CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,513
COMMITMENTS
   2,005      581      175    4,323    5,740    6,503    6,496       10       17

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -321)
    -330       71      -71       80     -337     -321     -337        0       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8      8.9      2.7     66.4     88.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        2        7        6       16       10                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       37,467
COMMITMENTS
  15,600    3,428    9,559   12,156   24,370   37,314   37,356      153      111

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,257)
    -957     -385     -343      -55     -539   -1,355   -1,267       98       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.6      9.1     25.5     32.4     65.0     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        8        9       11       11       28       23                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       32,975
COMMITMENTS
  16,950   26,745      650   15,375    5,580   32,975   32,975        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        100)
     100      100        0        0        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.4     81.1      2.0     46.6     16.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        6        3        9        4       17       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       20,220
COMMITMENTS
   4,560   15,485    1,795   13,865    2,900   20,220   20,180        0       40

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        350)
     100      350        0      250        0      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6     76.6      8.9     68.6     14.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       8        9        4        9        4       21       13                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,807
COMMITMENTS
   3,961      362    3,759   22,087   25,686   29,807   29,807        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        647)
     -85        9      145      587      493      647      647        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      1.2     12.6     74.1     86.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        2        7       10        9       20       17                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       61,093
COMMITMENTS
   6,995    3,004    5,840   48,238   52,209   61,073   61,053       20       40

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,173)
      42       78      -49   -2,166   -2,202   -2,173   -2,173        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      4.9      9.6     79.0     85.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        7        7       18       16       28       27                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       15,110
COMMITMENTS
   7,025    8,610      650    7,425    5,850   15,100   15,110       10        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        200)
     200        0        0        0      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.5     57.0      4.3     49.1     38.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        6        2        6        5       16       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       14,050
COMMITMENTS
   5,325    6,370      320    8,385    7,360   14,030   14,050       20        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,600)
     300    1,400        0    1,300      200    1,600    1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.9     45.3      2.3     59.7     52.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        3        1        8        7       16       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       17,585
COMMITMENTS
   6,085    7,520      600   10,900    9,465   17,585   17,585        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,350)
   1,150     -350        0      200    1,700    1,350    1,350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6     42.8      3.4     62.0     53.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        5        2        8        5       15       11                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,511,311
COMMITMENTS
 845,830   93,786  673,295  2933374  3719518  4452499  4486599   58,812   24,712

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:   -144,534)
  61,760  -37,634  -45,865 -163,506  -64,246 -147,611 -147,745    3,077    3,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      2.1     14.9     65.0     82.4     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      55       17       53      144      124      210      183                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,614,737
COMMITMENTS
  58,187   53,912  664,447  888,934  895,633  1611567  1613992    3,170      745

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -26,236)
 -34,136  -10,715    8,850    3,229  -14,871  -22,057  -16,735   -4,180   -9,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      3.3     41.1     55.1     55.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      26       19       35       53       54       92       95                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,143
COMMITMENTS
  23,445    2,108    1,135  202,648  237,857  227,228  241,100   18,915    5,043

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,166)
  -1,075    1,002   -1,524    4,388    3,599    1,789    3,077    1,377       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      0.9      0.5     82.3     96.6     92.3     98.0      7.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12        1        4       39       32       52       36                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      136,850
COMMITMENTS
   2,117    5,653    2,392  126,445  122,739  130,954  130,784    5,896    6,066

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,783)
     284    1,579      219    3,280    1,642    3,783    3,440        0      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      4.1      1.7     92.4     89.7     95.7     95.6      4.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        5        7       24       30       32       39                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,050
COMMITMENTS
   2,032    1,388    2,145  193,512  202,588  197,689  206,121   16,361    7,929

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,014)
     786      -27       41      971    2,095    1,798    2,109      216      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.6      1.0     90.4     94.6     92.4     96.3      7.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        3       31       32       34       36                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      820,203
COMMITMENTS
     946      963    5,321  798,492  799,991  804,759  806,275   15,444   13,928

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     16,828)
      78      140      667   16,113    9,166   16,858    9,973      -30    6,855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.1      0.6     97.4     97.5     98.1     98.3      1.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        2        5       54       35       60       40                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,038
COMMITMENTS
     560    2,086    1,767  328,977  326,695  331,304  330,548    5,734    6,490

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      5,222)
     171    1,641     -618    5,109    4,679    4,662    5,702      560     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.6      0.5     97.6     96.9     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        1        3       41       46       44       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,368
COMMITMENTS
   1,141    1,344    1,223  267,661  277,242  270,025  279,809   11,343    1,559

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,492)
   1,011     -495     -106   -1,789    2,805     -884    2,204    3,376      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.5      0.4     95.1     98.5     96.0     99.4      4.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        2        3       44       49       48       52                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,656
COMMITMENTS
   1,944      248    1,129   82,852   80,871   85,925   82,248    9,731   13,408

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,225)
  -1,201     -496      468   -1,350    1,842   -2,083    1,814    5,308    1,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.3      1.2     86.6     84.5     89.8     86.0     10.2     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       23       25       25       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      126,292
COMMITMENTS
   1,106   14,788      887  118,149  106,530  120,142  122,205    6,150    4,087

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,024)
     295    2,484     -517    1,424    1,277    1,202    3,244      822   -1,220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     11.7      0.7     93.6     84.4     95.1     96.8      4.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        3       33       28       37       32                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,325
COMMITMENTS
       0        0        0   23,457   24,077   23,457   24,077      868      248

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        124)
       0        0        0      124        0      124        0        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.4     99.0     96.4     99.0      3.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       10       18       10                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,050
COMMITMENTS
     342    2,236    1,114   93,079   93,086   94,535   96,436    9,515    7,614

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -319)
       0      763     -220     -255   -1,790     -475   -1,247      156      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.1      1.1     89.5     89.5     90.9     92.7      9.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       22       21       24       23                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      152,000
COMMITMENTS
       0        0        0  145,027  143,441  145,027  143,441    6,973    8,559

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        249)
       0        0        0     -319   -1,957     -319   -1,957      568    2,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.4     94.4     95.4     94.4      4.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        0        0       27       27       27       27                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,689
COMMITMENTS
       0        0        0   58,595   62,373   58,595   62,373    9,094    5,316

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         60)
       0        0        0     -312     -467     -312     -467      372      527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     86.6     92.1     86.6     92.1     13.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       17       22       17                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,942
COMMITMENTS
   3,379        0        0   16,423   21,643   19,802   21,643    3,140    1,299

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -806      -31     -806      -31      806       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      0.0      0.0     71.6     94.3     86.3     94.3     13.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0        9       15       11       15                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      368,048
COMMITMENTS
   1,995    5,465    3,764  351,312  346,706  357,071  355,935   10,977   12,113

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     11,154)
    -174     -396      303    9,769    9,904    9,898    9,811    1,256    1,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.5      1.0     95.5     94.2     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2        5        3       52       43       56       49                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,480
COMMITMENTS
       0    4,501      515   74,089   71,441   74,604   76,457    7,876    6,023

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      5,206)
       0    1,060     -362    2,161    3,922    1,799    4,620    3,407      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.5      0.6     89.8     86.6     90.5     92.7      9.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       18       16       20       19                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,833
COMMITMENTS
     930        0        0   13,645   12,988   14,575   12,988    1,258    2,845

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       10       11       12       11                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,030
COMMITMENTS
   4,624    3,395    1,611   61,679   62,810   67,914   67,816    5,116    5,214

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        382)
    -208     -727      686     -278       -5      200      -46      182      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      4.6      2.2     84.5     86.0     93.0     92.9      7.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       19       15       22       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,100
COMMITMENTS
  10,266    3,949        0   72,962   67,715   83,228   71,664    2,872   14,436

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     18,497)
   6,293   -3,398        0    9,915    7,895   16,208    4,497    2,289   14,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      4.6      0.0     84.7     78.6     96.7     83.2      3.3     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        3        0       30       30       36       33                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,601
COMMITMENTS
  20,279   13,544      356   90,786  104,956  111,421  118,856   10,180    2,745

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     16,879)
   3,596    8,057   -4,976   10,028   12,229    8,648   15,310    8,231    1,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     11.1      0.3     74.7     86.3     91.6     97.7      8.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7        8        3       31       35       39       45                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,638
COMMITMENTS
       0        0        0   58,677   57,806   58,677   57,806      961    1,832

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        166)
       0        0        0       73       11       73       11       93      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.4     96.9     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       21       22       21       22                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,320
COMMITMENTS
       0      183    1,320  205,231  203,976  206,551  205,479    7,769    8,841

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     11,895)
       0        0      168   11,418   12,835   11,586   13,003      309   -1,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.6     95.8     95.2     96.4     95.9      3.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        1       37       34       38       35                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       33,466
COMMITMENTS
       0      718      367   30,903   29,564   31,270   30,649    2,196    2,817

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -31)
       0     -279        0   -1,209      806   -1,209      527    1,178     -558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      1.1     92.3     88.3     93.4     91.6      6.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       19       18       20       20                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,252
COMMITMENTS
     878    1,202    1,519   44,168   43,372   46,565   46,093    4,687    5,159

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,436)
      62     -490      -89    3,290    2,623    3,263    2,044     -827      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      2.3      3.0     86.2     84.6     90.9     89.9      9.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       19       21       22       25                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,567
COMMITMENTS
       0    4,264      965   95,705   90,263   96,670   95,492    5,897    7,075

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        531)
       0       34       70    1,336     -351    1,406     -247     -875      778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.2      0.9     93.3     88.0     94.3     93.1      5.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        2       27       30       29       33                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,331
COMMITMENTS
   6,616      220    1,423  107,630  115,013  115,669  116,656    7,662    6,675

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      4,463)
    -489       87      -26    5,526    5,261    5,011    5,322     -548     -859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.2      1.2     87.3     93.3     93.8     94.6      6.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       21       15       25       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,443
COMMITMENTS
       0        0        0   96,931   98,192   96,931   98,192    3,512    2,251

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -73)
       0        0        0     -740      244     -740      244      667     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.5     97.8     96.5     97.8      3.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       14       23       14                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,315
COMMITMENTS
   1,412        0        0  101,381  105,481  102,793  105,481    5,522    2,834

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,160)
     120        0        0    1,916    2,160    2,036    2,160      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     93.6     97.4     94.9     97.4      5.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       21       19       23       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,422
COMMITMENTS
   1,539      217    2,924   89,076  100,333   93,539  103,474   18,883    8,948

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,700)
   1,505   -1,925       14   -7,225   -1,184   -5,706   -3,095    3,006      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.2      2.6     79.2     89.2     83.2     92.0     16.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        2       29       33       31       36                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       50,380
COMMITMENTS
   3,534      434        0   42,801   49,299   46,335   49,733    4,045      647

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        434)
  -1,860        0        0      310      279   -1,550      279    1,984      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.9      0.0     85.0     97.9     92.0     98.7      8.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        0       19       17       23       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,790
COMMITMENTS
     217    1,209        0   45,347   46,209   45,564   47,418    2,226      372

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      5,154)
       0        0        0    4,193    4,844    4,193    4,844      961      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.5      0.0     94.9     96.7     95.3     99.2      4.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       22       18       23       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      191,381
COMMITMENTS
   8,766    4,228    2,385  169,782  179,847  180,933  186,460   10,448    4,921

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      5,442)
   1,205     -369      406   -1,541    4,870       70    4,907    5,372      535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      2.2      1.2     88.7     94.0     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        5        6       42       39       48       50                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      106,522
COMMITMENTS
       0        0        0   95,967   97,020   95,967   97,020   10,555    9,502

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,228)
       0        0        0    1,257    1,798    1,257    1,798    1,971    1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.1     91.1     90.1     91.1      9.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       18       15       18                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       79,170
COMMITMENTS
       0        0        0   70,706   73,494   70,706   73,494    8,464    5,676

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        305)
       0        0        0   -1,713        0   -1,713        0    2,018      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.3     92.8     89.3     92.8     10.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       21       20       21       20                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,004
COMMITMENTS
     717        0      428   71,876   75,953   73,021   76,381    9,983    6,623

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        487)
      88        0        0   -1,804      -94   -1,716      -94    2,203      581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.5     86.6     91.5     88.0     92.0     12.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       17       22       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:      102,243
COMMITMENTS
   1,891        0        0   89,640   97,563   91,531   97,563   10,712    4,680

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,978)
    -403        0        0    3,608    2,613    3,205    2,613     -227      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     87.7     95.4     89.5     95.4     10.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       14       22       14                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      159,048
COMMITMENTS
  26,741    9,088   14,780  116,522  132,179  158,042  156,046    1,006    3,002

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -6,446)
     388   -1,221   -3,557   -3,733   -3,926   -6,901   -8,703      455    2,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      5.7      9.3     73.3     83.1     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15       13       20       51       54       77       77                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       40,152
COMMITMENTS
   1,175    1,189      326   38,651   38,637   40,152   40,152        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,762)
    -282     -167      -86   -4,394   -4,509   -4,762   -4,762        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      3.0      0.8     96.3     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        2       25       24       28       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      338,220
COMMITMENTS
     624    8,096      976  336,620  329,148  338,220  338,220        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -36,592)
    -624   -1,264     -312  -35,656  -35,016  -36,592  -36,592        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.4      0.3     99.5     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       21       24       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,623,812
COMMITMENTS
  37,199   89,939   72,342  1499519  1448899  1609060  1611180   14,752   12,632

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      4,823)
   3,127    4,654     -350  -11,946  -11,353   -9,169   -7,049   13,992   11,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      5.5      4.5     92.3     89.2     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        9        5       37       41       45       52                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       70,028
COMMITMENTS
   4,309    6,312    2,393   63,326   61,323   70,028   70,028        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,312)
    -174      124      595      891      593    1,312    1,312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      9.0      3.4     90.4     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        5        5       24       25       32       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      354,616
COMMITMENTS
   2,872        8      320  351,424  354,288  354,616  354,616        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,808)
       0        0        0   -2,808   -2,808   -2,808   -2,808        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       17       17       18                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      435,098
COMMITMENTS
   5,192    1,152    8,632  421,274  425,314  435,098  435,098        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -9,090)
       0        0        0   -9,090   -9,090   -9,090   -9,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.3      2.0     96.8     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        1       27       26       30       28                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       35,532
COMMITMENTS
   1,334      387      846   32,848   33,814   35,028   35,047      504      485

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -765)
      25        0       -2     -955     -763     -932     -765      167        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.1      2.4     92.4     95.2     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       8        1        5       29       27       37       33                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,947
COMMITMENTS
     240        0        0   56,890   57,665   57,130   57,665      817      282

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,310)
       0        0        0      930    1,050      930    1,050      380      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     98.2     99.5     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       32       31       33       31                  
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        3,050
COMMITMENTS
     250      150      150    2,650    2,750    3,050    3,050        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      4.9      4.9     86.9     90.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       12        8       14       11                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       84,416
COMMITMENTS
   1,533        0        0   81,707   83,890   83,240   83,890    1,176      526

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,705)
       0        0        0      739    1,215      739    1,215      966      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     96.8     99.4     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        0       35       29       40       29                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,504
COMMITMENTS
     750    1,275        0   22,196   22,109   22,946   23,384      558      120

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.4      0.0     94.4     94.1     97.6     99.5      2.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       17       16       19       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      290,816
COMMITMENTS
  12,384        0      384  278,048  290,432  290,816  290,816        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       22       17       24       18                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,905
COMMITMENTS
   1,624    1,758      173    8,068    7,974    9,865    9,905       40        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -443)
      73      176      -31     -480     -565     -438     -420       -5      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     17.7      1.7     81.5     80.5     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        1        2       21       21       27       23                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,340
COMMITMENTS
   4,350        0        0    6,870   11,160   11,220   11,160      120      180

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -190)
    -250        0        0        0     -250     -250     -250       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.4      0.0      0.0     60.6     98.4     98.9     98.4      1.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       12       15       16       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,550
COMMITMENTS
   2,110      225      450    8,405   10,810   10,965   11,485      585       65

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -75      -45      -75      -45       75       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      1.9      3.9     72.8     93.6     94.9     99.4      5.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       13       16       15       18                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,812
COMMITMENTS
     350    1,700        0   33,462   31,977   33,812   33,677        0      135

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        770)
       0        0        0      770      770      770      770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      5.0      0.0     99.0     94.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       22       25       24       27                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,992
COMMITMENTS
     710       75        0   24,037   24,812   24,747   24,887      245      105

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,650)
       0        0        0    1,590    1,590    1,590    1,590       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.3      0.0     96.2     99.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       26       22       28       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,242
COMMITMENTS
     215      837      315   22,392   21,477   22,922   22,629      320      613

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        152)
       0       46        0      152      152      152      198        0      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.6      1.4     96.3     92.4     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        2       26       25       29       29                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,777
COMMITMENTS
   1,681    4,752      945   55,151   51,960   57,777   57,657        0      120

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,063)
       0      135       -3    1,071      931    1,068    1,063       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      8.2      1.6     95.5     89.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        3       32       26       36       30                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       73,453
COMMITMENTS
   1,789    8,361    2,282   69,347   62,800   73,418   73,443       35       10

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        501)
       5     -332       60      436      773      501      501        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     11.4      3.1     94.4     85.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        8       10       36       35       46       48                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,045
COMMITMENTS
     815        0        0   52,320   54,045   53,135   54,045      910        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      6,060)
       0        0        0    5,180    6,060    5,180    6,060      880        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     96.8    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       26       12       27       12                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,080
COMMITMENTS
   1,455        0        0   58,925   61,080   60,380   61,080      700        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      6,060)
       0        0        0    5,390    6,060    5,390    6,060      670        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.0      0.0     96.5    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       26       17       28       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      366,653
COMMITMENTS
  52,639   19,057    2,719  311,295  344,877  366,653  366,653        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,888)
   2,304        0        0    1,584    3,888    3,888    3,888        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      5.2      0.7     84.9     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        2       28       31       32       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,302
COMMITMENTS
   1,735    2,480    2,211   24,230   23,356   28,176   28,047      126      255

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,051)
    -640      103      642    1,049      306    1,051    1,051        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      8.8      7.8     85.6     82.5     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        4        8       25       34       33       43                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       33,734
COMMITMENTS
   1,233      312       26   32,475   33,396   33,734   33,734        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -589)
     646     -287     -101   -1,134     -201     -589     -589        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.9      0.1     96.3     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        1       16       13       20       17                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      283,957
COMMITMENTS
     760   19,184        0  283,197  264,773  283,957  283,957        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -12,253)
       0        0        0  -12,253  -12,253  -12,253  -12,253        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.8      0.0     99.7     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        0       20       18       21       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       21,683
COMMITMENTS
     611    1,173       20   20,925   20,023   21,556   21,216      127      467

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,058)
       0        0        0   -1,058   -1,060   -1,058   -1,060        0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      5.4      0.1     96.5     92.3     99.4     97.8      0.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        1       20       21       23       24                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      114,548
COMMITMENTS
       0    2,385        0  114,124  110,467  114,124  112,852      424    1,696

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.1      0.0     99.6     96.4     99.6     98.5      0.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       10       10       10       11                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,720
COMMITMENTS
   1,666      307      680   10,013   10,232   12,359   11,219      361    1,501

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -40        0      -40        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      2.4      5.3     78.7     80.4     97.2     88.2      2.8     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        2       16       17       21       21                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      165,703
COMMITMENTS
   6,369    2,514    1,904  157,046  160,901  165,319  165,319      384      384

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          8)
       0     -384      384     -376        8        8        8        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.5      1.1     94.8     97.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       15       18       20       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,372
COMMITMENTS
     179    2,659      498   17,323   14,643   18,000   17,800      372      572

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -84)
       3     -143      120     -367     -124     -244     -147      160       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     14.5      2.7     94.3     79.7     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        4        5       23       28       29       34                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      207,505
COMMITMENTS
   1,152   10,159      408  205,097  196,514  206,657  207,081      848      424

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      6,250)
       0    2,769        0    5,402    3,057    5,402    5,826      848      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      4.9      0.2     98.8     94.7     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       21       20       23       22                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,150
COMMITMENTS
     100      675        0    9,975    8,950   10,075    9,625       75      525

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -15     -495      -15     -495       15      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      6.7      0.0     98.3     88.2     99.3     94.8      0.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       15       13       16       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,936
COMMITMENTS
     304    1,064        0   23,632   22,872   23,936   23,936        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -1,002)
       0     -150        0   -1,002     -852   -1,002   -1,002        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      4.4      0.0     98.7     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        0       18       17       19       21                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      242,157
COMMITMENTS
       0        0        0  242,157  242,157  242,157  242,157        0        0

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -3,115)
       0        0        0   -3,115   -3,115   -3,115   -3,115        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       15       17       15                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,935
COMMITMENTS
     420    1,480        0   11,040   10,425   11,460   11,905      475       30

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -295        0     -295        0      295        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     12.4      0.0     92.5     87.3     96.0     99.7      4.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14       13       15       14                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,185
COMMITMENTS
     425    3,370      175   13,040   10,590   13,640   14,135      545       50

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -345        0     -345        0      345        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     23.8      1.2     91.9     74.7     96.2     99.6      3.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       17       14       19       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      733,580
COMMITMENTS
  63,702   31,488  143,378  525,254  558,614  732,334  733,480    1,246      100

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,434)
   2,984      750     -260       82    1,844    2,805    2,334     -371      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      4.3     19.5     71.6     76.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        6       19       18       27       25                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,820
COMMITMENTS
       0        0        0   18,335   18,725   18,335   18,725      485       95

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -275      -75     -275      -75      275       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.4     99.5     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       14       17       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,146
COMMITMENTS
     900      100       50   20,441   21,946   21,391   22,096      755       50

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -635      -50     -635      -50      635       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.5      0.2     92.3     99.1     96.6     99.8      3.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       19       17       21       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,320
COMMITMENTS
     150      250        0   13,767   14,925   13,917   15,175    1,403      145

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -670     -100     -670     -100      670      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.6      0.0     89.9     97.4     90.8     99.1      9.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       14       15       15       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,595
COMMITMENTS
       0      900        0   22,355   22,630   22,355   23,530    1,240       65

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0   -1,140      -15   -1,140      -15    1,140       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.8      0.0     94.7     95.9     94.7     99.7      5.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        0       18       15       18       18                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,820
COMMITMENTS
       0      200        0   16,590   17,410   16,590   17,610    1,230      210

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0   -1,220      -80   -1,220      -80    1,170       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     93.1     97.7     93.1     98.8      6.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       10       18       11                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,230
COMMITMENTS
     290        0       60   19,500   19,810   19,850   19,870      380      360

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -10)
     -50        0        0        5     -310      -45     -310       35      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.3     96.4     97.9     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       12       17       13                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,907
COMMITMENTS
     860        0       40   20,522   21,507   21,422   21,547      485      360

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -50)
     -50        0        0     -120     -350     -170     -350      120      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      0.0      0.2     93.7     98.2     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       16       12       18       13                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,200
COMMITMENTS
   4,255    1,740      450  109,595  110,810  114,300  113,000      900    2,200

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        110)
       0      -50        0     -790   -1,865     -790   -1,915      900    2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.5      0.4     95.1     96.2     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        5        2       36       33       42       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      128,265
COMMITMENTS
   2,718    5,226    1,487  123,567  120,593  127,772  127,306      493      959

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         80)
    -395      125       10      -13     -845     -398     -710      478      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      4.1      1.2     96.3     94.0     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        6        4       43       38       49       45                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      176,102
COMMITMENTS
   8,425   18,166    9,849  156,609  145,562  174,884  173,577    1,218    2,525

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -460)
    -228     -387     -546     -833   -1,994   -1,607   -2,927    1,147    2,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     10.3      5.6     88.9     82.7     99.3     98.6      0.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       13       14       47       48       66       66                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      122,859
COMMITMENTS
   4,750    3,282    1,460  115,821  116,157  122,031  120,899      828    1,960

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        361)
     120       -5        0     -529   -1,594     -409   -1,599      770    1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      2.7      1.2     94.3     94.5     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        4        5       39       36       44       44                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,455
COMMITMENTS
   1,410      900      520   35,755   36,385   37,685   37,805      770      650

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        305)
     -10        0       10     -465     -355     -465     -345      770      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      2.3      1.4     93.0     94.6     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       23       14       26       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,275
COMMITMENTS
     940      200      305   32,420   33,580   33,665   34,085      610      190

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        120)
       0        0        0     -470      -70     -470      -70      590      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.6      0.9     94.6     98.0     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       23       12       25       15                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       35,653
COMMITMENTS
   1,050        0      300   33,804   35,003   35,154   35,303      499      350

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        405)
       0        0        0      175      250      175      250      230      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.8     94.8     98.2     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       28       29       30       30                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       15,043
COMMITMENTS
     525        0        0   14,518   14,893   15,043   14,893        0      150

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0       19       16       21       16                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,772
COMMITMENTS
   2,486    2,572      702   26,142   26,290   29,330   29,564      442      208

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0      -75     -143      -75     -143        0       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      8.6      2.4     87.8     88.3     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        5       27       24       33       32                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,655
COMMITMENTS
   1,511        0      173   19,621   21,297   21,305   21,470      350      185

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         82)
       0        0        0       97      -73       97      -73      -15      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.0      0.8     90.6     98.3     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       26       25       29       27                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,582
COMMITMENTS
   1,523    4,222    1,152   35,550   32,644   38,225   38,018      357      564

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -309)
    -135     -455        5     -200     -378     -330     -828       21      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     10.9      3.0     92.1     84.6     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        4        4       28       28       34       34                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,730
COMMITMENTS
     741        0       57   21,182   22,616   21,980   22,673      750       57

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        765)
       0      -25       25      565      708      590      708      175       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.0      0.3     93.2     99.5     96.7     99.7      3.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        3       26       22       29       25                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,637
COMMITMENTS
       0    1,743      526   22,969   21,215   23,495   23,484      142      153

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         35)
       0      300        0       25     -418       25     -118       10      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.4      2.2     97.2     89.8     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       21       18       22       21                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,060
COMMITMENTS
       0      351      105   15,665   15,496   15,770   15,952      290      108

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -80)
       0        0        0     -260      -80     -260      -80      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      0.7     97.5     96.5     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       19       18       20       21                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,763
COMMITMENTS
     100      500      300   38,614   38,723   39,014   39,523      749      240

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        175)
       0        0        0     -205       10     -205       10      380      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.3      0.8     97.1     97.4     98.1     99.4      1.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       29       27       31       29                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,709
COMMITMENTS
     442        0       32   15,495   16,356   15,969   16,388      740      321

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      147      300      147        0      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.2     92.7     97.9     95.6     98.1      4.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       20       16       21       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,589
COMMITMENTS
   1,069        0       18   13,427   14,503   14,514   14,521       75       68

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         25)
       0        0        0      -20      -43      -20      -43       45       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      0.0      0.1     92.0     99.4     99.5     99.5      0.5      0.5

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



Updated August 5, 2016