CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       27,883
COMMITMENTS
  11,284    3,787    1,333   15,222   22,743   27,839   27,863       44       20

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,685)
     203      -91      -12    1,495    1,768    1,686    1,665       -1       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.5     13.6      4.8     54.6     81.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      16        4        3        9        8       25       15                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       28,199
COMMITMENTS
   4,628    7,294    1,761   21,805   19,144   28,194   28,199        5        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,205)
      48      255      400    1,751    1,550    2,200    2,205        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     25.9      6.2     77.3     67.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        5        6        9        9       19       18                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       39,478
COMMITMENTS
   2,450    5,025    4,804   32,224   29,649   39,478   39,478        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         93)
       0       50      100       -7      -57       93       93        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     12.7     12.2     81.6     75.1    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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       45,315
COMMITMENTS
   3,525    5,090    2,449   35,691   26,676   41,665   34,215    3,650   11,100

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -14,743)
     182      -53   -3,066  -12,409  -12,125  -15,293  -15,243      550      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     11.2      5.4     78.8     58.9     91.9     75.5      8.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       8        6        4       11        7       19       17                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,903,333
COMMITMENTS
 404,041  382,359  625,671  2839559  2881718  3869271  3889748   34,062   13,585

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     46,077)
   9,964    1,070   -1,388   36,480   42,943   45,056   42,625    1,021    3,452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      9.8     16.0     72.7     73.8     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      32       38       55      141      117      203      181                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,450,216
COMMITMENTS
 217,822  175,471  1822554  1409283  1451067  3449659  3449093      557    1,123

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    549,392)
  58,560   36,660  338,278  152,768  174,416  549,606  549,353     -213       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      5.1     52.8     40.8     42.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      25       22       44       52       50       98       95                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      221,906
COMMITMENTS
  12,666   13,340    2,389  188,273  197,504  203,328  213,233   18,578    8,673

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -5,603)
   5,809    3,858      -82  -11,861  -10,013   -6,134   -6,237      531      634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      6.0      1.1     84.8     89.0     91.6     96.1      8.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        4        5       33       23       40       31                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,059
COMMITMENTS
      17        0    1,515  100,737  104,708  102,269  106,223    8,790    4,836

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      5,828)
    -541     -982     -397    6,829    5,244    5,891    3,865      -63    1,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      1.4     90.7     94.3     92.1     95.6      7.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        1       25       29       26       30                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      221,686
COMMITMENTS
   3,520    5,995    4,850  198,052  204,269  206,422  215,114   15,264    6,572

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     11,535)
  -3,674        0    1,672   13,108   10,736   11,106   12,408      429     -873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.7      2.2     89.3     92.1     93.1     97.0      6.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        4       27       30       31       37                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      615,907
COMMITMENTS
   7,801    6,983    5,476  592,087  597,243  605,364  609,702   10,543    6,205

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     14,772)
    -253     -452      316   13,421   14,625   13,484   14,489    1,288      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.1      0.9     96.1     97.0     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        2        3       49       37       54       40                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      304,143
COMMITMENTS
   6,819    3,432    7,103  282,984  286,297  296,906  296,832    7,237    7,311

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -8,551)
     -91     -173     -237   -5,909   -8,656   -6,237   -9,066   -2,314      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.1      2.3     93.0     94.1     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        4        6       33       38       41       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,847
COMMITMENTS
     362    1,354    3,916  242,993  234,035  247,271  239,305    4,576   12,542

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     17,291)
  -1,932   -1,245    1,607   17,739   16,343   17,414   16,705     -123      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.5      1.6     96.5     92.9     98.2     95.0      1.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        2        4       35       40       39       44                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       98,891
COMMITMENTS
      65    1,578    2,550   89,425   86,500   92,040   90,628    6,851    8,263

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -933)
      65   -2,297    1,520   -3,800   -1,316   -2,215   -2,093    1,282    1,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.6      2.6     90.4     87.5     93.1     91.6      6.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       15       24       17       27                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,223
COMMITMENTS
     360   10,967    2,167  100,199   86,497  102,726   99,631    5,497    8,592

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,927)
       0    6,953      318    1,905   -6,571    2,223      700      704    2,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     10.1      2.0     92.6     79.9     94.9     92.1      5.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        6        6       31       27       38       33                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,553
COMMITMENTS
     296    3,129    1,452   63,574   54,886   65,322   59,467    9,231   15,086

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,942)
     124      740     -335    3,014      918    2,803    1,323      139    1,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      4.2      1.9     85.3     73.6     87.6     79.8     12.4     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       15       20       17                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      168,824
COMMITMENTS
       0    2,782        0  164,043  163,054  164,043  165,836    4,781    2,988

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,693)
       0        0        0    2,661    5,429    2,661    5,429       32   -2,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0     97.2     96.6     97.2     98.2      2.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       29       21       29       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,745
COMMITMENTS
       0        0        0   80,681   86,755   80,681   86,755    8,064    1,990

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -1,929)
       0        0        0   -1,960   -1,929   -1,960   -1,929       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.9     97.8     90.9     97.8      9.1      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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      338,640
COMMITMENTS
   3,890    2,896    5,019  322,174  319,558  331,083  327,473    7,557   11,167

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,298)
  -1,833      319      573    9,529    3,472    8,269    4,364   -4,971   -1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.9      1.5     95.1     94.4     97.8     96.7      2.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        3        2       47       40       50       43                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,261
COMMITMENTS
   2,419        0    1,510   45,764   51,356   49,693   52,866   10,568    7,395

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,917)
     -19     -907      216    2,014    3,912    2,211    3,221      706     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      2.5     75.9     85.2     82.5     87.7     17.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       16       18       18       20                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,336
COMMITMENTS
       0      944    1,351   63,586   61,950   64,937   64,245    3,399    4,091

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,827)
    -768      944      772    3,333    2,115    3,337    3,831     -510   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      2.0     93.0     90.7     95.0     94.0      5.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       20       18       22                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,120
COMMITMENTS
   5,060        0        0   56,686   62,164   61,746   62,164    2,374    1,956

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      5,419)
   3,100        0        0    3,783    4,927    6,883    4,927   -1,464      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      0.0      0.0     88.4     96.9     96.3     96.9      3.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       16       16       19       16                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,651
COMMITMENTS
  28,093   14,322      248   75,411   89,089  103,752  103,659      899      992

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      4,834)
   3,100        0        0    1,548    4,648    4,648    4,648      186      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     13.7      0.2     72.1     85.1     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10       10        1       34       22       45       32                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,542
COMMITMENTS
   3,007        0        0   67,884   70,407   70,891   70,407      651    1,135

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,425)
     124        0        0    3,301    3,363    3,425    3,363        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.0     94.9     98.4     99.1     98.4      0.9      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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      208,425
COMMITMENTS
       0      846    3,407  198,904  195,173  202,311  199,426    6,114    8,999

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        671)
  -4,906      846    2,188    3,430   -1,993      712    1,041      -41     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      1.6     95.4     93.6     97.1     95.7      2.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       0        2        2       38       34       40       36                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       17,230
COMMITMENTS
       0    1,302        0   16,680   13,010   16,680   14,312      550    2,918

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         31)
       0        0        0       31      -31       31      -31        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.6      0.0     96.8     75.5     96.8     83.1      3.2     16.9

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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,204
COMMITMENTS
     500   10,299    1,937   91,849   77,987   94,286   90,223    6,918   10,981

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        400)
       0     -170      -77      874    2,635      797    2,388     -397   -1,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     10.2      1.9     90.8     77.1     93.2     89.1      6.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       20       25       22       29                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,244
COMMITMENTS
  10,206        0    1,373   83,875  100,077   95,454  101,450    8,790    2,794

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,847)
   1,122        0      -68      926    1,188    1,980    1,120     -133      727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8      0.0      1.3     80.5     96.0     91.6     97.3      8.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        2       20       19       25       21                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,367
COMMITMENTS
   3,581        0        0  106,053  110,217  109,634  110,217    4,733    4,150

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,203)
     585        0        0    2,711    2,832    3,296    2,832      -93      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     92.7     96.4     95.9     96.4      4.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       19       15       21       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,475
COMMITMENTS
       0      810        3  105,070  106,908  105,073  107,721    6,402    3,754

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,401)
       0     -145     -511    3,575    2,624    3,064    1,968      337    1,433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     94.3     95.9     94.3     96.6      5.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       18       16       19       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,950
COMMITMENTS
       0    7,200    1,700  122,082  120,934  123,782  129,834   17,168   11,116

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -2,973)
       0      -15     -210   -2,619   -2,696   -2,829   -2,921     -144      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.1      1.2     86.6     85.8     87.8     92.1     12.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        4        2       25       23       27       27                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,663
COMMITMENTS
       0    3,317        0   21,353   17,912   21,353   21,229      310      434

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,348)
       0        0        0    3,286    3,162    3,286    3,162       62      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     15.3      0.0     98.6     82.7     98.6     98.0      1.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        0       13       13       13       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,574
COMMITMENTS
       0      496        0   38,735   39,431   38,735   39,927    1,839      647

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        341)
       0        0        0      341      984      341      984        0     -643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.2      0.0     95.5     97.2     95.5     98.4      4.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       13       16       13       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      186,937
COMMITMENTS
   1,846    6,974    1,586  176,131  170,891  179,563  179,451    7,374    7,486

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,647)
   1,846      848      976    1,125    2,100    3,947    3,924     -300     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      3.7      0.8     94.2     91.4     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        6        5       37       35       42       44                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       90,528
COMMITMENTS
       0        0        0   81,870   86,544   81,870   86,544    8,658    3,984

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -2,717)
       0        0        0   -3,864   -1,867   -3,864   -1,867    1,147     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.4     95.6     90.4     95.6      9.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       18       18       18                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       77,011
COMMITMENTS
       0        0        0   65,334   67,935   65,334   67,935   11,677    9,076

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      3,456)
       0        0        0    3,489    3,456    3,489    3,456      -33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     84.8     88.2     84.8     88.2     15.2     11.8

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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       72,122
COMMITMENTS
       0        0        0   65,005   68,541   65,005   68,541    7,117    3,581

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -694)
       0        0        0     -691     -291     -691     -291       -3     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.1     95.0     90.1     95.0      9.9      5.0

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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       91,091
COMMITMENTS
   3,772        0        0   78,649   84,453   82,421   84,453    8,670    6,638

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,341)
       0        0        0    2,039    2,341    2,039    2,341      302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      0.0     86.3     92.7     90.5     92.7      9.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       11       15       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      165,592
COMMITMENTS
  22,322   12,577   15,818  126,769  136,890  164,909  165,285      683      307

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      5,626)
    -742      771    1,471    4,894    3,481    5,623    5,724        3      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      7.6      9.6     76.6     82.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14       17       23       50       53       77       80                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       52,311
COMMITMENTS
   1,316      613      360   50,635   51,337   52,311   52,311        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        920)
     150      136      -84      854      868      920      920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      1.2      0.7     96.8     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        4       27       26       32       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      458,312
COMMITMENTS
   4,269    2,244    3,755  450,288  452,313  458,312  458,312        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      9,248)
     344   -5,752    1,216    7,688   13,784    9,248    9,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.5      0.8     98.2     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        3       19       18       22       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,594,273
COMMITMENTS
  54,729   54,647   23,928  1515616  1515698  1594273  1594273        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     20,616)
   8,544   -2,200      848   11,224   21,968   20,616   20,616        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      3.4      1.5     95.1     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        7        5       39       39       45       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       71,359
COMMITMENTS
   2,316    3,551    1,299   67,744   66,509   71,359   71,359        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,862)
    -331      583      296    2,897    1,982    2,862    2,862        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.0      1.8     94.9     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        6        4       20       20       26       27                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      518,284
COMMITMENTS
       0   13,568    3,392  514,892  501,324  518,284  518,284        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:    -10,760)
       0    1,560     -608  -10,152  -11,712  -10,760  -10,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.7     99.3     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        1       21       19       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      424,792
COMMITMENTS
       0    1,544        0  424,792  423,248  424,792  424,792        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     -5,488)
       0        0        0   -5,488   -5,488   -5,488   -5,488        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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       40,990
COMMITMENTS
     446      924      298   39,201   38,558   39,945   39,780    1,045    1,210

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        -92)
       0     -103        0     -135      -71     -135     -174       43       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.3      0.7     95.6     94.1     97.5     97.0      2.5      3.0

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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,072
COMMITMENTS
       7        0       98   48,809   48,927   48,914   49,025      158       47

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        295)
       0        0        0      295      295      295      295        0        0

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       32       38       33                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,728
COMMITMENTS
      62        0       98   66,337   66,600   66,497   66,698      231       30

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,882)
      12        0       98    1,790    1,890    1,900    1,988      -18     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.1     99.4     99.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        0        1       36       33       38       34                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,892
COMMITMENTS
       0        0        0   17,762   17,772   17,762   17,772      130      120

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        830)
       0        0        0    1,010      840    1,010      840     -180      -10

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       18       21       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      252,040
COMMITMENTS
     392      424        0  251,648  251,616  252,040  252,040        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     12,160)
       0      424        0   12,160   11,736   12,160   12,160        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       25       23       26       24                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,144
COMMITMENTS
   1,108       44        0    6,951    7,629    8,059    7,673       85      471

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      0.5      0.0     85.4     93.7     99.0     94.2      1.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       17       15       18       16                  
 
 
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV                     Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,465
COMMITMENTS
       0      300        0    7,405    7,095    7,405    7,395       60       70

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.0     99.2     95.0     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       10       14       11                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,331
COMMITMENTS
      50       50        0    6,856    7,281    6,906    7,331      425        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.7      0.0     93.5     99.3     94.2    100.0      5.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       14       13       15                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,650
COMMITMENTS
       0      500        0   19,645   19,015   19,645   19,515        5      135

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,215)
       0        0        0    1,210    1,200    1,210    1,200        5       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0    100.0     96.8    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       22       19       22       21                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,612
COMMITMENTS
       0       75        0   21,432   21,457   21,432   21,532      180       80

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -233)
       0     -200        0     -233      -33     -233     -233        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     99.2     99.3     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       26       26       26       27                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,131
COMMITMENTS
     170       82       66   18,529   18,280   18,765   18,428      366      703

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        760)
       0        0        0      587      927      587      927      173     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.4      0.3     96.9     95.6     98.1     96.3      1.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       25       28       28       30                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       62,266
COMMITMENTS
     407    5,399       68   61,551   56,579   62,026   62,046      240      220

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        419)
      82     -159       10      327      548      419      399        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      8.7      0.1     98.9     90.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        2       33       29       38       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,921
COMMITMENTS
     100   12,098      947   71,868   59,836   72,915   72,881        6       40

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,635)
       0      169      -14    1,674    1,550    1,660    1,705      -25      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     16.6      1.3     98.6     82.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1       10        4       35       37       40       47                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,695
COMMITMENTS
     910        0        0   46,775   47,695   47,685   47,695       10        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        975)
       0        0        0      975      975      975      975        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       30       16       31       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,580
COMMITMENTS
     765        0        0   51,755   52,580   52,520   52,580       60        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,520)
       0        0        0    1,520    1,520    1,520    1,520        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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      343,750
COMMITMENTS
  31,506   26,528    2,007  310,237  315,215  343,750  343,750        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,057)
  -1,584        0        0    3,641    2,057    2,057    2,057        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      7.7      0.6     90.3     91.7    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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,990
COMMITMENTS
   5,300    2,477      417   20,105   22,540   25,822   25,435      167      555

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -612)
     256      -46      -21     -806     -504     -571     -570      -42      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      9.5      1.6     77.4     86.7     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        5        5       25       31       31       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       32,127
COMMITMENTS
     155    3,183    1,232   30,740   27,712   32,127   32,127        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,276)
       0       52      -25    1,301    1,249    1,276    1,276        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      9.9      3.8     95.7     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       14       13       17       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| 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 12/08/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.2      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       19       21       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       27,900
COMMITMENTS
     719      217        0   27,159   27,258   27,878   27,475       22      425

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        -82)
     -21        0        0      -61      -82      -82      -82        0        0

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 12/15/15          |
--------------------------------------------------------------| 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 12/08/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,868
COMMITMENTS
   2,427        0      176   13,200   14,952   15,803   15,128       65      740

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        621)
     220        0        0      401      601      621      601        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      0.0      1.1     83.2     94.2     99.6     95.3      0.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       21       21       25       23                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      190,720
COMMITMENTS
  18,971        0    1,586  170,163  189,134  190,720  190,720        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      6,281)
  -4,704        0      793   10,192    5,488    6,281    6,281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      0.0      0.8     89.2     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       19       23       22       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,811
COMMITMENTS
       0    1,100       63   14,748   13,373   14,811   14,536        0      275

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:       -552)
       0       40        0     -552     -612     -552     -572        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.4      0.4     99.6     90.3    100.0     98.1      0.0      1.9

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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      165,689
COMMITMENTS
   2,884       96    2,661  160,144  162,932  165,689  165,689        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,856)
      96       96      752    2,008    2,008    2,856    2,856        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.1      1.6     96.7     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       21       19       23       21                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,190
COMMITMENTS
       0      300        0    7,950    7,820    7,950    8,120      240       70

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.7      0.0     97.1     95.5     97.1     99.1      2.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       13       13       14                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,683
COMMITMENTS
      78        0        0   17,605   17,683   17,683   17,683        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        635)
       0        0        0      635      635      635      635        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,775
COMMITMENTS
       0        0        0    6,560    6,700    6,560    6,700      215       75

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

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:       21)
       0        0        0       16        9       16        9                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| 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 12/08/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      869,924
COMMITMENTS
  89,279   27,903  102,367  678,277  739,653  869,924  869,924        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:     32,103)
   4,442    3,266    7,791   19,870   21,046   32,103   32,103        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      3.2     11.8     78.0     85.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        3       21       19       28       22                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,825
COMMITMENTS
       0        0        0   21,455   21,575   21,455   21,575      370      250

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       11       16       11                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,025
COMMITMENTS
       0      450        0   22,710   22,575   22,710   23,025      315        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0      -10      -10      -10      -10        0        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       17       22       18                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| 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 12/08/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,449
COMMITMENTS
     250       75        0   21,199   21,374   21,449   21,449        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.3      0.0     98.8     99.7    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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,114
COMMITMENTS
     250        0        0   19,864   20,114   20,114   20,114        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,920
COMMITMENTS
       0      300        0   19,320   19,620   19,320   19,920      600        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        925)
       0        0        0      925      925      925      925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0     97.0     98.5     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16       11       16       13                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,815
COMMITMENTS
       0       50        0   17,430   17,645   17,430   17,695      385      120

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        520)
       0       50        0      520      470      520      520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     97.8     99.0     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       23       13       23       14                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,780
COMMITMENTS
       0      250        0   18,495   18,410   18,495   18,660      285      120

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        485)
       0       50        0      485      435      485      485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.0     98.5     98.0     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       24       18       24       20                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      119,489
COMMITMENTS
   1,510      780       50  117,929  118,659  119,489  119,489        0        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,355)
     100      -50        0    1,255    1,405    1,355    1,355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.7      0.0     98.7     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        1       34       33       37       36                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      126,589
COMMITMENTS
   3,085    1,655      350  123,154  124,497  126,589  126,502        0       87

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,256)
     -50      175      -75    1,381    1,156    1,256    1,256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      1.3      0.3     97.3     98.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        5        3       36       35       42       42                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      152,335
COMMITMENTS
  12,029   14,594    6,734  133,359  130,944  152,122  152,272      213       63

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      2,453)
  -2,445      205    1,495    3,411      756    2,461    2,457       -8       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      9.6      4.4     87.5     86.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       8       13       12       46       42       61       60                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      106,822
COMMITMENTS
   1,710    2,345    2,350  102,493  102,037  106,553  106,732      269       90

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:      1,360)
    -100       60       50    1,410    1,250    1,360    1,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.2      2.2     95.9     95.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       39       35       45       40                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,600
COMMITMENTS
     370      760       60   22,170   21,720   22,600   22,540        0       60

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         35)
       0      -25        0       35       60       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.4      0.3     98.1     96.1    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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,930
COMMITMENTS
       0       50      150   17,760   17,650   17,910   17,850       20       80

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         25)
     -50       50       50       25      -75       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.8     99.1     98.4     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       23       11       24       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       30,063
COMMITMENTS
     334      300        5   29,654   29,493   29,993   29,798       70      265

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        520)
       0        0        0      500      520      500      520       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.0      0.0     98.6     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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       13,245
COMMITMENTS
       0        0        0   13,245   13,125   13,245   13,125        0      120

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        705)
       0        0        0      705      705      705      705        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       17       18       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,400
COMMITMENTS
   2,645    1,795      100   25,465   26,440   28,210   28,335      190       65

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:          0)
    -300        0        0      270       70      -30       70       30      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      6.3      0.4     89.7     93.1     99.3     99.8      0.7      0.2

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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,080
COMMITMENTS
     990        0       80   22,966   23,970   24,036   24,050       44       30

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        -20)
    -480        0       80      500     -100      100      -20     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      0.3     95.4     99.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       23       23       25       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,680
COMMITMENTS
     270    1,051       95   33,265   32,534   33,630   33,680       50        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        429)
       5       75       24      400      330      429      429        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.1      0.3     98.8     96.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        2       30       29       32       33                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,891
COMMITMENTS
      25       35      170   22,286   22,556   22,481   22,761      410      130

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        308)
      25        0        0      268      298      293      298       15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.7     97.4     98.5     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       27       25       29       26                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,450
COMMITMENTS
       0      590        0   19,320   18,524   19,320   19,114      130      336

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        146)
       0        0        0      160      120      160      120      -14       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     99.3     95.2     99.3     98.3      0.7      1.7

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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,423
COMMITMENTS
       0      300        0   15,309   14,909   15,309   15,209      114      214

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      116      120      116        0        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,549
COMMITMENTS
   1,089      900       10   34,240   34,424   35,339   35,334      210      215

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        200)
      25        0        0      155      200      180      200       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.5      0.0     96.3     96.8     99.4     99.4      0.6      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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,869
COMMITMENTS
     910        0        0   14,839   15,869   15,749   15,869      120        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      540      540      540      540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      0.0      0.0     93.5    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 12/15/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,567
COMMITMENTS
   1,873      125        0   12,564   14,442   14,437   14,567      130        0

CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST:         45)
       0        0        0      -45       75      -45       75       90      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.9      0.0     86.2     99.1     99.1    100.0      0.9      0.0

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



Updated December 18, 2015