CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       10,255
COMMITMENTS
   4,930      881      200    5,103    9,174   10,233   10,255       22        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          0)
       0       50        0        0      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      8.6      2.0     49.8     89.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        3        3        8        6       19       11                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       39,861
COMMITMENTS
  19,689   11,140    6,656   13,488   22,055   39,833   39,851       28       10

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:         20)
       0      -10        0       10       20       10       10       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     27.9     16.7     33.8     55.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9       10       10        9        9       23       25                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,575
COMMITMENTS
  13,650   21,295      850   11,075    3,080   25,575   25,225        0      350

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.4     83.3      3.3     43.3     12.0    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        7        4        6        2       15       10                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       11,235
COMMITMENTS
   2,350    9,800      895    7,990      500   11,235   11,195        0       40

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     87.2      8.0     71.1      4.5    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3       12        3        6        2       12       14                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       35,243
COMMITMENTS
   2,923    8,885    1,885   30,435   24,473   35,243   35,243        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      3,803)
    -157       55      120    3,840    3,628    3,803    3,803        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     25.2      5.3     86.4     69.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5       10        5       12       11       21       22                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:        7,625
COMMITMENTS
   3,900    5,825      100    3,625    1,700    7,625    7,625        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     76.4      1.3     47.5     22.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        7        1        4        3       12       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:        6,800
COMMITMENTS
   3,325    3,120      320    3,135    3,360    6,780    6,800       20        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        360)
     -50      100     -100      510      360      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     45.9      4.7     46.1     49.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        1        5        4       13        9                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       10,845
COMMITMENTS
   2,845    7,120    1,000    7,000    2,725   10,845   10,845        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          0)
     250      -50        0     -250       50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     65.7      9.2     64.5     25.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        5        3        6        2       17        9                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,231,340
COMMITMENTS
 479,334  245,574  747,021  2958158  3222810  4184513  4215405   46,827   15,935

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     17,921)
 -15,636   11,645   -8,910   45,715   15,120   21,169   17,855   -3,248       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      5.8     17.7     69.9     76.2     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      37       41       57      128      118      198      183                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      314,228
COMMITMENTS
 161,632   73,608   60,301   90,059  179,911  311,992  313,820    2,236      408

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     16,528)
   7,412    2,124    8,158      958    6,246   16,528   16,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4     23.4     19.2     28.7     57.3     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      13       14       17       31       31       52       55                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      286,885
COMMITMENTS
  21,631    5,388   14,142  232,445  257,506  268,218  277,036   18,667    9,849

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -19,144)
   3,454   -2,753   -5,649  -15,010  -11,340  -17,205  -19,742   -1,939      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      1.9      4.9     81.0     89.8     93.5     96.6      6.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        5        9       37       32       48       42                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,295
COMMITMENTS
   2,944    9,956    3,801  129,889  128,444  136,634  142,201   11,661    6,094

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -11,345)
    -998   -1,755     -555  -11,690  -11,114  -13,243  -13,424    1,898    2,079

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      6.7      2.6     87.6     86.6     92.1     95.9      7.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        4       26       27       30       34                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,950
COMMITMENTS
   1,702    2,862    8,256  204,621  204,511  214,579  215,629   12,371   11,321

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -11,936)
     448   -2,941     -919  -12,171  -11,672  -12,642  -15,532      706    3,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.3      3.6     90.2     90.1     94.5     95.0      5.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        4       29       28       33       33                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      662,693
COMMITMENTS
   8,003    8,622   18,090  625,686  632,184  651,779  658,896   10,914    3,797

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -27,736)
   1,025     -170   -1,216  -28,676  -26,851  -28,867  -28,237    1,131      501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.3      2.7     94.4     95.4     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        5        7       53       41       60       49                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      302,961
COMMITMENTS
  17,639    2,307    3,955  270,443  287,330  292,037  293,592   10,924    9,369

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -13,870)
     966      270   -1,802  -16,915  -13,292  -17,751  -14,824    3,881      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.8      1.3     89.3     94.8     96.4     96.9      3.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        2        4       29       35       34       40                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,034
COMMITMENTS
  12,358    1,411    2,228  258,898  270,875  273,484  274,514    6,550    5,520

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -18,522)
     493       59     -359  -18,615  -18,577  -18,481  -18,877      -41      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.5      0.8     92.5     96.7     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        1        4       34       41       39       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,846
COMMITMENTS
   1,805    2,230    1,766  113,785  109,955  117,356  113,951    4,490    7,895

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -19,444)
    -970   -3,566      559  -18,489  -16,380  -18,900  -19,387     -544      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.8      1.4     93.4     90.2     96.3     93.5      3.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       21       21       23       24                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,182
COMMITMENTS
   7,361    4,365    1,535  100,477  103,657  109,373  109,557   10,809   10,625

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,845)
     210     -922     -326   -3,582     -773   -3,698   -2,021      853     -824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      3.6      1.3     83.6     86.3     91.0     91.2      9.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       26       21       27       23                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,791
COMMITMENTS
     563      275    2,178   89,208   92,644   91,949   95,097   12,842    9,694

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -9,630)
     -84   -2,746      -46  -12,161   -7,613  -12,291  -10,405    2,661      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.3      2.1     85.1     88.4     87.7     90.7     12.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       13       18       15       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      159,475
COMMITMENTS
       0        0        0  150,671  147,889  150,671  147,889    8,804   11,586

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -9,720)
       0        0        0   -9,175  -13,088   -9,175  -13,088     -545    3,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.5     92.7     94.5     92.7      5.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       27       20       27       20                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,172
COMMITMENTS
       0        0        0   79,500   86,652   79,500   86,652   12,672    5,520

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      5,072)
       0        0        0      307    2,827      307    2,827    4,765    2,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.3     94.0     86.3     94.0     13.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       15       14       15                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      320,718
COMMITMENTS
     331    3,466    6,311  303,061  303,911  309,703  313,688   11,015    7,030

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,880)
  -2,501   -2,791      556   -6,674   -4,778   -8,619   -7,013    2,739    1,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.1      2.0     94.5     94.8     96.6     97.8      3.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        4        4       44       39       48       45                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,403
COMMITMENTS
     684    2,614    2,052   71,332   72,750   74,068   77,416    9,335    5,987

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -8,850)
     684   -1,772     -112   -9,211   -6,396   -8,639   -8,280     -211     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      3.1      2.5     85.5     87.2     88.8     92.8     11.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       20       20       22       23                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,054
COMMITMENTS
     681    5,083    1,478   63,594   62,817   65,753   69,378    7,301    3,676

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,590)
      84       66     -377   -5,790   -4,941   -6,083   -5,252      493     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      7.0      2.0     87.1     86.0     90.0     95.0     10.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        2       15       14       18       17                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,660
COMMITMENTS
   8,912        0        0   54,253   64,426   63,165   64,426    1,495      234

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -43,187)
 -15,555     -775        0  -27,543  -40,827  -43,098  -41,602      -89   -1,585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.0      0.0     83.9     99.6     97.7     99.6      2.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       14       13       15       13                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,487
COMMITMENTS
  24,715      775        0   66,820   90,976   91,535   91,751    1,952    1,736

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -27,027)
  -1,161     -696   -1,478  -24,276  -25,083  -26,915  -27,257     -112      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      0.8      0.0     71.5     97.3     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      15        2        0       31       21       46       23                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,173
COMMITMENTS
     248      372        0   51,815   52,367   52,063   52,739    1,110      434

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -8,934)
    -261        0      -87   -8,527   -8,122   -8,875   -8,209      -59     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.7      0.0     97.4     98.5     97.9     99.2      2.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       13       16       14       17                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      210,764
COMMITMENTS
       0      532    1,002  203,782  202,440  204,784  203,974    5,980    6,790

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -13,749)
       0      532    1,002  -16,644  -13,841  -15,642  -12,307    1,893   -1,442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.5     96.7     96.1     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        1       33       31       34       32                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,031
COMMITMENTS
       0    5,718      776   35,299   40,137   36,075   46,631   15,956    5,400

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -6,421)
       0   -1,514      166   -8,964   -7,550   -8,798   -8,898    2,377    2,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      1.5     67.8     77.1     69.3     89.6     30.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       11       15       13       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,919
COMMITMENTS
       0   18,658      959  103,151   88,823  104,110  108,440   10,809    6,479

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -8,259)
       0   -1,615       77   -9,798   -3,875   -9,721   -5,413    1,462   -2,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.2      0.8     89.8     77.3     90.6     94.4      9.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        1       16       24       17       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,560
COMMITMENTS
  12,923        0      636   89,229  106,975  102,788  107,611    9,772    4,949

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,315)
  -1,159        0        0   -4,121   -2,850   -5,280   -2,850    2,965      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.0      0.6     79.3     95.0     91.3     95.6      8.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        0        1       15       14       21       15                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,060
COMMITMENTS
       0        0        0  100,386  103,499  100,386  103,499    4,674    1,561

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,348)
    -310        0        0   -2,504   -3,280   -2,814   -3,280     -534      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.6     98.5     95.6     98.5      4.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       18       19       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      126,706
COMMITMENTS
     946    1,004    1,331  116,305  120,853  118,582  123,188    8,124    3,518

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,736)
    -766      -79      114   -8,047   -6,425   -8,699   -6,390    2,963      654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.8      1.1     91.8     95.4     93.6     97.2      6.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       14       16       16       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      139,689
COMMITMENTS
   3,534   12,080    1,234  115,805  114,901  120,573  128,215   19,116   11,474

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -8,463)
     264     -283   -3,774   -7,396   -7,316  -10,906  -11,373    2,443    2,910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      8.6      0.9     82.9     82.3     86.3     91.8     13.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       23       25       25       28                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,160
COMMITMENTS
       0        0        0   46,405   47,420   46,405   47,420    1,755      740

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,230)
       0   -1,276        0   -1,397   -1,301   -1,397   -2,577     -833      347

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     98.5     96.4     98.5      3.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       13       15       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      198,808
COMMITMENTS
   1,264    6,653    2,423  187,922  182,838  191,609  191,914    7,199    6,894

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -10,123)
     306   -3,826      702  -11,436   -7,419  -10,428  -10,543      305      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      3.3      1.2     94.5     92.0     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        6        4       34       30       38       38                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       88,218
COMMITMENTS
       0        0        0   76,551   76,199   76,551   76,199   11,667   12,019

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,697)
       0        0        0   -2,092   -6,227   -2,092   -6,227     -605    3,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.8     86.4     86.8     86.4     13.2     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       14       13       14                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       87,785
COMMITMENTS
       0    1,413      361   77,867   83,756   78,228   85,530    9,557    2,255

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -551)
    -299    1,413      147   -1,381   -1,676   -1,533     -116      982     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.4     88.7     95.4     89.1     97.4     10.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       18       17       19       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       91,783
COMMITMENTS
   2,712        0        0   81,907   88,514   84,619   88,514    7,164    3,269

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,697)
    -360        0        0   -3,782   -3,290   -4,142   -3,290      445     -407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     89.2     96.4     92.2     96.4      7.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       11       15       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      139,487
COMMITMENTS
  24,869   11,256    8,441  105,383  119,532  138,693  139,229      794      258

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -8,033)
   1,610   -2,931     -430   -9,364   -4,440   -8,184   -7,801      151     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      8.1      6.1     75.6     85.7     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      15       14       16       49       49       73       70                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       50,675
COMMITMENTS
   2,320    1,619      966   47,389   48,090   50,675   50,675        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        673)
     896      154     -402      179      921      673      673        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      3.2      1.9     93.5     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       28       27       31       32                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      450,634
COMMITMENTS
  17,198      822   11,753  421,683  438,059  450,634  450,634        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      4,689)
   3,304   -3,648    4,600   -3,215    3,737    4,689    4,689        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.2      2.6     93.6     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        3       26       22       32       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,543,692
COMMITMENTS
  55,534   88,424   14,392  1473766  1440876  1543692  1543692        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -83,679)
 -10,415    2,224   -4,728  -68,536  -81,175  -83,679  -83,679        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      5.7      0.9     95.5     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        6        3       34       40       39       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,511
COMMITMENTS
   2,453    4,355    2,819   59,239   57,337   64,511   64,511        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,712)
     380     -259     -204   -3,888   -3,224   -3,712   -3,687        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      6.8      4.4     91.8     88.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        8        5       23       24       32       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      463,757
COMMITMENTS
     344   14,494    1,866  461,547  447,397  463,757  463,757        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -24,280)
  -1,136    2,248   -2,128  -21,016  -24,400  -24,280  -24,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      3.1      0.4     99.5     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        5        1       19       17       21       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      375,545
COMMITMENTS
       0    5,456        0  375,545  370,089  375,545  375,545        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -16,512)
       0     -360        0  -16,512  -16,152  -16,512  -16,512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       29       33       29       34                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       37,293
COMMITMENTS
   1,287        0      405   34,423   35,185   36,115   35,590    1,178    1,703

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,869)
     358        0      -63   -2,336   -2,342   -2,041   -2,405      172      536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      1.1     92.3     94.3     96.8     95.4      3.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        0        1       26       25       31       26                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,991
COMMITMENTS
       0        8       86   48,488   48,870   48,574   48,964      417       27

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,809)
     -38      -42       -8   -3,744   -3,752   -3,790   -3,802      -19       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.2     99.0     99.8     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        1        1       35       32       36       33                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,296
COMMITMENTS
     107        0       58   65,608   66,196   65,773   66,254      523       42

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,184)
     -96      -50        0   -5,069   -5,127   -5,165   -5,177      -19       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.1     99.0     99.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        0        1       37       31       38       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,198
COMMITMENTS
      50        0        0   19,028   19,078   19,078   19,078      120      120

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,394)
       0        0        0   -1,394   -1,394   -1,394   -1,394        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     99.1     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       13       17       13                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      315,240
COMMITMENTS
   1,616        0      368  313,256  314,872  315,240  315,240        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -24,888)
       0   -9,360        0  -24,888  -15,528  -24,888  -24,888        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.1     99.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       25       19       26       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,912
COMMITMENTS
   1,651        0        0    8,153    9,654    9,804    9,654      108      258

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -539)
     -15        0        0     -525     -753     -540     -753        1      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      0.0      0.0     82.3     97.4     98.9     97.4      1.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       19       18       22       18                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,960
COMMITMENTS
   5,500        0        0    7,400   12,900   12,900   12,900       60       60

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -400)
     150        0        0     -550     -400     -400     -400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.4      0.0      0.0     57.1     99.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        9       15       11       15                  
 
 
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV                     Code-0643AF
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,945
COMMITMENTS
       0      300        0    6,885    6,595    6,885    6,895       60       50

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -415)
       0        0        0     -415     -410     -415     -410        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0     99.1     95.0     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       10       15       11                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,645
COMMITMENTS
   1,195      200        0    8,880   10,395   10,075   10,595      570       50

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      2,092)
     150        0     -150    2,107    2,247    2,107    2,097      -15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      1.9      0.0     83.4     97.7     94.6     99.5      5.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       16       15       18       16                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,831
COMMITMENTS
       0      200        0   25,831   25,511   25,831   25,711        0      120

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -749)
       0     -150        0     -749     -599     -749     -749        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0    100.0     98.8    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       21       21       21       23                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,552
COMMITMENTS
       0      125        0   23,372   23,422   23,372   23,547      180        5

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -355)
       0        0        0     -355     -360     -355     -360        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     99.2     99.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       25       22       25       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       21,492
COMMITMENTS
     215      126        0   21,149   20,488   21,364   20,614      128      878

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,014)
     133      -85      -44   -1,104     -952   -1,015   -1,081        1       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.6      0.0     98.4     95.3     99.4     95.9      0.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       25       22       26       23                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,030
COMMITMENTS
     233    2,432    1,553   54,989   52,872   56,775   56,857      255      173

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -3,543)
     123     -562     -152   -3,488   -2,820   -3,517   -3,534      -26       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.3      2.7     96.4     92.7     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        4       32       32       36       37                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,197
COMMITMENTS
     428    4,313    3,140   65,629   61,679   69,197   69,132        0       65

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,021)
     180   -3,249     -166   -5,015   -1,591   -5,001   -5,006      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      6.2      4.5     94.8     89.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        7        8       35       34       44       44                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,625
COMMITMENTS
   1,180        0        0   41,025   42,580   42,205   42,580      420       45

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -4,650)
     -35        0        0   -4,605   -4,650   -4,640   -4,650      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     96.2     99.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       25       13       26       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,805
COMMITMENTS
   1,535        0        0   46,220   47,805   47,755   47,805       50        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -4,865)
     -95        0        0   -4,765   -4,850   -4,860   -4,850       -5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     96.7    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       27       16       28       16                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      328,904
COMMITMENTS
  39,538   21,495    2,712  286,654  304,697  328,904  328,904        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -23,432)
   2,400   -3,064   -3,024  -22,808  -17,344  -23,432  -23,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      6.5      0.8     87.2     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        1       30       29       33       34                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,163
COMMITMENTS
   4,777    1,334      532   19,727   23,253   25,036   25,119      127       44

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,055)
    -484     -657      151   -1,722   -1,528   -2,055   -2,034        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      5.3      2.1     78.4     92.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        6       27       32       34       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       34,895
COMMITMENTS
     105    3,314    1,109   33,681   30,472   34,895   34,895        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,828)
       0      230     -484   -1,344   -1,574   -1,828   -1,828        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.5      3.2     96.5     87.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        6        4       14       16       20       23                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      320,911
COMMITMENTS
       0    2,830        0  320,911  318,081  320,911  320,911        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       12       12       14                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      343,678
COMMITMENTS
       0      759        0  343,678  342,919  343,678  343,678        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -13,441)
       0        0        0  -13,441  -13,441  -13,441  -13,441        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       27)
       0        1        0       22       16       22       17                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       28,538
COMMITMENTS
     596      497        0   27,878   27,614   28,474   28,111       64      427

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,214)
    -126      -63        0   -1,088     -936   -1,214     -999        0     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.7      0.0     97.7     96.8     99.8     98.5      0.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       16       18       18       20                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      127,810
COMMITMENTS
       0    3,920        0  127,810  123,890  127,810  127,810        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,760)
       0   -1,080        0   -5,760   -4,680   -5,760   -5,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.0    100.0     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,242
COMMITMENTS
   1,689      432      301   11,081   11,354   13,071   12,087      171    1,155

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,550)
     -22      -81      -63   -1,488   -1,559   -1,573   -1,703       23      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      3.3      2.3     83.7     85.7     98.7     91.3      1.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        2       17       19       21       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      166,197
COMMITMENTS
   6,093        0    1,586  158,518  164,611  166,197  166,197        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -16,912)
  -4,680        0        0  -12,232  -16,912  -16,912  -16,912        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      1.0     95.4     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       14       18       17       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,174
COMMITMENTS
     214    2,120       21   17,853   15,673   18,088   17,814       86      360

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -205)
      21      280      -42      -99     -504     -120     -266      -85       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     11.7      0.1     98.2     86.2     99.5     98.0      0.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        1       22       23       24       26                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      179,973
COMMITMENTS
   3,188        0    1,125  175,660  178,848  179,973  179,973        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -7,912)
     360        0     -360   -7,912   -7,552   -7,912   -7,912        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.6     97.6     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       19       15       21       16                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,790
COMMITMENTS
       0      880       50    8,680    7,810    8,730    8,740       60       50

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -555)
       0        0        0     -555     -550     -555     -550        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.0      0.6     98.7     88.9     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       18       12       19       15                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,789
COMMITMENTS
     438        0        0   19,351   19,789   19,789   19,789        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -226)
     104        0        0     -330     -226     -226     -226        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     97.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       18       16       19       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,125
COMMITMENTS
       0    1,630        0   10,215    9,480   10,215   11,110      910       15

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,500)
       0     -150        0   -1,690   -1,365   -1,690   -1,515      190       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.7      0.0     91.8     85.2     91.8     99.9      8.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       14,552
COMMITMENTS
   5,350      428        0    9,202   14,124   14,552   14,552        0        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,428)
    -525      -42        0     -903   -1,386   -1,428   -1,428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      2.9      0.0     63.2     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        0       10        7       15        8                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,630
COMMITMENTS
       0        0        0   18,570   18,630   18,570   18,630       60        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,590
COMMITMENTS
       0      225        0   22,320   22,320   22,320   22,545      270       45

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,360)
       0      -75        0   -1,335   -1,270   -1,335   -1,345      -25      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     98.8     98.8     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       15       19       16                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,110
COMMITMENTS
       0      225        0   19,620   19,855   19,620   20,080      490       30

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -805)
       0      -75        0     -780     -720     -780     -795      -25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     97.6     98.7     97.6     99.9      2.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       13       16       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,708
COMMITMENTS
     700       50        0   16,888   17,648   17,588   17,698      120       10

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,776)
       0        0        0   -2,776   -2,786   -2,776   -2,786        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.3      0.0     95.4     99.7     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       19       18       21       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,363
COMMITMENTS
     250        0        0   15,750   16,353   16,000   16,353      363       10

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,871)
       0        0        0   -2,920   -2,871   -2,920   -2,871       49        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     96.3     99.9     97.8     99.9      2.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       16       18       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,965
COMMITMENTS
     100        0      200   19,960   20,765   20,260   20,965      705        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -2,290)
    -200      -50      200   -2,280   -2,440   -2,280   -2,290      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      1.0     95.2     99.0     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       13       16       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,375
COMMITMENTS
       0        0        0   19,895   20,255   19,895   20,255      480      120

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        620)
       0      -25        0      605      635      605      610       15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.6     99.4     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       12       20       12                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,652
COMMITMENTS
     200        0        0   19,037   19,552   19,237   19,552      415      100

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -130)
     100      -25     -100     -310        5     -310     -120      180      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     96.9     99.5     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       21       13       22       13                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,900
COMMITMENTS
   3,625      660       15  111,140  114,195  114,780  114,870      120       30

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -7,355)
    -450      -95        0   -7,025   -7,290   -7,475   -7,385      120       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.6      0.0     96.7     99.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        1       36       32       40       35                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      130,699
COMMITMENTS
   2,405    4,525    1,165  127,129  124,969  130,699  130,659        0       40

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:    -10,977)
    -785     -430      395  -10,587  -10,930  -10,977  -10,965        0      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      3.5      0.9     97.3     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        6        4       41       33       46       42                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      157,035
COMMITMENTS
   7,836   12,414    7,304  141,727  137,307  156,867  157,025      168       10

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -9,148)
     806   -3,430   -2,656   -7,281   -3,044   -9,131   -9,130      -17      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      7.9      4.7     90.3     87.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       12        9       45       41       63       54                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      110,780
COMMITMENTS
   1,531    1,600    2,449  106,714  106,731  110,694  110,780       86        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -5,219)
    -195     -100       75   -5,059   -5,194   -5,179   -5,219      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.4      2.2     96.3     96.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        4       42       32       47       36                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,280
COMMITMENTS
     470      700      145   34,610   34,395   35,225   35,240       55       40

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        390)
     125     -220        0      280      610      405      390      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      2.0      0.4     98.1     97.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       25       15       28       18                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,410
COMMITMENTS
     110       50       40   31,260   31,290   31,410   31,380        0       30

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:      1,685)
       0      -25        0    1,685    1,720    1,685    1,695        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.2      0.1     99.5     99.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       23       13       25       15                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       28,998
COMMITMENTS
     219      500       20   28,714   28,443   28,953   28,963       45       35

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,960)
      -5        0        0   -1,955   -1,955   -1,960   -1,955        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.7      0.1     99.0     98.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       30       27       31       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       17,117
COMMITMENTS
       0        0        0   16,947   17,117   16,947   17,117      170        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -510)
       0        0        0     -505     -450     -505     -450       -5      -60

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       19       18       19       18                  
 
 
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-0643F2
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,685
COMMITMENTS
       0        0        0   14,265   14,685   14,265   14,685      420        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -775)
       0        0        0     -745     -760     -745     -760      -30      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.1    100.0     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       10       16       10                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,931
COMMITMENTS
   2,040    1,740      151   25,655   26,040   27,846   27,931       85        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:        -60)
    -323     -290       80      209      170      -34      -40      -26      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      6.2      0.5     91.9     93.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        3       26       25       32       30                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,583
COMMITMENTS
     620        0       55   19,758   20,355   20,433   20,410      150      173

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -325)
     180     -121       15     -544     -190     -349     -296       24      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.3     96.0     98.9     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       20       22       22       23                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,425
COMMITMENTS
   1,095    3,337      175   36,140   33,898   37,410   37,410       15       15

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -789)
      13     -205      -13     -774     -586     -774     -804      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      8.9      0.5     96.6     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        2       29       27       32       31                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,518
COMMITMENTS
     390       25        0   21,483   22,493   21,873   22,518      645        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,604)
     -80      -70        0   -1,774   -1,519   -1,854   -1,589      250      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.1      0.0     95.4     99.9     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       22       20       23       21                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,083
COMMITMENTS
       0    2,130        0   21,060   18,953   21,060   21,083       23        0

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -898)
       0      -30        0     -862     -858     -862     -888      -36      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.1      0.0     99.9     89.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       20       18       20       20                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,367
COMMITMENTS
       0      500        0   14,349   13,555   14,349   14,055       18      312

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -907)
       0      -50        0     -870     -857     -870     -907      -37        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0     99.9     94.3     99.9     97.8      0.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       16       15       16       17                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,416
COMMITMENTS
     174        0       95   34,982   35,166   35,251   35,261      165      155

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:     -1,945)
    -105        0        0   -1,830   -1,940   -1,935   -1,940      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.3     98.8     99.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       28       27       29       28                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,554
COMMITMENTS
     429        0       20   13,335   14,384   13,784   14,404      770      150

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -934)
    -108        0        2     -878     -933     -984     -931       50       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.1     91.6     98.8     94.7     99.0      5.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       15       19       16                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 03/08/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,890
COMMITMENTS
   1,320        0        0   11,810   13,815   13,130   13,815      760       75

CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST:       -409)
    -144      -50        0     -315     -434     -459     -484       50       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      0.0     85.0     99.5     94.5     99.5      5.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       23       15       24       15                  



Updated March 11, 2016