CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       10,137
COMMITMENTS
   5,016      606      175    4,946    9,355   10,137   10,136        0        1

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -125)
     100        0        0     -225     -125     -125     -125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5      6.0      1.7     48.8     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        2        2        8        8       19       11                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       40,102
COMMITMENTS
  24,248   10,881    4,061   11,730   25,150   40,039   40,092       63       10

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,951)
   2,260      285      540     -849    1,126    1,951    1,951        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.5     27.1     10.1     29.3     62.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      14       10        8        8       10       27       24                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       29,425
COMMITMENTS
  16,350   25,495      850   12,225    3,080   29,425   29,425        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        600)
     400    1,150        0      200        0      600    1,150        0     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.6     86.6      2.9     41.5     10.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        8        4        6        2       17       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       16,660
COMMITMENTS
   4,350   13,825    2,295   10,015      500   16,660   16,620        0       40

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,200)
     150      650      550      500        0    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     83.0     13.8     60.1      3.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7       10        4        6        2       16       13                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       38,390
COMMITMENTS
   4,635   10,780      255   33,480   27,335   38,370   38,370       20       20

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,070)
     -30      555      -50    2,130    1,545    2,050    2,050       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     28.1      0.7     87.2     71.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        8        3       12       11       20       21                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       11,600
COMMITMENTS
   6,825    9,350      100    4,675    2,150   11,600   11,600        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        450)
     250      450        0      200        0      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     80.6      0.9     40.3     18.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        7        1        4        4       12       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:        7,400
COMMITMENTS
   4,025    3,570      320    3,035    3,510    7,380    7,400       20        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.4     48.2      4.3     41.0     47.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        1        5        5       13       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       11,945
COMMITMENTS
   3,745    7,020    1,000    7,200    3,925   11,945   11,945        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4     58.8      8.4     60.3     32.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        5        3        6        3       17       10                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,607,764
COMMITMENTS
 559,279  174,413  695,959  3302901  3722549  4558139  4592921   49,625   14,843

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    114,129)
 -25,741  -11,972   19,432  117,748  105,015  111,439  112,475    2,690    1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      3.8     15.1     71.7     80.8     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      49       37       66      138      123      217      197                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      309,969
COMMITMENTS
  90,857   27,400   96,818  120,863  179,813  308,538  304,031    1,431    5,938

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     44,964)
 -13,275  -22,166   37,227   22,143   24,837   46,095   39,898   -1,131    5,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      8.8     31.2     39.0     58.0     99.5     98.1      0.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      20       11       18       36       31       62       54                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,971
COMMITMENTS
  28,245    3,257    6,825  227,978  265,604  263,048  275,686   18,923    6,285

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -1,135)
    -409     -208      892   -3,318   -2,106   -2,835   -1,422    1,700      287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      1.2      2.4     80.9     94.2     93.3     97.8      6.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      12        5       10       41       32       57       44                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      146,465
COMMITMENTS
   2,317   12,179    3,445  134,082  126,893  139,844  142,517    6,621    3,948

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      4,135)
      86      665      354    2,699    2,759    3,139    3,778      996      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      8.3      2.4     91.5     86.6     95.5     97.3      4.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        6        5       28       32       34       41                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,818
COMMITMENTS
   2,469    6,415    5,843  212,091  211,835  220,403  224,093   13,415    9,725

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      4,291)
     508     -167      816    2,874    7,245    4,198    7,894       93   -3,603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.7      2.5     90.7     90.6     94.3     95.8      5.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        5       31       33       36       39                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      778,747
COMMITMENTS
   2,101   18,399   13,470  751,454  741,106  767,025  772,975   11,722    5,772

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     41,782)
   1,884    3,618      395   42,003   36,416   44,282   40,429   -2,500    1,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.4      1.7     96.5     95.2     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2        7        6       52       39       59       47                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,552
COMMITMENTS
  16,089    7,510    3,852  310,749  318,584  330,690  329,946    6,862    7,606

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     29,473)
    -109    5,854     -487   30,237   23,916   29,641   29,283     -168      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.2      1.1     92.1     94.4     98.0     97.7      2.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        4        4       33       41       41       48                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,885
COMMITMENTS
  16,343    1,291    2,515  270,885  285,296  289,743  289,102    4,142    4,783

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      7,449)
   1,637     -106      361    6,041    7,330    8,039    7,585     -590     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.4      0.9     92.2     97.1     98.6     98.4      1.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        1        4       40       46       48       50                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      140,571
COMMITMENTS
     594    5,731    2,385  132,541  123,503  135,520  131,619    5,051    8,952

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      7,037)
    -427    3,810      174    7,362    2,149    7,109    6,133      -72      904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      4.1      1.7     94.3     87.9     96.4     93.6      3.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        2       22       24       24       29                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,475
COMMITMENTS
   9,122    5,561      938  109,554  112,024  119,614  118,523    7,861    8,952

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,097)
   3,624      554   -1,320      171    1,126    2,475      360     -378    1,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      4.4      0.7     85.9     87.9     93.8     93.0      6.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        4       30       25       34       29                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,970
COMMITMENTS
   1,340      279        0   21,651   23,084   22,991   23,363      979      607

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.2      0.0     90.3     96.3     95.9     97.5      4.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       13       11       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,843
COMMITMENTS
     212    3,035    1,460   94,476   90,035   96,148   94,530    8,695   10,313

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,048)
       0    1,045       64    1,953      877    2,017    1,986       31       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.9      1.4     90.1     85.9     91.7     90.2      8.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       18       19       20       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      169,983
COMMITMENTS
       0        0        0  162,904  158,615  162,904  158,615    7,079   11,368

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,566)
       0        0        0    1,566    1,194    1,566    1,194        0      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.8     93.3     95.8     93.3      4.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       27       21       27       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,891
COMMITMENTS
     744        0        0   77,393   81,747   78,137   81,747   10,754    7,144

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,139)
     744        0        0     -217    1,623      527    1,623      612     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     87.1     92.0     87.9     92.0     12.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       16       19       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,667
COMMITMENTS
       0        0        0   23,693   23,509   23,693   23,509    1,974    2,158

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,170)
       0        0        0    2,197    1,674    2,197    1,674      -27      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.3     91.6     92.3     91.6      7.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       13       13       13                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      337,123
COMMITMENTS
     554    4,007    7,482  315,674  316,272  323,710  327,761   13,413    9,362

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      6,455)
    -575      411    1,069    5,815    4,018    6,309    5,498      146      957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.2      2.2     93.6     93.8     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        6        5       42       37       47       44                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,990
COMMITMENTS
     910      558    2,375   77,612   78,460   80,897   81,393    8,093    7,597

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      3,087)
    -552      -62      565    2,434    1,696    2,447    2,199      640      888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.6      2.7     87.2     88.2     90.9     91.5      9.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       25       20       28       23                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,394
COMMITMENTS
     240        0        0   14,981   16,436   15,221   16,436    3,173    1,958

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,953)
       0        0        0    2,197    1,829    2,197    1,829     -244      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     81.4     89.4     82.7     89.4     17.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0        9       15       10       15                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,026
COMMITMENTS
   2,739    8,641    1,102   64,950   61,401   68,791   71,144    6,235    3,882

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        658)
     -84    1,052     -607    1,597     -589      906     -144     -248      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     11.5      1.5     86.6     81.8     91.7     94.8      8.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        2       15       16       18       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,984
COMMITMENTS
   4,922   19,933        0   90,262   77,341   95,184   97,274    3,800    1,710

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     38,234)
   1,342   18,259        0   35,899   19,355   37,241   37,614      993      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     20.1      0.0     91.2     78.1     96.2     98.3      3.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        8        0       27       24       34       32                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      145,678
COMMITMENTS
  19,637   29,503      360  122,308  114,179  142,305  144,042    3,373    1,636

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     38,880)
   2,107   18,409        0   35,718   21,196   37,825   39,605    1,055     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     20.3      0.2     84.0     78.4     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14        9        1       35       34       50       43                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,689
COMMITMENTS
     806        0        0   66,821   67,046   67,627   67,046       62      643

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      6,090)
     806        0        0    5,612    6,141    6,418    6,141     -328      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.7     99.1     99.9     99.1      0.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        0       21       21       23       21                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      215,208
COMMITMENTS
       0      265    1,908  204,253  202,997  206,161  205,170    9,047   10,038

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,322)
  -1,052      265      557      779    1,045      284    1,867    2,038      455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.9     94.9     94.3     95.8     95.3      4.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        2       34       35       36       37                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       29,626
COMMITMENTS
   1,835      647        0   26,536   26,378   28,371   27,025    1,255    2,601

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      3,038)
     -31      647        0    4,336    1,736    4,305    2,383   -1,267      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.2      0.0     89.6     89.0     95.8     91.2      4.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       12       12       13       13                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,177
COMMITMENTS
       0    3,660      658   42,736   43,573   43,394   47,891   11,783    7,286

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,407)
       0   -1,227     -588    2,160    1,054    1,572     -761     -165    2,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      1.2     77.5     79.0     78.6     86.8     21.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       17       18       18       20                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,577
COMMITMENTS
   2,889   21,586      681  105,362   89,281  108,932  111,548    8,645    6,029

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,096)
   2,889    1,740      158   -2,257     -354      790    1,544      306     -448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5     18.4      0.6     89.6     75.9     92.6     94.9      7.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        1       22       26       24       31                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      119,177
COMMITMENTS
  10,303      310    1,517   92,885  110,573  104,705  112,400   14,472    6,777

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,964)
    -830      310      796    1,850      521    1,816    1,627      148      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.3      1.3     77.9     92.8     87.9     94.3     12.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        3       16       14       21       18                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,598
COMMITMENTS
   2,061        0        0   98,897  104,609  100,958  104,609    5,640    1,989

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        593)
     589        0        0     -117      624      472      624      121      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     92.8     98.1     94.7     98.1      5.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       18       17       20       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,582
COMMITMENTS
   1,970    1,744      979  112,325  118,275  115,274  120,998    8,308    2,584

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        169)
     469     -122     -907   -1,079      631   -1,517     -398    1,686      567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.4      0.8     90.9     95.7     93.3     97.9      6.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       19       19       21       23                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,328
COMMITMENTS
   1,689   16,863    1,997  127,288  115,126  130,974  133,986   13,354   10,342

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        -86)
    -434    2,896     -226    3,445   -2,316    2,785      354   -2,871     -440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     11.7      1.4     88.2     79.8     90.7     92.8      9.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        2       26       28       28       33                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,634
COMMITMENTS
   4,157    6,401        0   21,801   20,863   25,958   27,264    1,676      370

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,015)
    -310    1,178        0    2,011      837    1,701    2,015      314        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     23.2      0.0     78.9     75.5     93.9     98.7      6.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       14       10       17       12                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,367
COMMITMENTS
     651    1,666        0   51,654   52,242   52,305   53,908    2,062      459

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      5,208)
     651      616        0    4,428    4,586    5,079    5,202      129        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.1      0.0     95.0     96.1     96.2     99.2      3.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        0       17       17       19       21                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,966
COMMITMENTS
       0    1,208        0   60,617   60,963   60,617   62,171    2,349      795

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,611)
       0        0        0    2,394    2,454    2,394    2,454      217      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0     96.3     96.8     96.3     98.7      3.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       16       15       16       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      204,469
COMMITMENTS
   1,913    6,912    1,612  192,768  189,450  196,293  197,974    8,176    6,495

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      4,884)
    -126      115      -31    3,853    5,504    3,696    5,588    1,188     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.4      0.8     94.3     92.7     96.0     96.8      4.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        5        3       40       34       43       41                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       91,086
COMMITMENTS
       0        0        0   79,453   81,263   79,453   81,263   11,633    9,823

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        859)
       0     -860        0   -1,372    2,017   -1,372    1,157    2,231     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.2     89.2     87.2     89.2     12.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       19       17       19                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       91,967
COMMITMENTS
       0    1,378      243   83,617   87,024   83,860   88,645    8,107    3,322

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        730)
       0      183     -152      882      490      730      521        0      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.3     90.9     94.6     91.2     96.4      8.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       20       17       21       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       99,939
COMMITMENTS
   2,362        0        0   89,468   96,843   91,830   96,843    8,109    3,096

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      3,091)
       0        0        0    1,684    2,845    1,684    2,845    1,407      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      0.0     89.5     96.9     91.9     96.9      8.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       18       14       19       14                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      141,425
COMMITMENTS
  24,818   10,393    8,328  107,323  121,895  140,469  140,616      956      809

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      3,621)
   1,814    1,817     -511    2,403    2,293    3,706    3,599      -85       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      7.3      5.9     75.9     86.2     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15       16       17       48       51       77       70                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       51,302
COMMITMENTS
   3,021    2,235      308   47,973   48,759   51,302   51,302        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        378)
    -249      100        0      627      278      378      378        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      4.4      0.6     93.5     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        1       28       27       33       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      442,324
COMMITMENTS
  51,904    2,432        0  390,420  439,892  442,324  442,324        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      7,112)
   1,720        0        0    5,392    7,112    7,112    7,112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      0.5      0.0     88.3     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        0       26       24       30       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,527,428
COMMITMENTS
  64,587   39,903   52,388  1410453  1435137  1527428  1527428        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,980)
   2,810   -8,664    8,279   -9,109    2,365    1,980    1,980        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      2.6      3.4     92.3     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        7        3       39       42       45       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,522
COMMITMENTS
   5,271    5,187    2,661   61,590   61,674   69,522   69,522        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        674)
      50      309      -50      674      415      674      674        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      7.5      3.8     88.6     88.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        7        7       26       26       37       35                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      433,343
COMMITMENTS
   2,928   14,312        0  430,415  419,031  433,343  433,343        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,096)
       0     -664        0    2,096    2,760    2,096    2,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.3      0.0     99.3     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        0       19       17       20       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      396,379
COMMITMENTS
   1,224      760        0  395,155  395,619  396,379  396,379        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -1,952)
   1,224        0        0   -3,176   -1,952   -1,952   -1,952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.2      0.0     99.7     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       30       30       31       31                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       38,298
COMMITMENTS
     953       63      402   36,263   36,778   37,618   37,243      680    1,055

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        599)
     -44        0        0      834      620      790      620     -191      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.2      1.0     94.7     96.0     98.2     97.2      1.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        2       29       26       34       29                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,192
COMMITMENTS
       0      150        0   55,680   55,993   55,680   56,143      512       49

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,792)
       0      150        0    1,761    1,650    1,761    1,800       31       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     99.1     99.6     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        1        0       34       33       34       34                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       78,613
COMMITMENTS
     445        0        1   77,493   78,552   77,939   78,553      674       60

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,391)
      49        0       -4    2,346    2,395    2,391    2,391        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     98.6     99.9     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        1       36       30       39       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,038
COMMITMENTS
     200       75        0   18,808   18,963   19,008   19,038       30        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        595)
     100        0        0      495      595      595      595        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.4      0.0     98.8     99.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       19       14       20       15                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      316,864
COMMITMENTS
   3,664        0      752  312,448  316,112  316,864  316,864        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -2,008)
     792        0        0   -2,800   -2,008   -2,008   -2,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.2     98.6     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       28       16       29       17                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,441
COMMITMENTS
   1,644        0      294    8,353    9,956   10,291   10,250      150      191

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        442)
    -399        0      294      589      169      484      463      -42      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      0.0      2.8     80.0     95.4     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        0        1       21       17       28       18                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,270
COMMITMENTS
   5,700        0      150    7,360   13,060   13,210   13,210       60       60

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        300)
    -150        0      150      300      150      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0      0.0      1.1     55.5     98.4     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       15       13       16                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,265
COMMITMENTS
      50      400      340   11,310   11,525   11,700   12,265      565        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        205)
       0      -50        0      195      345      195      295       10      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.3      2.8     92.2     94.0     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       13       17       14                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,546
COMMITMENTS
       0      775        0   26,546   25,771   26,546   26,546        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        730)
       0      150        0      730      580      730      730        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       24       21       24       23                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,117
COMMITMENTS
      50       75      600   23,287   23,442   23,937   24,117      180        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        615)
       0        0        0      615      615      615      615        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      2.5     96.6     97.2     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       25       23       27       25                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       24,499
COMMITMENTS
   1,319      126        0   22,113   23,185   23,432   23,311    1,067    1,188

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:         69)
     318        0        0      -38       48      280       48     -211       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.5      0.0     90.3     94.6     95.6     95.2      4.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        0       26       22       30       23                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,682
COMMITMENTS
     510    3,870      441   55,546   52,241   56,497   56,552      185      130

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        -58)
     120     -265     -116      -52      323      -48      -58      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      6.8      0.8     98.0     92.2     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        4        5       34       33       39       39                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,502
COMMITMENTS
   3,500    2,810    2,185   65,787   66,437   71,472   71,432       30       70

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        934)
     239     -115      112      573      957      924      954       10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      3.9      3.1     92.0     92.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        8        7       35       34       44       44                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,097
COMMITMENTS
   1,065        0        0   52,032   53,097   53,097   53,097        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      9,687)
      10        0        0    9,689    9,717    9,699    9,717      -12      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     98.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       27       16       28       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,915
COMMITMENTS
   1,515        0        0   57,355   58,915   58,870   58,915       45        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      9,502)
       0        0        0    9,502    9,502    9,502    9,502        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     97.4    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       27       17       28       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      342,002
COMMITMENTS
   7,427   26,763    9,139  325,436  306,100  342,002  342,002        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,073)
  -2,072   -1,584     -391    4,536    4,048    2,073    2,073        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      7.8      2.7     95.2     89.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        2       30       33       33       39                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,040
COMMITMENTS
   2,576    1,577    1,803   22,555   23,617   26,934   26,997      106       43

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        610)
    -208      108      296      522      270      610      674        0      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      5.8      6.7     83.4     87.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        6        7       28       36       35       45                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       39,761
COMMITMENTS
     593    3,947      432   38,736   35,382   39,761   39,761        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:         64)
     101       -1        0      -37       65       64       64        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      9.9      1.1     97.4     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        6        2       13       18       17       25                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      322,512
COMMITMENTS
       0    1,520        0  322,512  320,992  322,512  322,512        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        304)
       0        0        0      304      304      304      304        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       11       12       13                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      331,244
COMMITMENTS
       0      384        0  331,244  330,860  331,244  331,244        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:    -29,696)
       0        0        0  -29,696  -29,696  -29,696  -29,696        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       18       19       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       25,613
COMMITMENTS
     848       84        0   24,724   24,914   25,572   24,998       41      615

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -2,579)
    -105        0        0   -2,431   -2,284   -2,536   -2,284      -43     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.3      0.0     96.5     97.3     99.8     97.6      0.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        0       20       20       24       21                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      132,380
COMMITMENTS
       0    3,545        0  132,380  128,835  132,380  132,380        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.0    100.0     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       10       10       11                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,931
COMMITMENTS
   2,727      125      467   10,528   12,408   13,722   13,000      209      931

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        237)
     344        0        0     -170      258      174      258       63      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      0.9      3.4     75.6     89.1     98.5     93.3      1.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       17       19       21       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      155,905
COMMITMENTS
  16,114    3,930        0  139,791  151,975  155,905  155,905        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -816)
       0        0        0     -816     -816     -816     -816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      2.5      0.0     89.7     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       17       18       20       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,478
COMMITMENTS
     451    2,447      107   17,791   15,649   18,349   18,203      129      275

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        190)
      22      107      107      275      230      404      444     -214     -254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     13.2      0.6     96.3     84.7     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        2        3       26       25       32       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      202,703
COMMITMENTS
     384   11,279      793  201,526  190,631  202,703  202,703        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,616)
       0        0        0    2,616    2,616    2,616    2,616        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.6      0.4     99.4     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       19       21       21       22                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,055
COMMITMENTS
       0      710       70    8,925    8,230    8,995    9,010       60       45

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        440)
       0      -50        0      440      490      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.8      0.8     98.6     90.9     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        2       17       13       19       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,097
COMMITMENTS
     596      511        0   22,501   22,586   23,097   23,097        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,929)
    -156       25        0    2,085    1,904    1,929    1,929        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.2      0.0     97.4     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       17       18       18       19                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,480
COMMITMENTS
     420        0        0    8,355    9,435    8,775    9,435      705       45

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     88.1     99.5     92.6     99.5      7.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       12       16       12                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,150
COMMITMENTS
     450    1,830      100    9,870    9,220   10,420   11,150      730        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        400)
     100      200        0      300      200      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     16.4      0.9     88.5     82.7     93.5    100.0      6.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       16       17       17       20                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       12,988
COMMITMENTS
   4,775      382        0    8,213   12,606   12,988   12,988        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,005
COMMITMENTS
       0        0        0   18,950   19,005   18,950   19,005       55        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

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 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,605
COMMITMENTS
       0      150        0   21,350   21,425   21,350   21,575      255       30

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     98.8     99.2     98.8     99.9      1.2      0.1

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 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,140
COMMITMENTS
       0      150        0   18,675   18,990   18,675   19,140      465        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.0     97.6     99.2     97.6    100.0      2.4      0.0

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 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,872
COMMITMENTS
     825        0        0   21,927   22,872   22,752   22,872      120        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        910)
       0        0        0      910      910      910      910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.0     95.9    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       17       15       19       15                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,383
COMMITMENTS
     225        0        0   17,775   18,383   18,000   18,383      383        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     96.7    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       14       17       14                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,710
COMMITMENTS
       0      550        0   22,305   22,140   22,305   22,690      405       20

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -175)
       0        0        0     -175     -175     -175     -175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.0     98.2     97.5     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       17       15       17       17                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,170
COMMITMENTS
       0        0        0   21,810   22,060   21,810   22,060      360      110

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -480)
       0        0        0     -480     -480     -480     -480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.4     99.5     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       11       21       11                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,852
COMMITMENTS
     200        0        0   21,257   21,762   21,457   21,762      395       90

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        -35)
       0        0        0      -35      -35      -35      -35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     97.3     99.6     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       11       21       11                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,742
COMMITMENTS
   3,715    1,130      100  112,807  115,482  116,622  116,712      120       30

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:     -2,185)
     150        0        0   -2,335   -2,185   -2,185   -2,185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.0      0.1     96.6     98.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        1       37       35       42       39                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      134,887
COMMITMENTS
   2,810    3,458      750  131,327  130,659  134,887  134,867        0       20

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      1,536)
    -305        3      300    1,541    1,233    1,536    1,536        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      2.6      0.6     97.4     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        7        4       42       34       49       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      172,898
COMMITMENTS
  10,648   19,123    6,371  155,785  147,376  172,804  172,870       94       28

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      2,192)
     859    1,056     -283    1,785    1,425    2,361    2,198     -169       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     11.1      3.7     90.1     85.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       14        9       46       46       62       62                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      124,771
COMMITMENTS
   2,100      800    2,975  119,620  120,996  124,695  124,771       76        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:      6,306)
     300      600     -300    6,296    6,006    6,296    6,306       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.6      2.4     95.9     97.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        3       42       34       48       39                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,915
COMMITMENTS
     370      830      290   36,225   35,785   36,885   36,905       30       10

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        150)
      50      100        0      100       50      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.2      0.8     98.1     96.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       23       13       27       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,955
COMMITMENTS
       0      315        0   32,955   32,640   32,955   32,955        0        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       22       13       22       15                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,112
COMMITMENTS
     300        0       14   28,654   28,933   28,968   28,947      144      165

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        144)
     -14        0        9      140      135      135      144        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     98.4     99.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       27       27       29       28                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       16,570
COMMITMENTS
     225        0        0   16,345   16,410   16,570   16,410        0      160

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      275      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.6     99.0    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       19       16       20       16                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,051
COMMITMENTS
   3,017    1,620      116   26,813   28,305   29,946   30,041      105       10

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        248)
    -225        0        0      473      243      248      243        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.4      0.4     89.2     94.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        4       26       26       32       31                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,557
COMMITMENTS
     505        0      115   19,601   20,347   20,221   20,462      336       95

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:         92)
       0        0        0       92      102       92      102        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.6     95.3     99.0     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       21       23       23       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,585
COMMITMENTS
   1,613    4,175      196   39,761   37,194   41,570   41,565       15       20

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        917)
     330       85      -56      673      888      947      917      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     10.0      0.5     95.6     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        4        3       31       27       36       33                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,024
COMMITMENTS
     655       50        0   22,062   22,534   22,717   22,584      307      440

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        328)
       0        0        0      325      -25      325      -25        3      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.2      0.0     95.8     97.9     98.7     98.1      1.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       24       17       26       18                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,937
COMMITMENTS
       0    2,543        5   22,922   20,389   22,927   22,937       10        0

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        610)
       0        5        5      605      600      610      610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      0.0     99.9     88.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       21       19       22       21                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,125
COMMITMENTS
       0      450        0   14,743   14,371   14,743   14,821      382      304

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        360)
       0        0        0       -5      360       -5      360      365        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0     97.5     95.0     97.5     98.0      2.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       15       17       17                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,581
COMMITMENTS
     250      500        0   36,933   36,617   37,183   37,117      398      464

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        452)
      50        0        0      373      428      423      428       29       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.3      0.0     98.3     97.4     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       27       26       29       28                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,300
COMMITMENTS
     431        0       27   14,733   15,227   15,191   15,254      109       46

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:        164)
     -10        0        7      160      150      157      157        7        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.2     96.3     99.5     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       19       23       20                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 04/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,769
COMMITMENTS
   1,281        0        0   11,674   13,624   12,955   13,624      814      145

CHANGES FROM 04/19/16 (CHANGE IN OPEN INTEREST:       -348)
       0        0        0     -355     -348     -355     -348        7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.0      0.0     84.8     98.9     94.1     98.9      5.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       24       15       25       15                  



Updated April 29, 2016