CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,037
COMMITMENTS
   9,326    3,815    1,529   14,122   19,693   24,977   25,037       60        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        517)
     -13       -9      126      400      400      512      517        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.2     15.2      6.1     56.4     78.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        5        4        9       10       23       17                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,397
COMMITMENTS
   4,889    6,464    1,339   23,168   21,594   29,397   29,397        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        392)
    -431        0      333      489       59      392      392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     22.0      4.6     78.8     73.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        3        9        7       16       14                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       40,187
COMMITMENTS
   2,100    4,802    4,979   33,108   30,406   40,187   40,187        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        -68)
     -50      -51     -100       82       83      -68      -68        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     11.9     12.4     82.4     75.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        3        9        8       16       14                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       42,066
COMMITMENTS
   6,790    4,762    4,940   30,336   32,364   42,066   42,066        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -1,128)
     556      -18     -287   -1,397     -822   -1,128   -1,128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     11.3     11.7     72.1     76.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        6        8       13       10       23       20                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,021,359
COMMITMENTS
 301,296  369,205  672,443  3012955  2967475  3986694  4009123   34,665   12,236

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     43,868)
     221     -915   12,114   31,199   32,481   43,534   43,680      334      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      9.2     16.7     74.9     73.8     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      38       39       60      141      115      209      184                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,450,814
COMMITMENTS
 132,911  135,721  1133053  1184253  1181420  2450217  2450194      598      621

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:    208,663)
   9,879   13,064  127,807   70,867   67,744  208,553  208,614      110       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      5.5     46.2     48.3     48.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      19       20       38       53       51       92       89                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,924
COMMITMENTS
   9,433    5,239    1,282  200,648  215,039  211,363  221,560   16,561    6,364

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     11,241)
     661    1,245     -841    9,181   11,146    9,001   11,550    2,240     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      2.3      0.6     88.0     94.3     92.7     97.2      7.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        5        3       33       29       39       36                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      109,100
COMMITMENTS
   4,341      111    2,263   97,339  103,599  103,943  105,973    5,157    3,127

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      4,503)
     674       91     -807    5,869    6,184    5,736    5,468   -1,233     -965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.1      2.1     89.2     95.0     95.3     97.1      4.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        3       23       29       26       32                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      207,032
COMMITMENTS
     215    8,527    2,187  195,617  186,168  198,019  196,882    9,013   10,150

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      2,270)
       0     -543      338    1,499    2,551    1,837    2,346      433      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      4.1      1.1     94.5     89.9     95.6     95.1      4.4      4.9

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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      625,085
COMMITMENTS
   6,968    1,657    6,674  605,483  613,513  619,125  621,844    5,960    3,241

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     13,426)
  -2,762      -12    1,004   15,795   13,564   14,037   14,556     -611   -1,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.3      1.1     96.9     98.1     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        4        6       52       40       59       47                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,847
COMMITMENTS
   8,470    4,087    4,049  314,815  322,737  327,334  330,873    8,513    4,974

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      7,945)
   3,529      717      641    3,844    7,383    8,014    8,741      -69     -796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.2      1.2     93.7     96.1     97.5     98.5      2.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        6        4       34       41       39       47                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,495
COMMITMENTS
   1,976    1,725    3,980  212,773  213,715  218,729  219,420    4,766    4,075

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      5,033)
       0     -601      321    5,508    5,255    5,829    4,975     -796       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.8      1.8     95.2     95.6     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        3        3       37       42       41       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      106,911
COMMITMENTS
       0    3,142    2,356   96,791   94,443   99,147   99,941    7,764    6,970

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     10,143)
    -436    3,142   -1,084   11,144    7,020    9,624    9,078      519    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      2.2     90.5     88.3     92.7     93.5      7.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       18       26       20       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,126
COMMITMENTS
     799    2,218    4,403   87,086   84,447   92,288   91,068    5,838    7,058

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      2,682)
    -249      163      668    2,548    1,272    2,967    2,103     -285      579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.3      4.5     88.7     86.1     94.1     92.8      5.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        4       27       24       32       29                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,202
COMMITMENTS
   1,590      810        0   19,151   20,361   20,741   21,171      461       31

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      3.8      0.0     90.3     96.0     97.8     99.9      2.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       12       10       13       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,161
COMMITMENTS
   2,236    2,779      651   64,104   57,306   66,991   60,736    7,170   13,425

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      3,499)
     488      880     -229    3,017    2,635    3,276    3,286      223      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      3.7      0.9     86.4     77.3     90.3     81.9      9.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       15       20       17                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      178,212
COMMITMENTS
       0    2,996        0  172,706  169,911  172,706  172,907    5,506    5,305

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      3,532)
       0        0        0    3,532    3,532    3,532    3,532        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     96.9     95.3     96.9     97.0      3.1      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,357
COMMITMENTS
       0        0        0   86,047   91,569   86,047   91,569    8,310    2,788

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      4,201)
       0        0        0    5,420    4,294    5,420    4,294   -1,219      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.2     97.0     91.2     97.0      8.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       17       19       17                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,019
COMMITMENTS
     518        0        0   15,974   16,523   16,492   16,523      527      496

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      4,576)
       0        0        0    4,576    4,824    4,576    4,824        0     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      0.0     93.9     97.1     96.9     97.1      3.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       13       15       15       15                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      355,782
COMMITMENTS
     420    1,452    4,614  341,590  338,100  346,624  344,166    9,158   11,616

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      5,818)
     120       -7       56    6,288    5,262    6,464    5,311     -646      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.4      1.3     96.0     95.0     97.4     96.7      2.6      3.3

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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,195
COMMITMENTS
   2,941    1,354    1,499   56,465   54,002   60,905   56,855    7,290   11,340

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        815)
  -1,863    1,354      219    2,772   -2,623    1,128   -1,050     -313    1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      2.0      2.2     82.8     79.2     89.3     83.4     10.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       19       17       21       19                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,897
COMMITMENTS
       0      680      662   54,900   52,302   55,562   53,644    4,335    6,253

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,407)
       0      181      -90    1,402    1,034    1,312    1,125       95      282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      1.1     91.7     87.3     92.8     89.6      7.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       14       17       15       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,360
COMMITMENTS
     882        0    1,500   60,267   62,856   62,649   64,356    2,711    1,004

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      5,053)
  -1,440        0    1,500    5,759    3,463    5,819    4,963     -766       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      2.3     92.2     96.2     95.9     98.5      4.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       15       19       17       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,408
COMMITMENTS
   5,774    6,819    1,836   90,829   89,484   98,439   98,139      969    1,269

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      9,808)
     450    1,800     -120   10,334    8,068   10,664    9,748     -856       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      6.9      1.8     91.4     90.0     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       9        5        1       28       27       38       32                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,940
COMMITMENTS
       0      868        0   79,450   78,267   79,450   79,135      490      805

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      8,386)
       0        0        0    8,570    8,628    8,570    8,628     -184     -242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     99.4     97.9     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       13       22       13       24                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,652
COMMITMENTS
   4,312      120    1,650  198,261  204,532  204,223  206,302    9,429    7,350

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      9,169)
     548   -2,537      637    8,117   10,482    9,302    8,582     -133      587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.1      0.8     92.8     95.7     95.6     96.6      4.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        2       36       34       39       36                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       19,524
COMMITMENTS
       0      599       31   18,117   17,297   18,148   17,927    1,376    1,597

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        303)
       0      329       31       93      765      124    1,125      179     -822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.2     92.8     88.6     93.0     91.8      7.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       12       13       13       15                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,301
COMMITMENTS
   2,723      483      922   42,502   53,476   46,147   54,881   13,154    4,420

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -1,148)
     976      150     -377   -1,319   -1,071     -720   -1,298     -428      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.8      1.6     71.7     90.2     77.8     92.5     22.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       14       15       16       16                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,149
COMMITMENTS
   1,552    8,346    2,663   88,831   80,759   93,046   91,768    6,103    7,381

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,963)
    -544    1,070        2    4,853    2,115    4,311    3,187   -2,348   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      8.4      2.7     89.6     81.5     93.8     92.6      6.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       24       27       26       31                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,813
COMMITMENTS
   4,147    2,440    1,138   92,961  101,420   98,246  104,998    9,567    2,815

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,199)
    -536      275      109      768    3,390      341    3,774      858   -2,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.3      1.1     86.2     94.1     91.1     97.4      8.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        3       21       17       25       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,053
COMMITMENTS
   5,564        0        0  102,940  109,254  108,504  109,254    3,549    2,799

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,959)
    -214        0        0    3,361    2,180    3,147    2,180   -1,188     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.0      0.0     91.9     97.5     96.8     97.5      3.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       19       24       19                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,766
COMMITMENTS
       0    1,182      490  101,849  103,319  102,339  104,991    6,427    3,775

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,802)
       0      630     -364    3,562    1,368    3,198    1,634   -1,396      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.5     93.6     95.0     94.1     96.5      5.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       17       20       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      168,092
COMMITMENTS
   1,022   15,997    1,937  151,313  144,605  154,272  162,539   13,820    5,553

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        177)
     847      -97      543   -1,585     -240     -195      206      372      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      9.5      1.2     90.0     86.0     91.8     96.7      8.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       28       26       30       29                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,697
COMMITMENTS
       0    2,449        0   16,577   13,855   16,577   16,304      120      393

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      2,652)
       0   -1,200        0    2,622    3,890    2,622    2,690       30      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.7      0.0     99.3     83.0     99.3     97.6      0.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       15       15       15       17                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,894
COMMITMENTS
     558    1,359        0   26,784   26,442   27,342   27,801      552       93

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        578)
       0      150        0      398      428      398      578      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      4.9      0.0     96.0     94.8     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       16       15       18       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,586
COMMITMENTS
     496        0        0   40,900   40,983   41,396   40,983    1,190    1,603

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,510)
       0        0        0    1,450    1,364    1,450    1,364       60      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.0     96.0     96.2     97.2     96.2      2.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       13       19       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      203,968
COMMITMENTS
   1,266    4,731    1,399  195,259  191,940  197,924  198,070    6,044    5,898

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,286)
      92     -726     -429    1,301    1,831      964      676      322      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.3      0.7     95.7     94.1     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        3       37       33       41       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       99,415
COMMITMENTS
       0        0        0   94,418   94,189   94,418   94,189    4,997    5,226

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      3,967)
       0        0        0    5,881    3,479    5,881    3,479   -1,914      488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.0     94.7     95.0     94.7      5.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       18       20       18                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,476
COMMITMENTS
   1,712        0        0   63,708   72,009   65,420   72,009   10,056    3,467

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      2,439)
   1,712        0        0      727    1,952    2,439    1,952        0      487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.0      0.0     84.4     95.4     86.7     95.4     13.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       19       18       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       84,250
COMMITMENTS
   3,404        0        0   74,659   79,870   78,063   79,870    6,187    4,380

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,070)
       0        0        0      838    1,070      838    1,070      232        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      0.0     88.6     94.8     92.7     94.8      7.3      5.2

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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      158,748
COMMITMENTS
  20,809    7,438   12,981  123,990  138,009  157,780  158,428      968      320

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      2,059)
     483      568      230    1,265    1,259    1,977    2,057       82        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      4.7      8.2     78.1     86.9     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      13       15       22       48       50       72       76                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       56,976
COMMITMENTS
     129    3,170      460   56,363   53,346   56,952   56,976       24        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        525)
      24     -104      -25      526      654      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      5.6      0.8     98.9     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        6        3       24       24       28       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      505,376
COMMITMENTS
       0   20,462    2,989  502,387  481,925  505,376  505,376        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      5,160)
       0    1,585        0    5,160    3,575    5,160    5,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.6     99.4     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       19       20       21       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,690,418
COMMITMENTS
  24,399   46,302   14,923  1651096  1629193  1690418  1690418        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      8,559)
     392   12,292   -4,680   12,847      947    8,559    8,559        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.7      0.9     97.7     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        7        4       37       43       46       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,553
COMMITMENTS
   1,325    2,689    1,576   69,652   68,288   72,553   72,553        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      3,131)
     601      979      153    2,377    1,999    3,131    3,131        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.7      2.2     96.0     94.1    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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      582,175
COMMITMENTS
   2,041    8,568    3,248  576,886  570,359  582,175  582,175        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:    -20,975)
   1,011        0     -674  -21,312  -20,301  -20,975  -20,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      1.5      0.6     99.1     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       21       19       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      487,545
COMMITMENTS
   1,969    3,040      392  485,184  484,113  487,545  487,545        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,633)
       0   -4,560        0    1,633    6,193    1,633    1,633        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.6      0.1     99.5     99.3    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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       45,583
COMMITMENTS
     802    1,826      277   43,612   42,374   44,691   44,477      892    1,106

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        269)
     -22        0        0      459      480      437      480     -168     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      4.0      0.6     95.7     93.0     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        2       25       24       30       28                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,342
COMMITMENTS
       0       40       60   50,710   50,999   50,770   51,099      572      243

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0      -45      -45      -45      -45        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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,583
COMMITMENTS
       0      655        0   64,920   64,826   64,920   65,481      663      102

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        183)
       0        0        0      175      185      175      185        8       -2

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:       45)
       0        1        0       36       35       36       36                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,709
COMMITMENTS
     100        0        0   18,474   18,589   18,574   18,589      135      120

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        -85)
       0        0        0       95      -55       95      -55     -180      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     98.7     99.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       20       22       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      250,768
COMMITMENTS
       0        0    1,176  249,592  249,592  250,768  250,768        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -5,096)
       0        0        0   -5,096   -5,096   -5,096   -5,096        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:       32)
       0        0        1       24       21       25       22                  
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,242
COMMITMENTS
   1,512      400        0    7,497    8,479    9,009    8,879      233      363

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        506)
      82      140        0      401      366      483      506       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      4.3      0.0     81.1     91.7     97.5     96.1      2.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       17       18       20       19                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,650
COMMITMENTS
   2,250      900        0    9,400   10,750   11,650   11,650        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        400)
       0      400        0      400        0      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3      7.7      0.0     80.7     92.3    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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,700
COMMITMENTS
       0      650        0   18,700   18,010   18,700   18,660        0       40

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,090)
       0        0        0    1,090    1,090    1,090    1,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0    100.0     96.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        0       24       22       24       25                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,535
COMMITMENTS
       0        0        0   17,220   17,475   17,220   17,475      315       60

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        820)
       0        0        0      820      820      820      820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.2     99.7     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       25       26       25       26                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,959
COMMITMENTS
       0      126        0   17,365   16,791   17,365   16,917      594    1,042

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,205)
       0        0        0    1,225    1,185    1,225    1,185      -20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     96.7     93.5     96.7     94.2      3.3      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       25       24       25       25                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,401
COMMITMENTS
      25    3,721      724   55,946   52,751   56,695   57,196      706      205

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,654)
      25     -271      500    1,137    1,523    1,662    1,752       -8      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.5      1.3     97.5     91.9     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        3       34       31       37       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,069
COMMITMENTS
      50    7,801    2,642   66,341   58,558   69,033   69,001       36       68

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,600)
     -76    1,075     -207    1,868      790    1,585    1,658       15      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     11.3      3.8     96.1     84.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        7        4       37       36       41       44                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,040
COMMITMENTS
     660        0        0   47,350   48,040   48,010   48,040       30        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,630)
      10        0        0    1,620    1,660    1,630    1,660        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     98.6    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       29       16       30       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,865
COMMITMENTS
     820        0        0   46,985   47,865   47,805   47,865       60        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        295)
      10        0        0      285      295      295      295        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:       35)
       1        0        0       30       18       31       18                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      328,382
COMMITMENTS
  25,870    3,104    3,208  299,304  322,070  328,382  328,382        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     10,622)
    -400        0      816   10,206    9,806   10,622   10,622        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      0.9      1.0     91.1     98.1    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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,565
COMMITMENTS
   3,492      749      394   20,485   23,082   24,371   24,225      194      340

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,156)
     544       84       21      591      966    1,156    1,071        0       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      3.0      1.6     83.4     94.0     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        4        3       24       32       29       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       36,160
COMMITMENTS
   2,096    1,692      665   33,399   33,803   36,160   36,160        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        746)
       0      719       51      695      -24      746      746        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      4.7      1.8     92.4     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        6        2       15       15       20       21                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      436,989
COMMITMENTS
       0    2,370        0  436,989  434,619  436,989  436,989        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,996)
       0        0        0    1,996    1,996    1,996    1,996        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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       32,964
COMMITMENTS
     636      553        0   32,242   31,923   32,878   32,476       86      488

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        384)
       0        0        0      384      384      384      384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,575
COMMITMENTS
   2,106       46      405   13,679   15,280   16,190   15,731      385      844

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:         77)
     -70      -20      108       59      -31       97       57      -20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      0.3      2.4     82.5     92.2     97.7     94.9      2.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       20       20       24       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      190,303
COMMITMENTS
  28,813        0    3,564  157,926  186,739  190,303  190,303        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -2,692)
   3,112        0        0   -5,804   -2,692   -2,692   -2,692        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      0.0      1.9     83.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       18       23       21       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,560
COMMITMENTS
     208      641       82   14,228   13,435   14,518   14,158       42      402

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        656)
       0      230        0      656      406      656      636        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      4.4      0.6     97.7     92.3     99.7     97.2      0.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       22       23       24       25                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      182,870
COMMITMENTS
   6,273        0    1,552  175,045  181,318  182,870  182,870        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     10,960)
  -2,720        0    1,552   12,128    9,408   10,960   10,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.8     95.7     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       23       21       25       22                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,683
COMMITMENTS
      78        0        0   17,605   17,683   17,683   17,683        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:         50)
      52        0        0       -2       50       50       50        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       17       17       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| 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 10/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      513,481
COMMITMENTS
  41,571   18,760   60,449  411,112  434,272  513,132  513,481      349        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      2,555)
   3,473      151   -1,623      832    4,027    2,683    2,555     -127        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      3.7     11.8     80.1     84.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       22       18       28       22                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| 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   22,730   22,460   22,730   23,035      510      205

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -60        0      -60        0       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     97.8     96.6     97.8     99.1      2.2      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 10/20/15          |
--------------------------------------------------------------| 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 10/13/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,019
COMMITMENTS
     250       50      100   23,669   23,869   24,019   24,019        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        460)
       0        0        0      475      460      475      460      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.2      0.4     98.5     99.4    100.0    100.0      0.0      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,904
COMMITMENTS
     250        0        0   22,444   22,904   22,694   22,904      210        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      275      275      275      275        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:       25)
       1        0        0       19       13       20       13                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,575
COMMITMENTS
       0      700        0   18,915   18,715   18,915   19,415      660      160

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     96.6     95.6     96.6     99.2      3.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13        7       13        9                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,345
COMMITMENTS
       0        0        0   12,960   13,135   12,960   13,135      385      210

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       90       60       90        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.1     98.4     97.1     98.4      2.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       22       11       22       11                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,212
COMMITMENTS
       0      200        0   13,752   13,802   13,752   14,002      460      210

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:         30)
       0      200        0       30     -140       30       60        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      0.0     96.8     97.1     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       23       12       23       13                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,000
COMMITMENTS
   3,560    1,140       50  104,390  106,690  108,000  107,880        0      120

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      2,390)
       0        0        0    2,390    2,390    2,390    2,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      1.1      0.0     96.7     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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      119,221
COMMITMENTS
   3,700    1,240      300  115,206  117,611  119,206  119,151       15       70

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      3,910)
     100        0        0    3,810    3,910    3,910    3,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.0      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      149,155
COMMITMENTS
  18,701   12,080    4,375  125,874  132,649  148,950  149,104      205       51

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:     -1,483)
     410       27      167   -2,118   -1,652   -1,541   -1,458       58      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.5      8.1      2.9     84.4     88.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      12        7       10       46       41       61       55                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      104,160
COMMITMENTS
   1,495    3,705    1,285  101,225   99,050  104,005  104,040      155      120

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:      1,423)
     350      400     -100    1,173    1,123    1,423    1,423        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.6      1.2     97.2     95.1     99.9     99.9      0.1      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,300
COMMITMENTS
     150      825      125   23,025   22,270   23,300   23,220        0       80

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        710)
       0        0        0      710      710      710      710        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      3.5      0.5     98.8     95.6    100.0     99.7      0.0      0.3

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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,490
COMMITMENTS
      50        0      125   19,285   19,285   19,460   19,410       30       80

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:         55)
       0        0        0       55      135       55      135        0      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.6     98.9     98.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       24       11       25       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,609
COMMITMENTS
     100      300        0   29,150   29,144   29,250   29,444      359      165

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        450)
     100        0        0      550      450      650      450     -200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.0      0.0     98.4     98.4     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        0       28       26       29       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       10,674
COMMITMENTS
       0        0        0   10,674   10,674   10,674   10,674        0        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        375)
       0        0        0      375      375      375      375        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:       21)
       0        0        0       17       16       17       16                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,841
COMMITMENTS
   3,053    2,020      300   27,182   28,480   30,535   30,800      306       41

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        935)
     385        0        0      895      935    1,280      935     -345        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      6.5      1.0     88.1     92.3     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        1       22       25       25       27                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,871
COMMITMENTS
   2,300        0        0   22,170   24,871   24,470   24,871      401        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        -55)
     300        0        0      -20      -55      280      -55     -335        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      0.0      0.0     89.1    100.0     98.4    100.0      1.6      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,391
COMMITMENTS
     170      290      170   29,784   29,915   30,124   30,375      267       16

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        211)
     -25       85        0      236      136      211      221        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.0      0.6     98.0     98.4     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       27       25       30       28                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,119
COMMITMENTS
       0      165      140   22,494   22,784   22,634   23,089      485       30

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:       -435)
       0        0        0     -425     -465     -425     -465      -10       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.6     97.3     98.6     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       25       25       26       26                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,317
COMMITMENTS
       0      715        0   18,118   17,282   18,118   17,997      199      320

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      260      275      260      275       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      0.0     98.9     94.3     98.9     98.3      1.1      1.7

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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,560
COMMITMENTS
       0        0        0   13,040   13,545   13,040   13,545      520       15

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        144)
       0        0        0      144      144      144      144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.2     99.9     96.2     99.9      3.8      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 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,919
COMMITMENTS
   2,249      900       10   33,285   34,934   35,544   35,844      375       75

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        370)
     -10        0       10      310      360      310      370       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      2.5      0.0     92.7     97.3     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        1       29       24       34       27                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,850
COMMITMENTS
   1,120        0        0   12,390   13,779   13,510   13,779      340       71

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        730)
       5        0        0      545      730      550      730      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      0.0      0.0     89.5     99.5     97.5     99.5      2.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       18       21       18                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,593
COMMITMENTS
   1,903       75        0   12,600   14,518   14,503   14,593       90        0

CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST:        730)
       5        0        0    1,015      730    1,020      730     -290        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      0.5      0.0     86.3     99.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       23       25       24       26                  



Updated October 23, 2015