CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       26,198
COMMITMENTS
  11,081    3,878    1,345   13,727   20,975   26,153   26,198       45        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:      2,684)
   2,262     -134      -48      465    2,866    2,679    2,684        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3     14.8      5.1     52.4     80.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        4        5        9        9       26       17                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,994
COMMITMENTS
   4,580    7,039    1,361   20,054   17,594   25,994   25,994        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -570)
    -452      525      -25      -93   -1,070     -570     -570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6     27.1      5.2     77.1     67.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        6        9       10       19       19                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       39,385
COMMITMENTS
   2,450    4,975    4,704   32,231   29,706   39,385   39,385        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     12.6     11.9     81.8     75.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        6        5        8        7       17       15                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       60,058
COMMITMENTS
   3,343    5,143    5,515   48,100   38,801   56,958   49,458    3,100   10,600

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:      5,930)
     131        5      633    3,365    3,491    4,130    4,130    1,800    1,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      8.6      9.2     80.1     64.6     94.8     82.4      5.2     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       8        8        9       14       12       27       24                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,857,256
COMMITMENTS
 394,077  381,289  627,059  2803079  2838775  3824215  3847123   33,041   10,133

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     31,304)
  26,444   20,471  -37,675   43,716   52,511   32,485   35,307   -1,181   -4,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      9.9     16.3     72.7     73.6     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      27       43       57      137      117      201      181                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,900,824
COMMITMENTS
 159,262  138,811  1484277  1256514  1276652  2900053  2899739      770    1,084

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    444,489)
  13,908   18,235  292,862  137,267  132,924  444,038  444,021      451      468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      4.8     51.2     43.3     44.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      23       22       43       50       48       95       91                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,509
COMMITMENTS
   6,857    9,482    2,471  200,134  207,517  209,462  219,470   18,047    8,039

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -11,677)
     121   -1,342      107  -18,297  -13,427  -18,069  -14,662    6,392    2,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      4.2      1.1     88.0     91.2     92.1     96.5      7.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        5        4       33       24       38       31                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,231
COMMITMENTS
     558      982    1,912   93,908   99,464   96,378  102,358    8,853    2,873

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -8,575)
    -183      982      -89   -9,455   -8,609   -9,727   -7,716    1,152     -859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.9      1.8     89.2     94.5     91.6     97.3      8.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        3       24       28       27       31                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      210,151
COMMITMENTS
   7,194    5,995    3,178  184,944  193,533  195,316  202,706   14,835    7,445

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -11,275)
   1,266    1,343   -1,027  -13,072  -10,663  -12,833  -10,347    1,558     -928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      2.9      1.5     88.0     92.1     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        3       26       29       30       35                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      601,135
COMMITMENTS
   8,054    7,435    5,160  578,666  582,618  591,880  595,213    9,255    5,922

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -26,664)
   6,591    1,070      786  -35,197  -29,042  -27,820  -27,186    1,156      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.2      0.9     96.3     96.9     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        3        4       48       38       54       42                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,694
COMMITMENTS
   6,910    3,605    7,340  288,893  294,953  303,143  305,898    9,551    6,796

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -10,011)
  -3,055     -379     -653  -10,807   -9,186  -14,515  -10,218    4,504      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.2      2.3     92.4     94.3     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        3        5       33       38       40       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,556
COMMITMENTS
   2,294    2,599    2,309  225,254  217,692  229,857  222,600    4,699   11,956

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -14,141)
    -933      -25     -452  -13,051  -22,666  -14,436  -23,143      295    9,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.1      1.0     96.0     92.8     98.0     94.9      2.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        4       34       39       39       43                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       99,824
COMMITMENTS
       0    3,875    1,030   93,225   87,816   94,255   92,721    5,569    7,103

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -8,282)
       0   -3,895     -487   -7,690   -3,704   -8,177   -8,086     -105     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      1.0     93.4     88.0     94.4     92.9      5.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        2       14       25       16       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,296
COMMITMENTS
     360    4,014    1,849   98,294   93,068  100,503   98,931    4,793    6,365

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,742)
     -73      379     -558   -4,276   -4,359   -4,907   -4,538      165     -204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      3.8      1.8     93.4     88.4     95.4     94.0      4.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        5        4       35       29       40       34                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,611
COMMITMENTS
     172    2,389    1,787   60,560   53,968   62,519   58,144    9,092   13,467

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -6,700)
      -2     -922     -148   -6,097   -6,772   -6,247   -7,842     -453    1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.3      2.5     84.6     75.4     87.3     81.2     12.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       14       20       16                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      166,131
COMMITMENTS
       0    2,782        0  161,382  157,625  161,382  160,407    4,749    5,724

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -11,076)
       0        0        0  -10,589  -10,548  -10,589  -10,548     -487     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     97.1     94.9     97.1     96.6      2.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       28       20       28       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,674
COMMITMENTS
       0        0        0   82,641   88,684   82,641   88,684    8,033    1,990

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -5,334)
       0        0        0   -5,277   -4,683   -5,277   -4,683      -57     -651

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       19       17       19       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      335,342
COMMITMENTS
   5,723    2,577    4,446  312,645  316,086  322,814  323,109   12,528   12,233

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -19,181)
   1,757     -428     -577  -25,993  -22,139  -24,813  -23,144    5,632    3,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.8      1.3     93.2     94.3     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        1        2       45       39       48       42                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,344
COMMITMENTS
   2,438      907    1,294   43,750   47,444   47,482   49,645    9,862    7,699

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,992)
     268   -1,021      203   -6,744   -2,472   -6,273   -3,290    1,281   -1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      1.6      2.3     76.3     82.7     82.8     86.6     17.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       17       18       19       20                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,509
COMMITMENTS
     768        0      579   60,253   59,835   61,600   60,414    3,909    5,095

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,358)
     479        0     -602   -3,729   -3,158   -3,852   -3,760     -506     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.9     92.0     91.3     94.0     92.2      6.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       17       16       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,701
COMMITMENTS
   1,960        0        0   52,903   57,237   54,863   57,237    3,838    1,464

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -41,270)
 -22,661  -14,291        0  -19,780  -25,770  -42,441  -40,061    1,171   -1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.0     90.1     97.5     93.5     97.5      6.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       13       15       15       15                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,817
COMMITMENTS
  24,993   14,322      248   73,863   84,441   99,104   99,011      713      806

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -44,915)
  -2,007   -7,052   -3,358  -38,263  -33,941  -43,628  -44,351   -1,287     -564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.0     14.3      0.2     74.0     84.6     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9       10        1       32       22       42       32                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,117
COMMITMENTS
   2,883        0        0   64,583   67,044   67,466   67,044      651    1,073

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -16,252)
    -455        0     -240  -15,962  -16,260  -16,657  -16,500      405      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.0     94.8     98.4     99.0     98.4      1.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       13       21       14       21                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,754
COMMITMENTS
   4,906        0    1,219  195,474  197,166  201,599  198,385    6,155    9,369

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -10,737)
  -1,061   -1,736     -121   -9,329   -8,420  -10,511  -10,277     -226     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.6     94.1     94.9     97.0     95.5      3.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        0        1       36       35       38       36                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       17,199
COMMITMENTS
       0    1,302        0   16,649   13,041   16,649   14,343      550    2,856

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -3,624)
       0   -1,140     -120   -2,962   -2,345   -3,082   -3,605     -542      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.6      0.0     96.8     75.8     96.8     83.4      3.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       10       12       12                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,804
COMMITMENTS
     500   10,469    2,014   90,975   75,352   93,489   87,835    7,315   12,969

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -6,009)
     500   -1,537     -221   -7,692   -5,673   -7,413   -7,431    1,404    1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     10.4      2.0     90.2     74.8     92.7     87.1      7.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       19       24       21       28                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,397
COMMITMENTS
   9,084        0    1,441   82,949   98,889   93,474  100,330    8,923    2,067

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -5,974)
   3,482        0      585   -8,879   -5,662   -4,812   -5,077   -1,162     -897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      0.0      1.4     81.0     96.6     91.3     98.0      8.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        2       19       19       24       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,164
COMMITMENTS
   2,996        0        0  103,342  107,385  106,338  107,385    4,826    3,779

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,981)
  -1,085     -403        0   -5,695   -4,447   -6,780   -4,850    1,799     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     93.0     96.6     95.7     96.6      4.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       19       15       20       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,074
COMMITMENTS
       0      955      514  101,495  104,284  102,009  105,753    6,065    2,321

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -6,857)
    -453       62     -421   -5,760   -6,188   -6,634   -6,547     -223     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.5     93.9     96.5     94.4     97.9      5.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       17       15       19       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,923
COMMITMENTS
       0    7,215    1,910  124,701  123,630  126,611  132,755   17,312   11,168

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -16,591)
       0   -8,993       68  -19,058   -8,358  -18,990  -17,283    2,399      692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      1.3     86.6     85.9     88.0     92.2     12.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        5        3       26       22       29       27                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,315
COMMITMENTS
       0    3,317        0   18,067   14,750   18,067   18,067      248      248

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -6,758)
       0     -120        0   -6,608   -6,368   -6,608   -6,488     -150     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     18.1      0.0     98.6     80.5     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        0       11       12       11       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,233
COMMITMENTS
       0      496        0   38,394   38,447   38,394   38,943    1,839    1,290

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -7,298)
    -360     -300        0   -6,095   -6,976   -6,455   -7,276     -843      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     95.4     95.6     95.4     96.8      4.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       13       14       13       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      183,290
COMMITMENTS
       0    6,126      610  175,006  168,791  175,616  175,527    7,674    7,763

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -12,495)
       0     -375     -569  -12,676  -11,440  -13,245  -12,384      750     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.3      0.3     95.5     92.1     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        5        2       36       33       38       38                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       93,245
COMMITMENTS
       0        0        0   85,734   88,411   85,734   88,411    7,511    4,834

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -8,053)
    -279        0        0   -8,645   -7,729   -8,924   -7,729      871     -324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.9     94.8     91.9     94.8      8.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       19       19       19                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       73,555
COMMITMENTS
       0        0        0   61,845   64,479   61,845   64,479   11,710    9,076

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,833)
       0        0        0   -5,345   -5,058   -5,345   -5,058      512      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     84.1     87.7     84.1     87.7     15.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       16       15       16                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       72,816
COMMITMENTS
       0        0        0   65,696   68,832   65,696   68,832    7,120    3,984

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -2,351)
    -248        0        0   -2,115   -1,701   -2,363   -1,701       12     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.2     94.5     90.2     94.5      9.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       16       20       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       88,750
COMMITMENTS
   3,772        0        0   76,610   82,112   80,382   82,112    8,368    6,638

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,720)
    -310        0        0   -8,168   -6,057   -8,478   -6,057    3,758    1,337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.0      0.0     86.3     92.5     90.6     92.5      9.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       10       15       10                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      159,966
COMMITMENTS
  23,064   11,806   14,347  121,875  133,408  159,286  159,561      680      405

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -3,380)
     721      741     -594   -3,484   -3,554   -3,357   -3,407      -23       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      7.4      9.0     76.2     83.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13       16       23       50       52       76       78                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       51,391
COMMITMENTS
   1,166      477      445   49,781   50,470   51,391   51,391        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:      4,475)
     102      -36       38    4,334    4,473    4,475    4,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.9      0.9     96.9     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        4       26       24       31       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      449,064
COMMITMENTS
   3,925    7,996    2,539  442,600  438,529  449,064  449,064        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     42,651)
     101   -1,572      931   41,619   43,292   42,651   42,651        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.8      0.6     98.6     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       18       17       20       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,573,657
COMMITMENTS
  46,185   56,847   23,080  1504392  1493730  1573657  1573657        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -56,293)
   9,763    4,305     -437  -65,619  -60,161  -56,293  -56,293        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.6      1.5     95.6     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        7        4       38       39       44       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,497
COMMITMENTS
   2,647    2,968    1,003   64,847   64,527   68,497   68,497        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -2,569)
     591      489     -429   -2,731   -2,605   -2,569   -2,545        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      4.3      1.5     94.7     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        5        4       20       19       26       26                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      529,044
COMMITMENTS
       0   12,008    4,000  525,044  513,036  529,044  529,044        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -35,022)
       0    1,650     -674  -34,348  -35,998  -35,022  -35,022        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.8     99.2     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       20       19       21       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      430,280
COMMITMENTS
       0    1,544        0  430,280  428,736  430,280  430,280        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -20,393)
       0      784        0  -20,393  -21,177  -20,393  -20,393        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        2        0       27       31       27       33                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,082
COMMITMENTS
     446    1,027      298   39,336   38,629   40,080   39,954    1,002    1,128

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,925)
     -60     -320        0   -1,868   -1,953   -1,928   -2,273        3      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.5      0.7     95.7     94.0     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        2       30       25       36       28                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,777
COMMITMENTS
       7        0       98   48,514   48,632   48,619   48,730      158       47

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -3,950)
       7        0       98   -4,039   -3,970   -3,934   -3,872      -16      -78

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        0        1       37       31       38       32                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,846
COMMITMENTS
      50        0        0   64,547   64,710   64,597   64,710      249      136

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,547)
       0        0        0   -4,531   -4,578   -4,531   -4,578      -16       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     99.5     99.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        0        0       36       33       37       33                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,062
COMMITMENTS
       0        0        0   16,752   16,932   16,752   16,932      310      130

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,228)
       0        0        0   -1,398   -1,238   -1,398   -1,238      170       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.2     99.2     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       17       20       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      239,880
COMMITMENTS
     392        0        0  239,488  239,880  239,880  239,880        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -2,688)
       0        0        0   -2,688   -2,688   -2,688   -2,688        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       25       21       26       21                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,124
COMMITMENTS
   1,108       44        0    6,931    7,609    8,039    7,653       85      471

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,077)
    -160     -140        0     -879     -979   -1,039   -1,119      -38       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      0.5      0.0     85.3     93.7     99.0     94.2      1.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       18       15       19       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,435
COMMITMENTS
       0      500        0   18,435   17,815   18,435   18,315        0      120

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -520)
       0      -50        0     -520     -450     -520     -500        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.7      0.0    100.0     96.6    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       21       19       21       21                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,845
COMMITMENTS
       0      275        0   21,665   21,490   21,665   21,765      180       80

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -355)
       0        0        0     -355     -355     -355     -355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.0     99.2     98.4     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       26       26       26       28                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,371
COMMITMENTS
     170       82       66   17,942   17,353   18,178   17,501      193      870

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -943)
      60        0       22   -1,007     -711     -925     -689      -18     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.4      0.4     97.7     94.5     98.9     95.3      1.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       24       26       27       28                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,847
COMMITMENTS
     325    5,558       58   61,224   56,031   61,607   61,647      240      200

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -3,929)
     220     -522      -81   -4,063   -3,301   -3,924   -3,904       -5      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      9.0      0.1     99.0     90.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        5        2       34       30       39       35                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,286
COMMITMENTS
     100   11,929      961   70,194   58,286   71,255   71,176       31      110

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -5,495)
     -56     -736   -1,029   -4,405   -3,725   -5,490   -5,490       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     16.7      1.3     98.5     81.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1       10        5       33       36       38       47                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,720
COMMITMENTS
     910        0        0   45,800   46,720   46,710   46,720       10        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -2,995)
    -120        0        0   -2,865   -2,995   -2,985   -2,995      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.0     98.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       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 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,060
COMMITMENTS
     765        0        0   50,235   51,060   51,000   51,060       60        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,135)
    -130        0        0   -1,005   -1,135   -1,135   -1,135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     98.4    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       30       17       31       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      341,693
COMMITMENTS
  33,090   26,528    2,007  306,596  313,158  341,693  341,693        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -21,572)
    -482      800        0  -21,090  -22,372  -21,572  -21,572        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      7.8      0.6     89.7     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        2       26       32       29       37                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,602
COMMITMENTS
   5,044    2,523      438   20,911   23,044   26,393   26,005      209      597

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,279)
    -136      -22      -30   -1,076   -1,228   -1,241   -1,280      -38        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0      9.5      1.6     78.6     86.6     99.2     97.8      0.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        4       24       30       29       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       30,851
COMMITMENTS
     155    3,131    1,257   29,439   26,463   30,851   30,851        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -3,160)
    -264      204        0   -2,896   -3,364   -3,160   -3,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     10.1      4.1     95.4     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        2       13       13       16       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      333,366
COMMITMENTS
       0      784        0  333,366  332,582  333,366  333,366        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -55,437)
       0     -802        0  -55,437  -54,635  -55,437  -55,437        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       18       21       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       27,982
COMMITMENTS
     740      217        0   27,220   27,340   27,960   27,557       22      425

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -2,986)
     -41     -160        0   -2,925   -2,804   -2,966   -2,964      -20      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.8      0.0     97.3     97.7     99.9     98.5      0.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        0       17       22       20       24                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      127,946
COMMITMENTS
       0    6,664        0  127,946  121,282  127,946  127,946        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -2,121)
       0     -401        0   -2,121   -1,720   -2,121   -2,121        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       12       11       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,247
COMMITMENTS
   2,207        0      176   12,799   14,351   15,182   14,527       65      720

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,170)
      95        0     -254   -1,012     -816   -1,171   -1,070        1     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      0.0      1.2     83.9     94.1     99.6     95.3      0.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       20       21       24       23                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      184,439
COMMITMENTS
  23,675        0      793  159,971  183,646  184,439  184,439        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:    -10,942)
  -5,905        0     -811   -4,226  -10,131  -10,942  -10,942        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      0.0      0.4     86.7     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       18       22       21       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,363
COMMITMENTS
       0    1,060       63   15,300   13,985   15,363   15,108        0      255

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -656)
     -14      306      -86     -496     -793     -596     -573      -60      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.9      0.4     99.6     91.0    100.0     98.3      0.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       21       23       22       26                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      162,833
COMMITMENTS
   2,788        0    1,909  158,136  160,924  162,833  162,833        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -7,198)
     802        0     -802   -7,198   -6,396   -7,198   -7,198        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      1.2     97.1     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       21       19       23       21                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,048
COMMITMENTS
      78        0        0   16,970   17,048   17,048   17,048        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:        693)
       0        0        0      693      693      693      693        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       20       15       20                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,675
COMMITMENTS
       0        0        0    6,460    6,600    6,460    6,600      215       75

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15        9       15        9                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,540
COMMITMENTS
       0    1,180        0    9,415    8,355    9,415    9,535      125        5

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -155)
       0      130        0     -140     -280     -140     -150      -15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.4      0.0     98.7     87.6     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       16       21       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      837,821
COMMITMENTS
  84,838   24,637   94,576  658,407  718,607  837,821  837,821        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     24,554)
   9,162   -2,365    7,672   21,458   31,600   38,291   36,906  -13,737  -12,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      2.9     11.3     78.6     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        4       22       19       29       23                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,035
COMMITMENTS
       0      450        0   22,720   22,585   22,720   23,035      315        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -160)
       0      -75        0      -75      -85      -75     -160      -85        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     98.6     98.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       16       22       17                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,695
COMMITMENTS
       0      450        0   19,310   19,180   19,310   19,630      385       65

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -970)
       0      -75        0     -885     -880     -885     -955      -85      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     98.0     97.4     98.0     99.7      2.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       13       19       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,349
COMMITMENTS
     250       75        0   21,099   21,274   21,349   21,349        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,965)
       0     -150        0   -1,965   -1,815   -1,965   -1,965        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.4      0.0     98.8     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       22       20       23       21                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,064
COMMITMENTS
     250        0        0   19,814   20,064   20,064   20,064        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,790)
       0        0        0   -1,790   -1,790   -1,790   -1,790        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       16       21       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,995
COMMITMENTS
       0      300        0   18,395   18,695   18,395   18,995      600        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,000)
       0     -200        0     -965     -800     -965   -1,000      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0     96.8     98.4     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       10       16       12                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,295
COMMITMENTS
       0        0        0   16,910   17,175   16,910   17,175      385      120

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:        790)
       0        0        0      855      830      855      830      -65      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.8     99.3     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       13       23       13                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,295
COMMITMENTS
       0      200        0   18,010   17,975   18,010   18,175      285      120

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:        463)
     -25        0        0      578      503      553      503      -90      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     98.4     98.3     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       24       17       24       18                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      118,134
COMMITMENTS
   1,410      830       50  116,674  117,254  118,134  118,134        0        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -5,430)
  -1,700     -230        0   -3,730   -5,200   -5,430   -5,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.7      0.0     98.8     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        1       34       34       37       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      125,333
COMMITMENTS
   3,135    1,480      425  121,773  123,341  125,333  125,246        0       87

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,318)
    -445     -355      100   -3,958   -4,078   -4,303   -4,333      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.2      0.3     97.2     98.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        3        4       36       35       42       42                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      149,882
COMMITMENTS
  14,474   14,389    5,239  129,948  130,187  149,661  149,815      221       67

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -3,819)
  -1,340    1,369      135   -2,652   -5,160   -3,857   -3,656       38     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      9.6      3.5     86.7     86.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       7       13       12       47       42       61       60                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      105,462
COMMITMENTS
   1,810    2,285    2,300  101,083  100,787  105,193  105,372      269       90

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -4,618)
    -100     -110     -200   -4,495   -4,398   -4,795   -4,708      177       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.2      2.2     95.8     95.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        3       39       35       45       39                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,565
COMMITMENTS
     370      785       60   22,135   21,660   22,565   22,505        0       60

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,160)
     -25      -20        0   -1,135   -1,130   -1,160   -1,150        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.5      0.3     98.1     96.0    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 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,905
COMMITMENTS
      50        0      100   17,735   17,725   17,885   17,825       20       80

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -665)
      25        0      -25     -655     -680     -655     -705      -10       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.6     99.1     99.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       23       11       24       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,543
COMMITMENTS
     334      300        5   29,154   28,973   29,493   29,278       50      265

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -820)
       0        0        0     -800     -800     -800     -800      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.0      0.0     98.7     98.1     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       29       29       31       31                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       12,540
COMMITMENTS
       0        0        0   12,540   12,420   12,540   12,420        0      120

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:        -68)
       0        0        0      -68      -68      -68      -68        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0    100.0     99.0    100.0     99.0      0.0      1.0

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 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,400
COMMITMENTS
   2,945    1,795      100   25,195   26,370   28,240   28,265      160      135

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,945)
    -483        0     -125   -1,272   -1,820   -1,880   -1,945      -65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      6.3      0.4     88.7     92.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        1       21       26       25       29                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,100
COMMITMENTS
   1,470        0        0   22,466   24,070   23,936   24,070      164       30

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,517)
    -435        0        0   -1,054   -1,492   -1,489   -1,492      -28      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.0      0.0     93.2     99.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       22       22       24       22                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,251
COMMITMENTS
     265      976       71   32,865   32,204   33,201   33,251       50        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:        152)
      74     -109      -19      102      280      157      152       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.9      0.2     98.8     96.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        2       30       28       32       32                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,583
COMMITMENTS
       0       35      170   22,018   22,258   22,188   22,463      395      120

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -680)
       0      -90       30     -695     -740     -665     -800      -15      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      0.8     97.5     98.6     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       26       25       27       26                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,304
COMMITMENTS
       0      590        0   19,160   18,404   19,160   18,994      144      310

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -502)
       0     -112        0     -482     -190     -482     -302      -20     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.0     99.3     95.3     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       18       19       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,303
COMMITMENTS
       0      300        0   15,189   14,793   15,189   15,093      114      210

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0     -140       30     -140       30      -20     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     99.3     96.7     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       14       18       15                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,349
COMMITMENTS
   1,064      900       10   34,085   34,224   35,159   35,134      190      215

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:     -1,900)
    -565        0      -10   -1,325   -2,000   -1,900   -2,010        0      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.5      0.0     96.4     96.8     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       29       24       33       27                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,329
COMMITMENTS
     910        0        0   14,299   15,329   15,209   15,329      120        0

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:        -91)
     -25        0        0      -66      -91      -91      -91        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       20       23       20                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,522
COMMITMENTS
   1,873      125        0   12,609   14,367   14,482   14,492       40       30

CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST:       -616)
     -45       75        0     -561     -691     -606     -616      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.9      0.0     86.8     98.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       23       22       24       24                  



Updated December 11, 2015