CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,393
COMMITMENTS
  12,427    3,001    1,011   11,880   21,381   25,318   25,393       75        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -174)
       0     -224        0     -184       50     -184     -174       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     11.8      4.0     46.8     84.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        5        5        8       10       23       17                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       26,310
COMMITMENTS
   5,295    6,264    1,000   20,015   19,046   26,310   26,310        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,295)
       0        0        0    1,295    1,295    1,295    1,295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     23.8      3.8     76.1     72.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        1        8        7       14       11                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       31,389
COMMITMENTS
   3,841    2,099    6,375   21,173   22,915   31,389   31,389        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      5,317)
    -448     -768    4,073    1,692    2,012    5,317    5,317        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      6.7     20.3     67.5     73.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        6        5       10        9       18       18                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,035,103
COMMITMENTS
 378,850  287,157  752,597  2865714  2980567  3997161  4020321   37,942   14,782

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     55,783)
  40,813   -1,337  -20,865   32,428   77,592   52,376   55,390    3,407      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      7.1     18.7     71.0     73.9     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      29       44       56      137      118      199      186                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      358,488
COMMITMENTS
 128,349   73,280   64,751  165,366  220,064  358,466  358,095       22      393

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     21,074)
  24,052    5,234   -3,916      938   19,756   21,074   21,074        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8     20.4     18.1     46.1     61.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      17       13       19       37       32       62       56                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      234,332
COMMITMENTS
   8,878    3,929    2,423  209,652  221,233  220,953  227,585   13,379    6,747

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        341)
     699   -2,254     -153     -121    3,261      425      854      -84     -513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.7      1.0     89.5     94.4     94.3     97.1      5.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        3       36       34       43       40                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      112,439
COMMITMENTS
   1,980      279    1,305  103,082  106,797  106,367  108,381    6,072    4,058

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,103)
    -615       62      116    1,814    1,017    1,315    1,195     -212      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.2      1.2     91.7     95.0     94.6     96.4      5.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       27       32       29       35                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      205,497
COMMITMENTS
     271    8,357    2,178  195,580  185,049  198,029  195,584    7,468    9,913

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      2,406)
     180      786     -342    3,482    3,338    3,320    3,782     -914   -1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.1      1.1     95.2     90.0     96.4     95.2      3.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        5        3       29       30       32       36                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      638,983
COMMITMENTS
   8,556    1,211    2,734  619,870  631,359  631,160  635,304    7,823    3,679

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      7,810)
    -332      197     -103    8,307    7,653    7,872    7,747      -62       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.2      0.4     97.0     98.8     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        3        5       51       37       59       42                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      327,824
COMMITMENTS
     413    6,368    3,324  315,316  310,378  319,053  320,070    8,771    7,754

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      3,980)
     413   -3,049      566    3,774    4,972    4,753    2,489     -773    1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.9      1.0     96.2     94.7     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        6        5       38       39       43       46                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      230,287
COMMITMENTS
   4,290    2,809    4,970  216,665  218,380  225,925  226,159    4,362    4,128

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     14,791)
     953      -86     -312   14,982   15,592   15,623   15,194     -832     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.2      2.2     94.1     94.8     98.1     98.2      1.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        5       36       42       42       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       94,172
COMMITMENTS
   1,377    1,615    2,214   83,760   82,963   87,351   86,792    6,821    7,380

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        654)
      31      311     -156    1,815      627    1,690      782   -1,036     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.7      2.4     88.9     88.1     92.8     92.2      7.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       21       25       24       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,376
COMMITMENTS
   1,892      664    2,232   90,435   90,830   94,559   93,726    5,817    6,650

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      3,336)
     557   -5,190      240    3,394    6,704    4,191    1,754     -855    1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.7      2.2     90.1     90.5     94.2     93.4      5.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        2       31       27       34       30                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,448
COMMITMENTS
     390      270        0   16,304   16,668   16,694   16,938      754      510

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,674)
       0        0        0    1,674    1,674    1,674    1,674        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.5      0.0     93.4     95.5     95.7     97.1      4.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       10       14       11                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,328
COMMITMENTS
     365    2,437    1,315   64,044   59,232   65,724   62,984    6,604    9,344

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,323)
      60      456      -33    1,286    1,126    1,313    1,549       10     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      3.4      1.8     88.5     81.9     90.9     87.1      9.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       19       19       21       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      174,941
COMMITMENTS
       0        0        0  169,816  169,525  169,816  169,525    5,125    5,416

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,274)
       0        0        0    1,874    2,921    1,874    2,921     -600   -1,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.1     96.9     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       29       23       29       23                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,658
COMMITMENTS
       0        0        0   84,656   88,735   84,656   88,735    8,002    3,923

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      7,233)
       0        0        0    5,856    7,656    5,856    7,656    1,377     -423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.4     95.8     91.4     95.8      8.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       15       21       15                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      334,913
COMMITMENTS
   1,216      244    3,395  319,152  321,583  323,763  325,222   11,150    9,691

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      6,026)
       0      216     -217    9,392    7,211    9,175    7,210   -3,149   -1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.1      1.0     95.3     96.0     96.7     97.1      3.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        1        1       47       40       49       41                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,035
COMMITMENTS
   1,609      240    2,380   61,028   55,622   65,017   58,242    5,018   11,793

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      2,544)
     -99      240      245    3,012    2,059    3,158    2,544     -614        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.3      3.4     87.1     79.4     92.8     83.2      7.2     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       22       17       24       20                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,455
COMMITMENTS
       0       97    1,340   56,356   57,338   57,696   58,775    4,759    3,680

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        213)
    -207       97      238      519      273      550      608     -337     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      2.1     90.2     91.8     92.4     94.1      7.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       17       19       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,289
COMMITMENTS
   2,036        0        0   62,477   66,185   64,513   66,185    2,776    1,104

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      5,457)
       0        0        0    3,716    6,830    3,716    6,830    1,741   -1,373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     92.8     98.4     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       17       17       18       17                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,608
COMMITMENTS
   5,761    4,140        0   81,680   86,288   87,441   90,428    3,167      180

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      5,364)
       0        0        0    3,716    6,648    3,716    6,648    1,648   -1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      4.6      0.0     90.1     95.2     96.5     99.8      3.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        6        0       27       30       32       36                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,922
COMMITMENTS
       0    1,764        0   34,712   32,496   34,712   34,260      210      662

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      3,184)
       0        0        0    3,184    3,184    3,184    3,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.0     99.4     93.1     99.4     98.1      0.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       14       23       14       24                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,959
COMMITMENTS
   3,601        0    1,335  175,692  178,680  180,628  180,015    6,331    6,944

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      7,971)
   1,287     -128      -86    5,046    8,390    6,247    8,176    1,724     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.7     94.0     95.6     96.6     96.3      3.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        1       32       32       34       33                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       21,102
COMMITMENTS
       0    2,370        0   18,828   18,161   18,828   20,531    2,274      571

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      2,128)
       0        0        0      608    2,097      608    2,097    1,520       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.2      0.0     89.2     86.1     89.2     97.3     10.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14        8       14       10                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,051
COMMITMENTS
   3,140      636      999   50,986   60,388   55,125   62,023    8,926    2,028

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -1,174)
     -25        0        0   -1,042   -1,219   -1,067   -1,219     -107       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.0      1.6     79.6     94.3     86.1     96.8     13.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       18       20       20                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       96,130
COMMITMENTS
      19    3,989    4,087   84,485   80,136   88,591   88,212    7,539    7,918

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,165)
      19       19      251    1,264      808    1,534    1,078     -369       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      4.3     87.9     83.4     92.2     91.8      7.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       22       24       24       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,745
COMMITMENTS
   5,431        0      943   91,857   97,427   98,231   98,370    4,514    4,375

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -728)
     700        0     -345      200     -230      555     -575   -1,283     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.0      0.9     89.4     94.8     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       21       18       25       20                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,671
COMMITMENTS
   4,159        0        0  101,954  107,415  106,113  107,415    3,558    2,256

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      3,362)
   4,159        0        0    3,042    4,861    7,201    4,861   -3,839   -1,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      0.0     93.0     97.9     96.8     97.9      3.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       22       20       23       20                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,140
COMMITMENTS
   1,356      775      135  100,929  102,994  102,420  103,904    6,720    5,236

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        222)
   1,356      -17     -479     -896    1,206      -19      710      241     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.7      0.1     92.5     94.4     93.8     95.2      6.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       17       22       19                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      182,071
COMMITMENTS
   1,931   17,015    1,915  166,367  157,943  170,213  176,873   11,858    5,198

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      2,477)
       0    2,071       -5    2,454      419    2,449    2,485       28       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      9.3      1.1     91.4     86.7     93.5     97.1      6.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        3       31       26       34       30                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       11,816
COMMITMENTS
   1,350    3,676        0   10,376    7,316   11,726   10,992       90      824

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     31.1      0.0     87.8     61.9     99.2     93.0      0.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0       10       11       12       13                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,379
COMMITMENTS
       0    1,242      210   29,629   28,687   29,839   30,139      540      240

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      6,138)
    -210      162      210    6,138    5,766    6,138    6,138        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      0.7     97.5     94.4     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       12       13       13       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,112
COMMITMENTS
   1,980      540        0   36,434   38,788   38,414   39,328    1,698      784

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        514)
       0        0        0      514      390      514      390        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.3      0.0     90.8     96.7     95.8     98.0      4.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       15       13       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      207,953
COMMITMENTS
     807    6,516      690  199,839  196,262  201,336  203,468    6,617    4,485

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        266)
  -1,309   -2,232   -2,468    2,943    3,446     -834   -1,254    1,100    1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.1      0.3     96.1     94.4     96.8     97.8      3.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        2       42       38       46       41                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      100,055
COMMITMENTS
       0        0        0   96,086   98,194   96,086   98,194    3,969    1,861

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      2,801)
       0      -55     -334      909    3,614      575    3,225    2,226     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.0     98.1     96.0     98.1      4.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       28       27       28       27                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       68,361
COMMITMENTS
       0        0        0   61,416   56,580   61,416   56,580    6,945   11,781

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,534)
       0        0        0    1,004    1,063    1,004    1,063      530      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.8     82.8     89.8     82.8     10.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       18       18       18                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       67,608
COMMITMENTS
       0      217        0   57,402   64,362   57,402   64,579   10,206    3,029

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      2,645)
       0      -31        0    1,127    1,944    1,127    1,913    1,518      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     84.9     95.2     84.9     95.5     15.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       25       20       25       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       79,366
COMMITMENTS
   2,134        0        0   72,514   76,465   74,648   76,465    4,718    2,901

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      6,516)
       0        0        0    6,792    7,158    6,792    7,158     -276     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     91.4     96.3     94.1     96.3      5.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       16       11       17       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      133,422
COMMITMENTS
  17,207    4,656    7,266  108,415  121,290  132,888  133,212      534      210

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -951)
    -164    1,404   -3,253    2,380      876   -1,037     -973       86       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      3.5      5.4     81.3     90.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10       12       10       44       51       59       68                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       60,798
COMMITMENTS
       0    3,973    2,229   58,545   54,596   60,774   60,798       24        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -5,611)
    -337     -769   -1,125   -4,149   -3,717   -5,611   -5,611        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      3.7     96.3     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        9        3       26       23       29       32                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      523,672
COMMITMENTS
   1,440    7,798   11,250  510,982  504,624  523,672  523,672        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -16,312)
 -26,574   -7,041   -3,649   13,911   -5,622  -16,312  -16,312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.5      2.1     97.6     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        4       17       21       21       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,717,241
COMMITMENTS
  29,708   45,578   23,099  1664434  1648564  1717241  1717241        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     14,115)
  -4,471    8,144  -11,665   30,251   17,636   14,115   14,115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.7      1.3     96.9     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        5        5       36       43       43       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       62,452
COMMITMENTS
   1,560      463    1,464   59,428   60,525   62,452   62,452        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -6,769)
    -773     -275   -2,799   -3,197   -3,695   -6,769   -6,769        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.7      2.3     95.2     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        4       23       22       30       29                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      569,402
COMMITMENTS
   2,703   10,176    4,546  562,153  554,680  569,402  569,402        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -33,200)
  -3,118    2,560  -14,259  -15,823  -21,501  -33,200  -33,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.8      0.8     98.7     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       19       16       21       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      487,634
COMMITMENTS
   4,232    7,983      401  483,001  479,250  487,634  487,634        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        770)
 -12,151      -18   -7,048   19,969    7,836      770      770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.6      0.1     99.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        1       32       30       35       32                  
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       45,891
COMMITMENTS
     783    2,053      298   43,943   42,564   45,024   44,915      867      976

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -1,225)
  -1,206      255   -1,779    1,760      341   -1,225   -1,183        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      4.5      0.6     95.8     92.8     98.1     97.9      1.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        3       24       24       29       28                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,607
COMMITMENTS
      35       25       25   52,924   53,474   52,984   53,524      623       83

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        -75)
       0     -195        0      -75      120      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     98.7     99.8     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       33       29       34       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,220
COMMITMENTS
      40      630        0   69,241   69,529   69,281   70,159      939       61

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        -40)
      40        0      -80        0       40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.9      0.0     98.6     99.0     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        0       35       30       36       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,969
COMMITMENTS
     100        0        0   18,849   18,969   18,949   18,969       20        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -431)
  -1,100        0        0      674     -431     -426     -431       -5        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       16       25       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      247,016
COMMITMENTS
     768      784      392  245,856  245,840  247,016  247,016        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -15,336)
     768   -7,104   -5,520  -10,584   -2,712  -15,336  -15,336        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      0.2     99.5     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       21       20       23       21                  
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,494
COMMITMENTS
   1,402      260        0    5,925    7,062    7,327    7,322      167      172

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -197)
      21     -147      -21     -196       -9     -196     -177       -1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      3.5      0.0     79.1     94.2     97.8     97.7      2.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       17       20       18                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,885
COMMITMENTS
       0      400        0   16,885   16,435   16,885   16,835        0       50

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -2,550)
  -1,180     -125      -20   -1,350   -2,415   -2,550   -2,560        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.0    100.0     97.3    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       22       19       22       21                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,460
COMMITMENTS
       0        5       25   14,035   14,280   14,060   14,310      400      150

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -650)
       0     -745      -95     -625       65     -720     -775       70      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.2     97.1     98.8     97.2     99.0      2.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       22       23       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,210
COMMITMENTS
       0        0        0   16,039   15,170   16,039   15,170      171    1,040

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -1,615)
    -611        0     -131     -875   -1,380   -1,617   -1,511        2     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     93.6     98.9     93.6      1.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       25       24       25       24                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,391
COMMITMENTS
       0    4,172      710   53,163   49,289   53,873   54,171      518      220

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        -39)
       0   -2,848   -1,335    1,359    4,207       24       24      -63      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      1.3     97.7     90.6     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        6        3       32       28       35       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       64,218
COMMITMENTS
      50    4,479    2,428   61,686   57,183   64,164   64,090       54      128

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        807)
    -249   -3,736   -1,286    2,342    5,797      807      775        0       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.0      3.8     96.1     89.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        7        4       33       32       38       40                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,790
COMMITMENTS
     760        0        0   46,990   47,790   47,750   47,790       40        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      2,490)
    -150        0        0    2,640    2,490    2,490    2,490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     98.3    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       29       16       31       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,830
COMMITMENTS
     740        0        0   46,020   46,830   46,760   46,830       70        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        960)
       0        0        0      990      960      990      960      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     98.3    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       28       19       29       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      344,987
COMMITMENTS
  14,408    1,936   12,197  318,382  330,854  344,987  344,987        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     14,411)
 -29,566        0  -11,331   55,308   25,742   14,411   14,411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.6      3.5     92.3     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        2       28       33       33       37                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,957
COMMITMENTS
   2,837      845      342   20,693   22,471   23,872   23,658       85      299

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,448)
  -1,378      289     -487    3,335    1,646    1,470    1,448      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      3.5      1.4     86.4     93.8     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        6        4       26       31       32       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       39,521
COMMITMENTS
   2,564      471      204   36,753   38,846   39,521   39,521        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        288)
    -463       72     -202      953      418      288      288        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.2      0.5     93.0     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        4        2       17       12       24       17                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      444,945
COMMITMENTS
     768    3,138        0  444,177  441,807  444,945  444,945        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:    -25,063)
     768  -12,506   -6,310  -19,521   -6,247  -25,063  -25,063        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.7      0.0     99.8     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       20       17       21       18                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       34,810
COMMITMENTS
   1,758      383      255   32,627   33,853   34,640   34,491      170      319

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -2,172)
     356      213   -2,037     -470      226   -2,151   -1,598      -21     -574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      1.1      0.7     93.7     97.3     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        1       17       19       21       21                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       55,924
COMMITMENTS
       0    3,121        0   55,924   52,803   55,924   55,924        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      4,704)
       0        0        0    4,704    4,704    4,704    4,704        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      0.0    100.0     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       13       13       14                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,631
COMMITMENTS
   2,054      127      379   14,006   15,003   16,439   15,509      192    1,122

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -233)
       0        0        0     -233     -233     -233     -233        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.8      2.3     84.2     90.2     98.8     93.3      1.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       19       20       23       23                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      187,731
COMMITMENTS
  22,183        0    4,740  160,808  182,991  187,731  187,731        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      3,443)
   6,954        0     -784   -2,727    4,227    3,443    3,443        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.0      2.5     85.7     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       19       23       21       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,611
COMMITMENTS
     602        0       23   11,965   11,888   12,590   11,911       21      700

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        550)
    -348     -232        0      898      678      550      446        0      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      0.2     94.9     94.3     99.8     94.4      0.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       20       22       22       23                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      136,672
COMMITMENTS
   5,057        0        0  131,615  136,672  136,672  136,672        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     21,977)
       0        0        0   21,977   21,977   21,977   21,977        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       21       21       23       21                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       18,058
COMMITMENTS
      50        0      100   17,908   17,958   18,058   18,058        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -759)
    -354        0     -566      161     -193     -759     -759        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.6     99.2     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       14       16       15       17                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      162,939
COMMITMENTS
     320        0        0  162,619  162,939  162,939  162,939        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -1,289)
  -4,833        0        0    3,544   -1,289   -1,289   -1,289        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       17       14       17                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,570
COMMITMENTS
       0      300        0    8,060    8,235    8,060    8,535      510       35

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         70)
       0      100        0      100        0      100      100      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0     94.0     96.1     94.0     99.6      6.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       13       14       14                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,050
COMMITMENTS
       0      650        0   23,660   23,400   23,660   24,050      390        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        115)
       0      -25        0      115      140      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.0     98.4     97.3     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       16       21       17                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,970
COMMITMENTS
       0      675        0   20,400   20,235   20,400   20,910      570       60

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     97.3     96.5     97.3     99.7      2.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       10       16       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,954
COMMITMENTS
     400        0        0   23,554   23,954   23,954   23,954        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,355)
     250        0        0    1,105    1,355    1,355    1,355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.0     98.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        0        0       23       21       26       21                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,025
COMMITMENTS
     250        0        0   22,675   23,025   22,925   23,025      100        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,740)
     250        0        0    1,490    1,740    1,740    1,740        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     98.5    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       17       20       17                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,690
COMMITMENTS
       0        0        0   12,360   12,475   12,360   12,475      330      215

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      135      255      135        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     98.3     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       24       10       24       10                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,397
COMMITMENTS
       0        0        0   13,057   13,202   13,057   13,202      340      195

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      120      240      120        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.5     98.5     97.5     98.5      2.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       26       12       26       12                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,672
COMMITMENTS
   3,270    1,150       50  105,332  107,372  108,652  108,572       20      100

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        966)
     120      250        0      846      796      966    1,046        0      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.1      0.0     96.9     98.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        1       36       31       39       34                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      118,337
COMMITMENTS
   2,045      950      400  115,877  116,897  118,322  118,247       15       90

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      3,172)
     495     -140      100    2,577    3,202    3,172    3,162        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.8      0.3     97.9     98.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        3       40       35       45       40                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      140,558
COMMITMENTS
  15,977    6,416    3,057  121,341  130,898  140,375  140,371      183      187

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,925)
  -1,441      484     -592    3,948    2,016    1,915    1,908       10       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      4.6      2.2     86.3     93.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9        9        8       43       41       57       53                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      101,128
COMMITMENTS
     890    3,190    1,440   98,695   96,198  101,025  100,828      103      300

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        637)
     -80        0   -1,280    1,997    1,677      637      397        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.2      1.4     97.6     95.1     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        5       39       36       45       42                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,560
COMMITMENTS
       0      275      125   22,395   22,070   22,520   22,470       40       90

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -215)
       0      100        0     -205     -315     -205     -215      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.6     99.3     97.8     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       27       13       28       15                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,810
COMMITMENTS
       0       25      150   19,620   19,545   19,770   19,720       40       90

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -185)
       0        0        0     -185     -185     -185     -185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.8     99.0     98.7     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       25       10       26       11                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       26,899
COMMITMENTS
      30        0       25   26,610   26,624   26,665   26,649      234      250

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -140)
      30     -930     -120      -10      910     -100     -140      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.1     98.9     99.0     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        1       28       26       29       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       10,379
COMMITMENTS
       0       50        0   10,379   10,329   10,379   10,379        0        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -261)
    -740       50     -160      639     -151     -261     -261        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       16       15       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,591
COMMITMENTS
   2,708    2,170      350   25,843   27,051   28,901   29,571      690       20

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      -10       50      -10       50       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      7.3      1.2     87.3     91.4     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       20       23       24       26                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,350
COMMITMENTS
   2,110        0        0   20,516   23,350   22,626   23,350      724        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        320)
      75        0      -60      305      380      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      0.0     87.9    100.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       19       23       21       23                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,133
COMMITMENTS
       0      110      470   29,349   29,537   29,819   30,117      314       16

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:      1,226)
     -90      -40       20    1,341    1,266    1,271    1,246      -45      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      1.6     97.4     98.0     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        2       24       25       26       28                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,148
COMMITMENTS
       0      420        0   21,893   21,728   21,893   22,148      255        0

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:     -1,812)
    -600      -50        0   -1,212   -1,762   -1,812   -1,812        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0     98.8     98.1     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       25       24       25       25                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,109
COMMITMENTS
       0      760        0   14,924   14,029   14,924   14,789      185      320

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0     98.8     92.9     98.8     97.9      1.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       18       14       18       15                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,266
COMMITMENTS
       0        0        0   10,366   11,006   10,366   11,006      900      260

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.0     97.7     92.0     97.7      8.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,345
COMMITMENTS
   1,825      610       15   31,261   32,490   33,101   33,115      244      230

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -470)
       0   -1,735     -215     -255    1,480     -470     -470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.8      0.0     93.8     97.4     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       27       22       30       24                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       12,781
COMMITMENTS
   1,062        0        0   11,489   12,701   12,551   12,701      230       80

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:        255)
    -975        0        0    1,170      195      195      195       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      0.0     89.9     99.4     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       17       18       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 09/15/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,239
COMMITMENTS
   1,735        0       25   11,144   13,189   12,904   13,214      335       25

CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST:       -165)
    -450        0      -75      300      -90     -225     -165       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      0.0      0.2     84.2     99.6     97.5     99.8      2.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       23       19       25       20                  



Updated September 18, 2015