CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       17,048
COMMITMENTS
   3,725    5,158    1,163   12,131   10,727   17,019   17,048       29        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        361)
     575      200        0     -215      161      360      361        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     30.3      6.8     71.2     62.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        5        2        7        7       19       13                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,307
COMMITMENTS
   9,647    7,236    3,231   16,409   18,840   29,287   29,307       20        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      3,494)
     477    1,201    1,963    1,044      330    3,484    3,494       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9     24.7     11.0     56.0     64.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        6        6       10        9       21       18                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,824
COMMITMENTS
   4,525    5,704      675   19,624   18,445   24,824   24,824        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:         75)
      50        0       25        0       50       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2     23.0      2.7     79.1     74.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        4        4        6        7       14       15                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       29,907
COMMITMENTS
   2,438    2,104    6,875   20,593   20,928   29,907   29,907        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,764)
    -828      135    1,035    2,695    1,731    2,902    2,902     -137     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      7.0     23.0     68.9     70.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        3        5       13       12       21       19                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,114,978
COMMITMENTS
 558,423  258,818  674,262  2849748  3167844  4082433  4100924   32,545   14,054

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     55,898)
  -4,272   41,771  -22,421   82,001   36,102   55,308   55,452      590      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      6.3     16.4     69.3     77.0     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      31       37       52      138      120      198      180                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,377,162
COMMITMENTS
 108,608   62,195  1186388  1081650  1127437  2376646  2376020      515    1,142

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:    166,796)
   6,931  -15,381  113,995   45,719   68,144  166,646  166,759      150       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      2.6     49.9     45.5     47.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      22       23       43       55       52       99       96                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,444
COMMITMENTS
  19,106   17,190    8,137  227,868  240,022  255,111  265,349   17,333    7,095

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,214)
   1,109    2,270     -685      518    2,028      942    3,613      272   -2,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      6.3      3.0     83.6     88.1     93.6     97.4      6.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        7       10       37       28       48       40                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      118,405
COMMITMENTS
   2,399    2,770    4,443  103,329  108,072  110,171  115,285    8,234    3,120

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -649)
     138     -299      473   -3,774   -1,720   -3,163   -1,546    2,514      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.3      3.8     87.3     91.3     93.0     97.4      7.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        5       26       31       31       37                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,224
COMMITMENTS
       0   10,622    8,577  214,686  205,301  223,263  224,500   15,961   14,724

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      5,792)
    -156    2,196     -129    6,206    3,176    5,921    5,243     -129      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.4      3.6     89.7     85.8     93.3     93.8      6.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        5        4       27       27       31       32                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      659,863
COMMITMENTS
   4,263    9,013   12,691  632,676  633,460  649,630  655,164   10,233    4,699

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     12,887)
   3,407      252      490    8,730   13,185   12,627   13,927      260   -1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.4      1.9     95.9     96.0     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       2        5        7       52       38       59       45                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      301,438
COMMITMENTS
   8,344    1,989    5,444  279,941  285,149  293,729  292,582    7,709    8,856

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      5,296)
     123     -113     -501    5,393    5,060    5,015    4,446      281      850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.7      1.8     92.9     94.6     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        4       31       39       37       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      283,735
COMMITMENTS
   8,268    2,757    3,136  267,926  272,240  279,330  278,133    4,405    5,602

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     14,924)
   1,976   -1,290      380   11,637   22,580   13,993   21,670      931   -6,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.0      1.1     94.4     95.9     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        3        3       40       44       44       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,585
COMMITMENTS
   1,366    1,737    2,543  111,487  108,076  115,396  112,356    6,189    9,229

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     12,063)
     -43      637      -87   11,860    9,468   11,730   10,018      333    2,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.4      2.1     91.7     88.9     94.9     92.4      5.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       21       25       24       27                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,705
COMMITMENTS
       0    8,552    3,081  103,509   93,110  106,590  104,743    7,115    8,962

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,965)
    -361   -1,684      461    2,167    3,486    2,267    2,263     -302     -298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.5      2.7     91.0     81.9     93.7     92.1      6.3      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        5        4       29       26       33       31                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,258
COMMITMENTS
     276      754    1,678   95,286   91,723   97,240   94,155    9,018   12,103

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -717)
       0     -981      154     -635      110     -481     -717     -236        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.7      1.6     89.7     86.3     91.5     88.6      8.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       21       18       23       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      168,714
COMMITMENTS
       0    1,926        0  158,807  160,156  158,807  162,082    9,907    6,632

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      9,220)
       0        0        0    5,205    7,724    5,205    7,724    4,015    1,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     94.1     94.9     94.1     96.1      5.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       28       20       28       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,948
COMMITMENTS
       0        0        0   80,016   85,809   80,016   85,809    7,932    2,139

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,649)
       0        0        0    1,498    1,435    1,498    1,435      151      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.0     97.6     91.0     97.6      9.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       17       18       17                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      319,442
COMMITMENTS
   2,844    5,184    1,943  305,785  304,074  310,572  311,201    8,870    8,241

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      5,194)
    -205     -573     -470    4,948    6,348    4,273    5,305      921     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.6      0.6     95.7     95.2     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        4        2       46       40       49       44                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,605
COMMITMENTS
       0    2,737    2,666   66,411   65,735   69,077   71,138    9,528    7,467

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      8,125)
       0        7      715    7,294    9,246    8,009    9,968      116   -1,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      3.4     84.5     83.6     87.9     90.5     12.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       21       16       23       19                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,757
COMMITMENTS
   2,817    2,742    1,307   68,820   69,189   72,944   73,238    3,813    3,519

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,855)
     983    1,820      250      507     -206    1,740    1,864      115       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      3.6      1.7     89.7     90.1     95.0     95.4      5.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       18       19       20       22                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,448
COMMITMENTS
   2,727        0        0   58,445   64,089   61,172   64,089    3,276      359

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      3,190)
   1,015        0        0    1,914    4,443    2,929    4,443      261   -1,253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.0     90.7     99.4     94.9     99.4      5.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       15       18       17       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,684
COMMITMENTS
  20,149    7,626        0   79,916   93,593  100,065  101,219    1,619      465

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      5,058)
   1,015        0        0    3,782    5,058    4,797    5,058      261        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8      7.5      0.0     78.6     92.0     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        5        0       26       27       32       32                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,474
COMMITMENTS
     248      465        0   61,544   61,277   61,792   61,742      682      732

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,277)
       0        0        0    2,277    2,583    2,277    2,583        0     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.7      0.0     98.5     98.1     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        0       15       22       16       23                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      208,862
COMMITMENTS
     609    1,535    1,379  203,218  199,488  205,206  202,402    3,656    6,460

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,083)
    -319    1,463     -363    5,658    3,806    4,976    4,906     -893     -823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.7      0.7     97.3     95.5     98.2     96.9      1.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        2        1       41       37       43       39                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       50,326
COMMITMENTS
       0    1,171    2,084   35,841   39,325   37,925   42,580   12,401    7,746

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,277)
       0     -223      484    2,477    1,353    2,961    1,614   -1,684     -337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      4.1     71.2     78.1     75.4     84.6     24.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       13       16       15       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,235
COMMITMENTS
     536   14,928      912   96,234   78,878   97,682   94,718    6,553    9,517

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        939)
     536      494     -205      798    1,345    1,129    1,634     -190     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     14.3      0.9     92.3     75.7     93.7     90.9      6.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        2       19       25       21       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,719
COMMITMENTS
  15,160        0      713   86,183  105,377  102,056  106,090    6,663    2,629

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,432)
     344        0      -34    3,106    4,292    3,416    4,258    1,016      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9      0.0      0.7     79.3     96.9     93.9     97.6      6.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        0        1       20       19       26       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,010
COMMITMENTS
   3,500        0        0   99,641  105,148  103,141  105,148    5,869    3,862

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -1,395)
     272        0        0   -1,028     -211     -756     -211     -639   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.0     91.4     96.5     94.6     96.5      5.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       18       16       20       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,366
COMMITMENTS
   1,734        0      756  105,553  110,196  108,043  110,952    6,323    3,414

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -354)
   1,734     -471      720   -1,779     -607      675     -358   -1,029        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.7     92.3     96.4     94.5     97.0      5.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       16       18       17                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      130,417
COMMITMENTS
       0    6,783    2,554  110,790  108,757  113,344  118,094   17,073   12,323

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     -1,800)
       0     -366      439   -1,051   -2,221     -612   -2,148   -1,188      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.2      2.0     85.0     83.4     86.9     90.6     13.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        2       26       25       28       29                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,976
COMMITMENTS
       0        0        0   25,147   25,670   25,147   25,670      829      306

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,496)
       0        0        0    4,380    4,496    4,380    4,496      116        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.8     98.8     96.8     98.8      3.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       14       12       14       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,923
COMMITMENTS
       0      635        0   38,912   39,327   38,912   39,962    2,011      961

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        -87)
       0      325        0     -268     -319     -268        6      181      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0     95.1     96.1     95.1     97.7      4.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       15       13       15       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      192,944
COMMITMENTS
   2,190    8,017      492  183,982  177,648  186,664  186,157    6,280    6,787

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        363)
    -167      350     -544    1,655      929      944      735     -581     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      4.2      0.3     95.4     92.1     96.7     96.5      3.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        5        2       39       34       41       41                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       92,082
COMMITMENTS
       0        0        0   82,334   86,197   82,334   86,197    9,748    5,885

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -545)
       0        0        0     -299     -667     -299     -667     -246      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.4     93.6     89.4     93.6     10.6      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       18       20       18                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       80,318
COMMITMENTS
       0        0        0   71,799   72,028   71,799   72,028    8,519    8,290

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,366)
       0        0        0    4,635    2,552    4,635    2,552   -2,269     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.4     89.7     89.4     89.7     10.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       16       17       16                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       79,058
COMMITMENTS
     457        0      232   71,670   75,913   72,359   76,145    6,699    2,913

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,447)
     261        0        0    1,634    2,205    1,895    2,205      552      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.3     90.7     96.0     91.5     96.3      8.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       18       24       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       89,368
COMMITMENTS
   3,412        0        0   80,625   86,730   84,037   86,730    5,331    2,638

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,076)
       0        0        0      925    2,993      925    2,993      151   -1,917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.0     90.2     97.0     94.0     97.0      6.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       15       12       16       12                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,850
COMMITMENTS
  22,109   12,109   15,652  124,388  134,489  162,149  162,249      701      600

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,874)
     808    1,562      959    3,199    2,464    4,965    4,986      -91     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      7.4      9.6     76.4     82.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       16       23       49       52       76       76                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       51,480
COMMITMENTS
     837       36      570   50,047   50,848   51,455   51,455       25       25

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,570)
      21     -228      100    1,449    1,698    1,570    1,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.1      1.1     97.2     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        4       30       27       35       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      432,060
COMMITMENTS
   5,271      179    3,312  422,789  427,881  431,372  431,372      688      688

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      6,224)
     191   -2,584      120    5,913    8,688    6,224    6,224        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.8     97.9     99.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        3       20       20       23       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,534,603
COMMITMENTS
  63,458   62,503   22,264  1448881  1449836  1534603  1534603        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      5,699)
    -735   -1,935      360    6,074    7,274    5,699    5,699        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      4.1      1.5     94.4     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        6        3       36       41       41       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,465
COMMITMENTS
   3,842    5,259    1,320   63,278   61,861   68,440   68,440       25       25

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,292)
      86      237      250    2,025    1,890    2,361    2,377      -69      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      7.7      1.9     92.4     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        6        4       22       22       29       29                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      488,541
COMMITMENTS
       0   11,494    7,090  481,451  469,957  488,541  488,541        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      4,104)
       0        0        0    4,104    4,104    4,104    4,104        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      1.5     98.5     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       19       18       20       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      439,257
COMMITMENTS
     784    6,240        0  438,473  433,017  439,257  439,257        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      9,221)
     360    4,696        0    8,861    4,525    9,221    9,221        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.4      0.0     99.8     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        0       29       28       30       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       39,581
COMMITMENTS
     316       65      528   37,460   37,635   38,304   38,228    1,277    1,353

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        298)
      21     -254      254       44      256      319      256      -21       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.2      1.3     94.6     95.1     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       27       21       31       23                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,966
COMMITMENTS
   1,035        6       92   47,384   48,827   48,511   48,925      455       41

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        440)
      40        0        0      400      440      440      440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      0.2     96.8     99.7     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        1       34       30       36       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       66,444
COMMITMENTS
   1,345        6       92   64,485   66,321   65,922   66,419      522       25

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        640)
      90        0        0      550      640      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.1     97.1     99.8     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        1       32       30       35       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,055
COMMITMENTS
       0        0        0   17,935   17,935   17,935   17,935      120      120

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        950)
       0        0        0      950      950      950      950        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       12       17       12                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      281,144
COMMITMENTS
       0      424        0  281,144  280,720  281,144  281,144        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      7,872)
       0        0        0    7,872    7,872    7,872    7,872        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       26       17       26       18                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,851
COMMITMENTS
   1,020        0        0    6,721    7,766    7,741    7,766      110       85

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        -63)
       0        0        0      -63      -63      -63      -63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      0.0      0.0     85.6     98.9     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       17       16       17                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,720
COMMITMENTS
       0      350        0   20,720   20,235   20,720   20,585        0      135

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      400      400      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0    100.0     97.7    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       21       15       21       17                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,335
COMMITMENTS
       0       75        0   21,155   21,200   21,155   21,275      180       60

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     99.2     99.4     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       24       19       24       20                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,060
COMMITMENTS
     163      126        0   18,579   18,103   18,742   18,229      318      831

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        193)
       0        0        0      193      213      193      213        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.7      0.0     97.5     95.0     98.3     95.6      1.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       26       23       27       24                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,682
COMMITMENTS
     300    4,612      338   58,746   54,496   59,384   59,446      298      236

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,205)
       0     -727      308      873    1,640    1,181    1,221       24      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      7.7      0.6     98.4     91.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        1       31       30       34       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       73,089
COMMITMENTS
      64   11,862      916   72,109   60,146   73,089   72,924        0      165

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,204)
      64     -249      166      974    1,264    1,204    1,181        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     16.2      1.3     98.7     82.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1       10        5       34       35       39       46                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,520
COMMITMENTS
   1,385        0      310   45,705   47,210   47,400   47,520      120        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,755)
     100        0        0    1,655    1,755    1,755    1,755        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.7     96.2     99.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       24       13       26       14                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,700
COMMITMENTS
   2,375        0      165   49,910   52,535   52,450   52,700      250        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        630)
     100        0        0      530      630      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.3     94.7     99.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       25       14       27       15                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      379,517
COMMITMENTS
  26,059   24,543    8,289  345,169  346,685  379,517  379,517        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     27,928)
  -3,040        0    2,280   28,688   25,648   27,928   27,928        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      6.5      2.2     90.9     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        2       28       30       31       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,177
COMMITMENTS
   5,333    2,248      430   21,311   24,411   27,074   27,090      103       87

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,231)
     274      -33      -77    1,034    1,319    1,231    1,210        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      8.3      1.6     78.4     89.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        5        6       26       32       32       41                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       34,036
COMMITMENTS
     210    3,883    1,282   32,544   28,871   34,036   34,036        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,311)
      81      312        0    1,230      999    1,311    1,311        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     11.4      3.8     95.6     84.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        6        3       15       14       21       21                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      340,800
COMMITMENTS
       0      759        0  340,800  340,041  340,800  340,800        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     15,551)
       0      759        0   15,551   14,792   15,551   15,551        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       16       19       17                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       28,568
COMMITMENTS
     739        0        0   27,574   28,018   28,313   28,018      255      550

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        364)
       0        0        0      721      405      721      405     -357      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.0     96.5     98.1     99.1     98.1      0.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       16       17       19       17                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      138,426
COMMITMENTS
       0    6,272        0  138,426  132,154  138,426  138,426        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     18,720)
       0        0        0   18,720   18,720   18,720   18,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      0.0    100.0     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       11       10       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,185
COMMITMENTS
   1,925        0      260   11,768   13,485   13,953   13,745      232      440

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -568)
     -42        0       21     -693     -651     -714     -630      146       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      0.0      1.8     83.0     95.1     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        2       19       20       23       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      176,231
COMMITMENTS
  12,902        0    1,586  161,743  174,645  176,231  176,231        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        423)
  -2,199        0        0    2,622      423      423      423        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      0.0      0.9     91.8     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       18       22       21       23                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,335
COMMITMENTS
     172    1,242       63   15,034   13,672   15,269   14,977       66      358

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,123)
     -86      147        0    1,143      956    1,057    1,103       66       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      8.1      0.4     98.0     89.2     99.6     97.7      0.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       21       21       23       24                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      181,466
COMMITMENTS
   3,172        0    2,757  175,537  178,709  181,466  181,466        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     18,720)
       0        0        0   18,720   18,720   18,720   18,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      1.5     96.7     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       20       17       22       19                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,515
COMMITMENTS
       0      700        0    9,275    8,755    9,275    9,455      240       60

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        700)
       0     -200        0      700      900      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.4      0.0     97.5     92.0     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14       12       14       14                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       18,709
COMMITMENTS
      25        0        0   18,684   18,709   18,709   18,709        0        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        538)
       0        0        0      538      538      538      538        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       13       19       14       19                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,750
COMMITMENTS
       0    1,480        0   12,630   11,270   12,630   12,750      120        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,355)
       0        0        0    1,355    1,355    1,355    1,355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.6      0.0     99.1     88.4     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       16       22       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      451,328
COMMITMENTS
  35,588   21,874   75,222  339,189  354,233  450,000  451,328    1,329        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:     10,515)
  24,432   -3,518   -8,764   -2,513   23,431   13,155   11,149   -2,640     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      4.8     16.7     75.2     78.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       17       13       22       17                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,125
COMMITMENTS
       0      375        0   21,825   21,675   21,825   22,050      300       75

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      -90      -90      -90      -90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     98.6     98.0     98.6     99.7      1.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       14       20       15                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,860
COMMITMENTS
       0      375        0   18,340   18,435   18,340   18,810      520       50

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     97.2     97.7     97.2     99.7      2.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       13       17       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,149
COMMITMENTS
     700        0        0   19,329   20,149   20,029   20,149      120        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.0     95.9    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       18       16       20       16                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,709
COMMITMENTS
     250        0        0   18,130   18,699   18,380   18,699      329       10

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     96.9     99.9     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       14       18       14                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,240
COMMITMENTS
       0      100        0   21,485   22,140   21,485   22,240      755        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        835)
       0        0        0      835      835      835      835        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     96.6     99.6     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       17       13       17       14                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,955
COMMITMENTS
       0       50        0   18,285   18,785   18,285   18,835      670      120

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,650)
       0        0        0    2,650    2,650    2,650    2,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0     96.5     99.1     96.5     99.4      3.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       12       19       13                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,602
COMMITMENTS
       0       50      200   18,972   19,232   19,172   19,482      430      120

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,982)
       0        0        0    1,982    1,982    1,982    1,982        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      1.0     96.8     98.1     97.8     99.4      2.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       20       14       21       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,720
COMMITMENTS
   3,045      645        0  111,555  114,025  114,600  114,670      120       50

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        258)
       0       95        0      258      163      258      258        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.6      0.0     97.2     99.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        0       33       34       37       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      129,008
COMMITMENTS
   4,198    2,330      202  124,568  126,328  128,968  128,860       40      148

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      2,478)
      75      547       25    2,378    1,903    2,478    2,475        0        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      1.8      0.2     96.6     97.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        5        2       37       34       43       41                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      148,868
COMMITMENTS
   5,654   13,632    8,769  134,189  126,436  148,613  148,838      255       30

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        246)
    -360      165      688      -68     -537      261      317      -15      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      9.2      5.9     90.1     84.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       7       14       10       46       43       60       60                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,428
COMMITMENTS
   1,605    1,875    2,400  103,277  103,153  107,282  107,428      146        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,395)
      95     -200      200    1,210    1,475    1,505    1,475     -110      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.7      2.2     96.1     96.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        2       41       35       47       38                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,520
COMMITMENTS
     195      815       45   22,205   21,610   22,445   22,470       75       50

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,320)
     100      200      -15    1,235    1,135    1,320    1,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.6      0.2     98.6     96.0     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        1       24       14       25       18                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,190
COMMITMENTS
       0      175       25   18,155   17,940   18,180   18,140       10       50

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:      1,160)
       0        0        0    1,160    1,160    1,160    1,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.1     99.8     98.6     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       21       11       22       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,624
COMMITMENTS
     239      500        0   29,340   29,079   29,579   29,579       45       45

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        481)
    -100      500        0      581      -19      481      481        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.7      0.0     99.0     98.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       28       28       29       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       14,400
COMMITMENTS
       0        0        0   14,220   14,400   14,220   14,400      180        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.8    100.0     98.8    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       16       18       16                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,127
COMMITMENTS
   2,644    1,915       50   24,182   24,822   26,876   26,787      251      340

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        -25)
     -26       15        0       -5      -40      -31      -25        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      7.1      0.2     89.1     91.5     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        1       20       24       26       27                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,426
COMMITMENTS
     495      185       40   21,770   21,966   22,305   22,191      121      235

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:       -355)
       0       25        0     -355     -385     -355     -360        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.8      0.2     97.1     97.9     99.5     99.0      0.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       20       20       22       21                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,422
COMMITMENTS
     614      801      216   33,547   33,390   34,377   34,407       45       15

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        215)
     149       15       11       57      189      217      215       -2        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.3      0.6     97.5     97.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        5       30       29       35       35                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,900
COMMITMENTS
     510      120        0   21,930   22,740   22,440   22,860      460       40

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.5      0.0     95.8     99.3     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       25       20       26       22                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,137
COMMITMENTS
       0    1,225        0   21,096   19,892   21,096   21,117       41       20

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:         20)
       0      170        0       20     -150       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.8      0.0     99.8     94.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       19       19       19       21                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,161
COMMITMENTS
       0      575        0   15,075   14,390   15,075   14,965       86      196

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.8      0.0     99.4     94.9     99.4     98.7      0.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       16       14       16       16                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,051
COMMITMENTS
     499        0        0   35,367   35,666   35,866   35,666      185      385

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        245)
       0     -600        0      245      665      245       65        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     98.1     98.9     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       28       26       31       26                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,275
COMMITMENTS
     890        0        6   14,259   15,269   15,155   15,275      120        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:         55)
      80        0      -15      -10       70       55       55        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.0      0.0     93.3    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       16       23       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,934
COMMITMENTS
   1,508      100        0   12,756   14,834   14,264   14,934      670        0

CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST:        495)
      80        0        0      430      495      510      495      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      0.7      0.0     85.4     99.3     95.5    100.0      4.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23       16       24       17                  



Updated January 22, 2016