     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       15       21       16                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,540
COMMITMENTS
       0      600        0   19,920   19,675   19,920   20,275      620      265

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        335)
       0        0        0      250      370      250      370       85      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      0.0     97.0     95.8     97.0     98.7      3.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       12       17       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,559
COMMITMENTS
     250       50      100   23,194   23,409   23,544   23,559       15        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        165)
    -100       50      100      270       15      270      165     -105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.2      0.4     98.5     99.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       24       21       26       22                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,629
COMMITMENTS
     250        0        0   22,169   22,629   22,419   22,629      210        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     98.0    100.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       12       20       12                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,285
COMMITMENTS
       0        0        0   12,900   13,045   12,900   13,045      385      240

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        980)
       0        0        0      940      980      940      980       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.1     98.2     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22        9       22        9                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,182
COMMITMENTS
       0        0        0   13,722   13,942   13,722   13,942      460      240

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,230)
       0        0        0    1,190    1,230    1,190    1,230       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.8     98.3     96.8     98.3      3.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       23       11       23       11                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      105,610
COMMITMENTS
   3,560    1,140       50  102,000  104,300  105,610  105,490        0      120

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,180)
       0       50        0    1,180    1,010    1,180    1,060        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      1.1      0.0     96.6     98.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        1       35       34       38       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,311
COMMITMENTS
   3,600    1,240      300  111,396  113,701  115,296  115,241       15       70

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      3,130)
     100      150      100    2,930    2,880    3,130    3,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.1      0.3     96.6     98.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        3       40       35       45       41                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      150,638
COMMITMENTS
  18,291   12,053    4,208  127,992  134,300  150,491  150,562      147       76

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,622)
    -267      597      625    1,242      393    1,600    1,615       22        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      8.0      2.8     85.0     89.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11        7        9       46       41       60       54                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      102,737
COMMITMENTS
   1,145    3,305    1,385  100,052   97,927  102,582  102,617      155      120

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        577)
     -30        0       30      517      607      517      637       60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      3.2      1.3     97.4     95.3     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        4       41       35       47       40                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,590
COMMITMENTS
     150      825      125   22,315   21,560   22,590   22,510        0       80

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        450)
      50       50      -25      425      425      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.7      0.6     98.8     95.4    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       26       14       27       17                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,435
COMMITMENTS
      50        0      125   19,230   19,150   19,405   19,275       30      160

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.6     98.9     98.5     99.8     99.2      0.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       24       10       25       11                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,159
COMMITMENTS
       0      300        0   28,600   28,694   28,600   28,994      559      165

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        305)
       0        0        0      245      365      245      365       60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     98.1     98.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       27       26       27       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       10,299
COMMITMENTS
       0        0        0   10,299   10,299   10,299   10,299        0        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -330)
       0      -50        0     -330     -280     -330     -330        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       16       16       16                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,906
COMMITMENTS
   2,668    2,020      300   26,287   27,545   29,255   29,865      651       41

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        -14)
      75        0        0      -89      -14      -14      -14        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      6.8      1.0     87.9     92.1     97.8     99.9      2.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       20       25       23       27                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,926
COMMITMENTS
   2,000        0        0   22,190   24,926   24,190   24,926      736        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        385)
      60        0        0      325      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      0.0      0.0     89.0    100.0     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       17       22       19       22                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,180
COMMITMENTS
     195      205      170   29,548   29,779   29,913   30,154      267       26

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,155)
    -120        0        0    1,425    1,155    1,305    1,155     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.7      0.6     97.9     98.7     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       26       24       29       26                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,554
COMMITMENTS
       0      165      140   22,919   23,249   23,059   23,554      495        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        685)
       0       10        0      675      675      675      685       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.6     97.3     98.7     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       25       24       26       25                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,042
COMMITMENTS
       0      715        0   17,858   17,007   17,858   17,722      184      320

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:      1,370)
       0       75        0    1,370    1,295    1,370    1,370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.0     99.0     94.3     99.0     98.2      1.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       17       17       17       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,416
COMMITMENTS
       0        0        0   12,896   13,401   12,896   13,401      520       15

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      630      630      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     99.9     96.1     99.9      3.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       14       17       14                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,549
COMMITMENTS
   2,259      900        0   32,975   34,574   35,234   35,474      315       75

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        430)
     384        0        0      160      550      544      550     -114     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      2.5      0.0     92.8     97.3     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        0       28       24       33       26                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,120
COMMITMENTS
   1,115        0        0   11,845   13,049   12,960   13,049      160       71

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:       -180)
      24        0        0     -204     -180     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      0.0      0.0     90.3     99.5     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       19       20       19                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,863
COMMITMENTS
   1,898       75        0   11,585   13,788   13,483   13,863      380        0

CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST:        350)
      24        0        0      326      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      0.5      0.0     83.6     99.5     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       23       21       24                  



Updated October 16, 2015