CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,799
COMMITMENTS
   2,300      510      246    4,243    6,042    6,789    6,798       10        1

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:         50)
      29      -21       21        0       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      7.5      3.6     62.4     88.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        2        7        7       15       11                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,240
COMMITMENTS
  17,689    6,854    2,981    8,515   19,405   29,185   29,240       55        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        739)
     135     -350      200      404      889      739      739        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.5     23.4     10.2     29.1     66.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      17        7        7       10       11       30       22                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       32,875
COMMITMENTS
  16,850   26,645      650   15,375    5,580   32,875   32,875        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        350)
    -200      500        0      550     -150      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     81.0      2.0     46.8     17.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        3        9        4       17       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       19,870
COMMITMENTS
   4,460   15,135    1,795   13,615    2,900   19,870   19,830        0       40

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        450)
     200      100        0      250      350      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     76.2      9.0     68.5     14.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        9        4        9        4       21       13                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       44,168
COMMITMENTS
   4,834    4,071    2,500   36,814   37,557   44,148   44,128       20       40

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        495)
      70     -180        0      425      675      495      495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      9.2      5.7     83.3     85.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        8        1       12       13       19       21                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       14,910
COMMITMENTS
   6,825    8,610      650    7,425    5,650   14,900   14,910       10        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        750)
     400      450        0      350      300      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.8     57.7      4.4     49.8     37.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        6        2        6        5       16       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       12,450
COMMITMENTS
   5,025    4,970      320    7,085    7,160   12,430   12,450       20        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        750)
     200      200        0      550      550      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     39.9      2.6     56.9     57.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        3        1        8        7       16       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       16,235
COMMITMENTS
   4,935    7,870      600   10,700    7,765   16,235   16,235        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        200)
     200        0        0        0      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     48.5      3.7     65.9     47.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2        8        5       15       11                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,655,845
COMMITMENTS
 784,070  131,420  719,160  3096880  3783764  4600110  4634344   55,735   21,501

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     58,613)
 -20,958   12,250   13,430   66,582   29,545   59,054   55,225     -441    3,388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      2.8     15.4     66.5     81.3     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      59       16       58      148      129      219      191                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      258,027
COMMITMENTS
  62,053   34,743   52,549  136,983  161,044  251,585  248,336    6,442    9,691

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     48,845)
  17,121  -15,044   19,002    8,666   35,351   44,789   39,309    4,056    9,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     13.5     20.4     53.1     62.4     97.5     96.2      2.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      17       14       17       41       35       64       60                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,977
COMMITMENTS
  24,520    1,106    2,659  198,260  234,258  225,439  238,023   17,538    4,954

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        878)
   1,012    1,106   -1,961    1,823    1,453      874      598        4      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      0.5      1.1     81.6     96.4     92.8     98.0      7.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13        2        5       38       31       53       36                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      133,067
COMMITMENTS
   1,833    4,074    2,173  123,165  121,097  127,171  127,344    5,896    5,723

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,113)
   1,093   -1,220      918    2,629    5,725    4,640    5,423     -527   -1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      3.1      1.6     92.6     91.0     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        4        7       24       30       32       38                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      212,036
COMMITMENTS
   1,246    1,415    2,104  192,541  200,493  195,891  204,012   16,145    8,024

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,067)
    -786      -27      280    1,068       40      562      293      505      774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.7      1.0     90.8     94.6     92.4     96.2      7.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       30       31       33       35                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      803,375
COMMITMENTS
     868      823    4,654  782,379  790,825  787,901  796,302   15,474    7,073

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      9,448)
    -471   -1,196   -2,319   11,299   12,028    8,509    8,513      939      935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      0.6     97.4     98.4     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        1        4       54       34       59       38                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      331,816
COMMITMENTS
     389      445    2,385  323,868  322,016  326,642  324,846    5,174    6,970

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,127)
     116       74      999    1,730    1,774    2,845    2,847     -718     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      0.7     97.6     97.0     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        2        3       41       44       44       47                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      278,876
COMMITMENTS
     130    1,839    1,329  269,450  274,437  270,909  277,605    7,967    1,271

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,013)
     130   -1,029        3    1,954    3,249    2,087    2,223      -74     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.5     96.6     98.4     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        2        3       44       48       47       51                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,431
COMMITMENTS
   3,145      744      661   84,202   79,029   88,008   80,434    4,423   11,997

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,065)
  -1,356      488     -119    2,451      572      976      941       89      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.8      0.7     91.1     85.5     95.2     87.0      4.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       23       24       25       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,268
COMMITMENTS
     811   12,304    1,404  116,725  105,253  118,940  118,961    5,328    5,307

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,416)
     406    1,408     -756    4,654    3,202    4,304    3,854   -1,888   -1,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      9.9      1.1     93.9     84.7     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        3       35       28       38       32                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,201
COMMITMENTS
       0        0        0   23,333   24,077   23,333   24,077      868      124

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      3,503)
       0        0        0    3,534    3,565    3,534    3,565      -31      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     99.5     96.4     99.5      3.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       10       18       10                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,369
COMMITMENTS
     342    1,473    1,334   93,334   94,876   95,010   97,683    9,359    6,686

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,169)
    -642      656      429    1,813      746    1,600    1,831     -431     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.4      1.3     89.4     90.9     91.0     93.6      9.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       22       22       24       24                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      151,751
COMMITMENTS
       0        0        0  145,346  145,398  145,346  145,398    6,405    6,353

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,509)
       0        0        0    2,288    4,539    2,288    4,539      221   -2,030

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       27       26       27       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,629
COMMITMENTS
       0        0        0   58,907   62,840   58,907   62,840    8,722    4,789

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,348)
       0        0        0   -1,348   -1,317   -1,348   -1,317        0      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.1     92.9     87.1     92.9     12.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       17       21       17                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,942
COMMITMENTS
   3,379        0        0   17,229   21,674   20,608   21,674    2,334    1,268

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      0.0      0.0     75.1     94.5     89.8     94.5     10.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0        9       15       11       15                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      356,894
COMMITMENTS
   2,169    5,861    3,461  341,543  336,802  347,173  346,124    9,721   10,770

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     19,651)
     248    1,241      217   17,017   17,391   17,482   18,849    2,169      802

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.6      1.0     95.7     94.4     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       2        5        3       51       44       55       50                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,274
COMMITMENTS
       0    3,441      877   71,928   67,519   72,805   71,837    4,469    5,437

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,512)
       0    1,448       84    2,446    2,014    2,530    3,546      -18   -1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      1.1     93.1     87.4     94.2     93.0      5.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       20       17       22       20                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,833
COMMITMENTS
     930        0        0   13,645   12,988   14,575   12,988    1,258    2,845

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        961)
       0        0        0    1,085    1,054    1,085    1,054     -124      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      0.0     86.2     82.0     92.1     82.0      7.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       10       11       12       11                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,648
COMMITMENTS
   4,832    4,122      925   61,957   62,815   67,714   67,862    4,934    4,786

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,005)
     568       31      276    1,285    2,126    2,129    2,433     -124     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      5.7      1.3     85.3     86.5     93.2     93.4      6.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       19       15       22       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,603
COMMITMENTS
   3,973    7,347        0   63,047   59,820   67,020   67,167      583      436

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     20,800)
     589    5,735        0   21,128   15,979   21,717   21,714     -917     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     10.9      0.0     93.3     88.5     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        2        0       29       27       33       29                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,722
COMMITMENTS
  16,683    5,487    5,332   80,758   92,727  102,773  103,546    1,949    1,176

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     21,141)
  -3,131    2,046    3,720   20,459   15,468   21,048   21,234       93      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      5.2      5.1     77.1     88.5     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        6        2       31       32       39       39                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,472
COMMITMENTS
       0        0        0   58,604   57,795   58,604   57,795      868    1,677

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,607)
       0        0        0    4,359    4,452    4,359    4,452      248      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.5     97.2     98.5     97.2      1.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       21       22       21       22                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      202,425
COMMITMENTS
       0      183    1,152  193,813  191,141  194,965  192,476    7,460    9,949

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,508)
       0        0        0   -1,254   -2,897   -1,254   -2,897     -254    1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.6     95.7     94.4     96.3     95.1      3.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        1       36       34       37       35                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       33,497
COMMITMENTS
       0      997      367   32,112   28,758   32,479   30,122    1,018    3,375

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,299)
       0     -434        0    4,114    3,145    4,114    2,711      185    1,588

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      1.1     95.9     85.9     97.0     89.9      3.0     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       19       17       20       19                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,816
COMMITMENTS
     816    1,692    1,608   40,878   40,749   43,302   44,049    5,514    4,767

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        951)
    -496     -279      744      155      874      403    1,339      548     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.5      3.3     83.7     83.5     88.7     90.2     11.3      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       18       20       21       24                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,036
COMMITMENTS
       0    4,230      895   94,369   90,614   95,264   95,739    6,772    6,297

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,292)
       0    1,761      -31    3,532    1,097    3,501    2,827   -1,209     -535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      0.9     92.5     88.8     93.4     93.8      6.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        2       25       32       27       35                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,868
COMMITMENTS
   7,105      133    1,449  102,104  109,752  110,658  111,334    8,210    7,534

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      3,137)
     -69      133     -133    3,916    2,951    3,714    2,951     -577      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.1      1.2     85.9     92.3     93.1     93.7      6.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       20       15       25       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,516
COMMITMENTS
       0        0        0   97,671   97,948   97,671   97,948    2,845    2,568

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,251)
       0        0        0    2,481    1,778    2,481    1,778     -230      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.2     97.4     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       14       23       14                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,155
COMMITMENTS
   1,292        0        0   99,465  103,321  100,757  103,321    5,398    2,834

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,827)
     271        0      -55    2,363    2,586    2,579    2,531      248      296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     93.7     97.3     94.9     97.3      5.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       19       23       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,122
COMMITMENTS
      34    2,142    2,910   96,301  101,517   99,245  106,569   15,877    8,553

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,592)
  -1,252      311    1,090    4,642    3,693    4,480    5,094      112     -502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      2.5     83.7     88.2     86.2     92.6     13.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        2       29       33       31       37                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,946
COMMITMENTS
   5,394      434        0   42,491   49,020   47,885   49,454    2,061      492

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,061)
   1,798        0        0    1,922    3,813    3,720    3,813      341      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      0.9      0.0     85.1     98.1     95.9     99.0      4.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        0       19       17       24       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,636
COMMITMENTS
     217    1,209        0   41,154   41,365   41,371   42,574    1,265       62

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      3,007)
       0      -31        0    3,313    3,224    3,313    3,193     -306     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.8      0.0     96.5     97.0     97.0     99.9      3.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       21       18       22       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      185,939
COMMITMENTS
   7,561    4,597    1,979  171,323  174,977  180,863  181,553    5,076    4,386

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,117)
   1,674      240     -550    3,161    4,431    4,285    4,121     -168       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      2.5      1.1     92.1     94.1     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        7        6       43       40       49       51                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      103,294
COMMITMENTS
       0        0        0   94,710   95,222   94,710   95,222    8,584    8,072

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -289)
       0        0        0     -475     -899     -475     -899      186      610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.7     92.2     91.7     92.2      8.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       18       15       18                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       78,865
COMMITMENTS
       0        0        0   72,419   73,494   72,419   73,494    6,446    5,371

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0    1,584        0    1,584        0   -1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.8     93.2     91.8     93.2      8.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       21       20       21       20                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,517
COMMITMENTS
     629        0      428   73,680   76,047   74,737   76,475    7,780    6,042

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        697)
       0        0        0      676      466      676      466       21      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.5     89.3     92.2     90.6     92.7      9.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       21       18       22       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       99,265
COMMITMENTS
   2,294        0        0   86,032   94,950   88,326   94,950   10,939    4,315

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,745)
       0        0        0    4,000    2,469    4,000    2,469   -1,255      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.0     86.7     95.7     89.0     95.7     11.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       13       21       13                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      135,416
COMMITMENTS
  26,247   12,751    8,070  100,548  113,850  134,865  134,671      551      745

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      2,700)
     115    2,441      696    1,818     -552    2,629    2,585       71      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      9.4      6.0     74.3     84.1     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      15       17       21       50       52       79       77                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       44,821
COMMITMENTS
   1,457    1,394      362   43,002   43,065   44,821   44,821        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,129)
    -300      570       26    1,403      533    1,129    1,129        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      3.1      0.8     95.9     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        3       27       24       32       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      374,812
COMMITMENTS
   1,248    9,360    1,288  372,276  364,164  374,812  374,812        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     17,299)
       0     -936        0   17,299   18,235   17,299   17,299        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       22       21       25       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,604,685
COMMITMENTS
  34,072   85,285   72,692  1497161  1445948  1603925  1603925      760      760

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     22,059)
  -3,534    9,384    4,689   20,144    7,226   21,299   21,299      760      760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      5.3      4.5     93.3     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3       10        5       38       41       45       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       66,884
COMMITMENTS
   4,483    6,238    1,748   60,653   58,898   66,884   66,884        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      3,332)
    -687       60    1,121    2,898    2,151    3,332    3,332        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      9.3      2.6     90.7     88.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        6       22       24       30       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      357,424
COMMITMENTS
   2,872        8      320  354,232  357,096  357,424  357,424        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        220)
       0        0        0      220      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.1     99.1     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       17       17       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      444,188
COMMITMENTS
   5,192    1,152    8,632  430,364  434,404  444,188  444,188        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        376)
       0        0        0      376      376      376      376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.3      1.9     96.9     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        1       27       26       30       28                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       36,297
COMMITMENTS
   1,309      387      848   33,803   34,577   35,960   35,812      337      485

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -224)
      23        0       82     -202     -224      -97     -142     -127      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.1      2.3     93.1     95.3     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        1        5       30       27       38       33                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,637
COMMITMENTS
     240        0        0   55,960   56,615   56,200   56,615      437       22

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        980)
       0        0        0      980      980      980      980        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     98.8    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       32       30       33       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       82,711
COMMITMENTS
   1,533        0        0   80,968   82,675   82,501   82,675      210       36

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        565)
    -339        0        0      904      565      565      565        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     97.9    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        0       35       29       40       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,204
COMMITMENTS
     750    1,275        0   21,896   21,809   22,646   23,084      558      120

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,505)
     100        0        0    4,405    4,505    4,505    4,505        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      5.5      0.0     94.4     94.0     97.6     99.5      2.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       17       15       19       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      290,816
COMMITMENTS
  12,384        0      384  278,048  290,432  290,816  290,816        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -18,296)
   4,320        0        0  -22,616  -18,296  -18,296  -18,296        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.1     95.6     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       17       24       18                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,379
COMMITMENTS
   1,651    1,390      104    7,584    7,862    9,339    9,356       40       23

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        442)
      46      367        0      396       98      442      465        0      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     14.8      1.1     80.9     83.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        2       20       21       26       23                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,530
COMMITMENTS
   4,600        0        0    6,870   11,410   11,470   11,410       60      120

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9      0.0      0.0     59.6     99.0     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       12       15       16       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,550
COMMITMENTS
   2,110      225      450    8,480   10,855   11,040   11,530      510       20

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3      1.9      3.9     73.4     94.0     95.6     99.8      4.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       13       16       15       18                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,042
COMMITMENTS
     350    1,700        0   32,692   31,207   33,042   32,907        0      135

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      6,560)
       0        0        0    6,560    6,560    6,560    6,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.1      0.0     98.9     94.4    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        0       21       24       23       26                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,342
COMMITMENTS
     710       75        0   22,447   23,222   23,157   23,297      185       45

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.3      0.0     96.2     99.5     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       24       22       26       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,090
COMMITMENTS
     215      791      315   22,240   21,325   22,770   22,431      320      659

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        507)
    -235       82      235      507      167      507      484        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.4      1.4     96.3     92.4     98.6     97.1      1.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        2       26       25       29       28                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,714
COMMITMENTS
   1,681    4,617      948   54,080   51,029   56,709   56,594        5      120

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        440)
       0     -110       90      350      485      440      465        0      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      8.1      1.7     95.4     90.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        3       32       26       36       30                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,952
COMMITMENTS
   1,784    8,693    2,222   68,911   62,027   72,917   72,942       35       10

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        518)
      68      291      -33      483      260      518      518        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     11.9      3.0     94.5     85.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        8       10       36       35       46       48                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,985
COMMITMENTS
     815        0        0   47,140   47,985   47,955   47,985       30        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.0     98.2    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       26       13       27       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,020
COMMITMENTS
   1,455        0        0   53,535   55,020   54,990   55,020       30        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      340      340      340      340        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     97.3    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       26       18       28       18                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      362,765
COMMITMENTS
  50,335   19,057    2,719  309,711  340,989  362,765  362,765        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      9,888)
  11,768        0        0   -1,880    9,888    9,888    9,888        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      5.3      0.7     85.4     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        2       28       31       32       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,222
COMMITMENTS
   2,375    2,406    1,540   23,181   23,021   27,096   26,967      126      255

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        423)
     254      198     -259      428      505      423      444        0      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      8.8      5.7     85.2     84.6     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        4        7       25       34       32       43                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       34,323
COMMITMENTS
     587      599      127   33,609   33,597   34,323   34,323        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,152)
       0      156        0    1,152      996    1,152    1,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.7      0.4     97.9     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        5        2       17       13       21       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      296,210
COMMITMENTS
     760   19,184        0  295,450  277,026  296,210  296,210        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,201)
       0        0        0   -1,201   -1,201   -1,201   -1,201        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.5      0.0     99.7     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       20       18       21       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       22,741
COMMITMENTS
     611    1,173       20   21,983   21,083   22,614   22,276      127      465

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -17)
       0       26       20      -17      -40        3        6      -20      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.2      0.1     96.7     92.7     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        1       20       20       23       23                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,720
COMMITMENTS
   1,666      307      680   10,013   10,272   12,359   11,259      361    1,461

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -23)
       0        0        0      -23     -278      -23     -278        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      2.4      5.3     78.7     80.8     97.2     88.5      2.8     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        2       16       17       21       21                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      165,695
COMMITMENTS
   6,369    2,898    1,520  157,422  160,893  165,311  165,311      384      384

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     10,336)
       0        0        0   10,336   10,336   10,336   10,336        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.7      0.9     95.0     97.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       15       18       19       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,456
COMMITMENTS
     176    2,802      378   17,690   14,767   18,244   17,947      212      509

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        453)
      47      209       39      536      269      622      517     -169      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     15.2      2.0     95.8     80.0     98.9     97.2      1.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        5        4       23       29       28       35                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      201,255
COMMITMENTS
   1,152    7,390      408  199,695  193,457  201,255  201,255        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,104)
     768        0        0      336    1,104    1,104    1,104        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      3.7      0.2     99.2     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       21       19       23       21                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,150
COMMITMENTS
     100      675        0    9,990    9,445   10,090   10,120       60       30

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      6.7      0.0     98.4     93.1     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       15       13       16       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,938
COMMITMENTS
     304    1,214        0   24,634   23,724   24,938   24,938        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        850)
       0      370        0      850      480      850      850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.9      0.0     98.8     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        0       21       18       22       22                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      245,272
COMMITMENTS
       0        0        0  245,272  245,272  245,272  245,272        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,970)
       0        0        0    1,970    1,970    1,970    1,970        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       15       17       15                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,935
COMMITMENTS
     420    1,480        0   11,335   10,425   11,755   11,905      180       30

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        720)
       0      180        0      720      540      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     12.4      0.0     95.0     87.3     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,185
COMMITMENTS
     425    3,370      175   13,385   10,590   13,985   14,135      200       50

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        780)
       0      130        0      780      650      780      780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     23.8      1.2     94.4     74.7     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       17       14       19       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        8,636
COMMITMENTS
   3,175      254        0    5,461    8,382    8,636    8,636        0        0

CHANGES FROM 07/19/16 (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 JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,820
COMMITMENTS
       0        0        0   18,610   18,800   18,610   18,800      210       20

CHANGES FROM 07/19/16 (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      0.0      0.0     98.9     99.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       14       17       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,146
COMMITMENTS
     900      100       50   21,076   21,996   22,026   22,146      120        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0      -45      -45      -45      -45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.5      0.2     95.2     99.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       19       17       21       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,320
COMMITMENTS
     150      250        0   14,437   15,025   14,587   15,275      733       45

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -175)
       0        0        0     -365     -200     -365     -200      190       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.6      0.0     94.2     98.1     95.2     99.7      4.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       14       15       15       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,595
COMMITMENTS
       0      900        0   23,495   22,645   23,495   23,545      100       50

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        730)
       0        0        0      730      730      730      730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.0     99.6     96.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        0       18       15       18       18                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,870
COMMITMENTS
       0      200        0   17,810   17,490   17,810   17,690       60      180

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        780)
       0        0        0      780      600      780      600        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     99.7     97.9     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       17       10       17       11                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,240
COMMITMENTS
     340        0       60   19,495   20,120   19,895   20,180      345       60

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.3     96.3     99.4     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       12       17       13                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,957
COMMITMENTS
     910        0       40   20,642   21,857   21,592   21,897      365       60

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -70)
       0        0        0      -70      -70      -70      -70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.2     94.0     99.5     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       16       12       18       13                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,090
COMMITMENTS
   4,255    1,790      450  110,385  112,675  115,090  114,915        0      175

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,000)
     120     -105       85      795    1,020    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.6      0.4     95.9     97.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        5        2       37       32       43       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      128,185
COMMITMENTS
   3,113    5,101    1,477  123,580  121,438  128,170  128,016       15      169

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,944)
     180      176       25    1,734    1,773    1,939    1,974        5      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      4.0      1.2     96.4     94.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        6        4       43       36       49       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      176,368
COMMITMENTS
   8,653   18,662   10,286  157,358  147,362  176,297  176,310       71       58

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      3,560)
  -2,420    1,985      600    5,392      945    3,572    3,530      -12       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     10.6      5.8     89.2     83.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       8       15       15       47       47       66       66                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      122,498
COMMITMENTS
   4,630    3,287    1,460  116,350  117,751  122,440  122,498       58        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,167)
       0      120        0   -1,167   -1,287   -1,167   -1,167        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.7      1.2     95.0     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        4        5       39       36       44       44                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,150
COMMITMENTS
   1,420      900      510   36,220   36,740   38,150   38,150        0        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        100)
      30        0        0       70      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      2.4      1.3     94.9     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       23       14       26       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,155
COMMITMENTS
     940      200      305   32,890   33,650   34,135   34,155       20        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -25)
     -45        0       50      -30      -75      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.6      0.9     96.3     98.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       23       12       25       15                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       35,248
COMMITMENTS
   1,050        0      300   33,629   34,753   34,979   35,053      269      195

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        925)
       0        0        0      925      925      925      925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.9     95.4     98.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       28       29       30       30                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       15,043
COMMITMENTS
     525        0        0   14,518   14,893   15,043   14,893        0      150

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        590)
     300        0        0      290      590      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      0.0     96.5     99.0    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       19       16       21       16                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,847
COMMITMENTS
   2,486    2,572      702   26,217   26,433   29,405   29,707      442      140

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,185)
     120     -300       50    1,015    1,425    1,185    1,175        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      8.6      2.4     87.8     88.6     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        5       27       24       33       32                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,573
COMMITMENTS
   1,511        0      173   19,524   21,370   21,208   21,543      365       30

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        746)
       0        0        0      731      746      731      746       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      0.8     90.5     99.1     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        2       25       25       28       27                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,891
COMMITMENTS
   1,658    4,677    1,147   35,750   33,022   38,555   38,846      336       45

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        147)
      88     -120      -20       74      282      142      142        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     12.0      2.9     91.9     84.9     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        4       28       28       34       34                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,965
COMMITMENTS
     741       25       32   20,617   21,908   21,390   21,965      575        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        510)
     120        0        0      390      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.1      0.1     93.9     99.7     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       27       22       29       25                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,602
COMMITMENTS
       0    1,443      526   22,944   21,633   23,470   23,602      132        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:         35)
       0       30        0       35        5       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      2.2     97.2     91.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       21       18       22       21                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,140
COMMITMENTS
       0      351      105   15,925   15,576   16,030   16,032      110      108

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -44)
       0        0        0      -44      -44      -44      -44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.7     98.7     96.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       18       18       19       21                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,588
COMMITMENTS
     100      500      300   38,819   38,713   39,219   39,513      369       75

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        565)
       0        0        0      565      565      565      565        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.3      0.8     98.1     97.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       29       27       31       29                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,409
COMMITMENTS
     442        0       32   15,195   16,209   15,669   16,241      740      168

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.2     92.6     98.8     95.5     99.0      4.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       16       21       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,564
COMMITMENTS
   1,069        0       18   13,447   14,546   14,534   14,564       30        0

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:          2)
       0        0        0        2        2        2        2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      0.1     92.3     99.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       22       18       23       19                  



Updated July 29, 2016