CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       15,926
COMMITMENTS
   8,046    4,582      795    7,019   10,539   15,860   15,916       66       10

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        401)
     400      171      -20       19      240      399      391        2       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.5     28.8      5.0     44.1     66.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       9        6        1        5        7       15       13
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       26,170
COMMITMENTS
   4,055    7,469    1,000   21,115   17,701   26,170   26,170        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:         20)
      20        0        0        0       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     28.5      3.8     80.7     67.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        1        9        7       17       12
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,423,956
COMMITMENTS
 410,441  287,778  945,169  3035751  3175620  4391361  4408567   32,595   15,389

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:    -18,045)
  22,644  -19,652   -7,219  -29,041   11,801  -13,616  -15,070   -4,429   -2,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      6.5     21.4     68.6     71.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      31       46       61      140      117      208      189
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      668,287
COMMITMENTS
 167,696   87,428  177,563  292,992  323,316  638,251  588,307   30,036   79,980

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     83,078)
  -6,775  -59,963   30,071   29,875   33,561   53,171    3,669   29,907   79,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     13.1     26.6     43.8     48.4     95.5     88.0      4.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       18       26       38       36       77       65
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,903
COMMITMENTS
   7,659   10,867    5,408  221,128  227,987  234,195  244,262   12,708    2,641

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,651)
    -313   -2,920     -358    3,014    5,447    2,343    2,169     -692     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.4      2.2     89.6     92.3     94.9     98.9      5.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        6        4       37       34       43       42
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,267
COMMITMENTS
  15,670    3,034    2,424   87,208  102,802  105,302  108,260    5,965    3,007

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      7,212)
   2,408     -276      -82    3,936    7,356    6,262    6,998      950      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      2.7      2.2     78.4     92.4     94.6     97.3      5.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        2       31       30       36       32
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      238,125
COMMITMENTS
   4,250   10,747    4,155  222,759  215,955  231,164  230,857    6,961    7,268

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     13,677)
     428    2,020      410   12,106   11,522   12,944   13,952      733     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      4.5      1.7     93.5     90.7     97.1     96.9      2.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        4       26       30       30       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      723,125
COMMITMENTS
  45,025   19,601   12,124  659,658  680,563  716,807  712,288    6,318   10,837

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     27,155)
   1,663    6,221   -2,262   29,704   24,007   29,105   27,966   -1,950     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.7      1.7     91.2     94.1     99.1     98.5      0.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        4       51       38       55       43
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      269,403
COMMITMENTS
     210   16,367    1,629  260,579  242,669  262,418  260,665    6,985    8,738

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,257)
    -346   -1,684      503      961    3,984    1,118    2,803      139   -1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.1      0.6     96.7     90.1     97.4     96.8      2.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        2       34       31       36       36
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      274,909
COMMITMENTS
       0    6,939    4,792  264,392  257,484  269,184  269,215    5,725    5,694

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,847)
       0    1,518     -540    6,785      492    6,245    1,470   -3,398    1,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      1.7     96.2     93.7     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       0        4        3       38       40       41       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      125,631
COMMITMENTS
   2,378      341    4,068  114,356  112,948  120,802  117,357    4,829    8,274

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,605)
    -616     -727    2,041    1,097    2,032    2,522    3,346       83     -741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.3      3.2     91.0     89.9     96.2     93.4      3.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       22       21       24       24
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,415
COMMITMENTS
     230    2,956    4,810  100,016  101,807  105,056  109,573   11,359    6,842

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      4,696)
    -331      453     -118    5,808    4,675    5,359    5,010     -663     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.5      4.1     85.9     87.5     90.2     94.1      9.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        3       24       21       27       26
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,273
COMMITMENTS
       0    1,176        0   19,273   18,401   19,273   19,577    1,000      696

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,643)
       0        0        0    1,426    1,457    1,426    1,457      217      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      0.0     95.1     90.8     95.1     96.6      4.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       13       19       14
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,061
COMMITMENTS
     902    1,371    2,192   79,426   80,867   82,520   84,430    9,541    7,631

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        523)
    -823     -276      449      542    1,175      168    1,348      355     -825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.5      2.4     86.3     87.8     89.6     91.7     10.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       16       17       18       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      202,519
COMMITMENTS
       0        0        0  189,926  196,664  189,926  196,664   12,593    5,855

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,267)
       0   -1,988        0    2,003    2,643    2,003      655     -736      612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.8     97.1     93.8     97.1      6.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       25       23       25       23
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,375
COMMITMENTS
       0        0        0   72,285   81,655   72,285   81,655   13,090    3,720

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        538)
       0        0        0      538      259      538      259        0      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     84.7     95.6     84.7     95.6     15.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       15       19       15
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      328,727
COMMITMENTS
       0      624        0  321,630  323,572  321,630  324,196    7,097    4,531

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     15,454)
       0      624        0   15,274   15,442   15,274   16,066      180     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     97.8     98.4     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       0        1        0       45       38       45       39
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,893
COMMITMENTS
       0    5,288    2,764   73,777   65,534   76,541   73,586    6,352    9,307

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,019)
  -1,217      647      532    2,122      464    1,437    1,643     -418     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      3.3     89.0     79.1     92.3     88.8      7.7     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       20       22       22       24
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,950
COMMITMENTS
   2,063        0    1,486   61,440   62,059   64,989   63,545    5,961    7,405

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -929)
      -1     -991     -426   -1,558   -1,163   -1,985   -2,580    1,056    1,651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      2.1     86.6     87.5     91.6     89.6      8.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       15       13       17       15
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,191
COMMITMENTS
  10,919      651      868   76,550   84,322   88,337   85,841    2,854    5,350

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     14,342)
  -1,241      651      868   14,188   12,065   13,815   13,584      527      758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      0.7      1.0     83.9     92.5     96.9     94.1      3.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        1       16       23       19       25
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,634
COMMITMENTS
  11,901    2,919    1,652   59,705   68,805   73,258   73,376    1,376    1,258

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     13,081)
  -1,419      399    1,232   13,226   11,209   13,039   12,840       42      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      3.9      2.2     80.0     92.2     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        3        3       30       34       36       39
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,753
COMMITMENTS
       0    6,356        0   56,210   49,109   56,210   55,465      543    1,288

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     12,135)
       0        0        0   12,160   11,949   12,160   11,949      -25      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.2      0.0     99.0     86.5     99.0     97.7      1.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       20       20       20       21
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      159,620
COMMITMENTS
   2,267    6,788      453  153,519  144,731  156,239  151,972    3,381    7,648

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      7,296)
   1,218    3,694     -548    7,669    5,665    8,339    8,811   -1,043   -1,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      4.3      0.3     96.2     90.7     97.9     95.2      2.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        1       32       33       33       35
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,917
COMMITMENTS
   1,712    2,481    1,734   51,326   52,336   54,772   56,551    8,145    6,366

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        -55)
    -251    2,481   -1,151    1,403   -1,416        1      -86      -56       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      3.9      2.8     81.6     83.2     87.1     89.9     12.9     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       14       18       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,881
COMMITMENTS
       0    5,283    2,414  112,873  106,404  115,287  114,101    5,594    6,780

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      5,810)
       0    3,001     -780    6,160    3,943    5,380    6,164      430     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      2.0     93.4     88.0     95.4     94.4      4.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        2       25       29       27       32
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,633
COMMITMENTS
   2,396      734      888   63,644   65,355   66,928   66,977    4,705    4,656

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,083)
     949      734      875   -1,320    2,748      504    4,357      579   -3,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.0      1.2     88.8     91.2     93.4     93.5      6.6      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       17       20       18
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,082
COMMITMENTS
   1,007   15,794      642   98,431   85,817  100,080  102,253    5,002    2,829

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      5,769)
   1,007        0      642    5,082    5,108    6,731    5,750     -962       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     15.0      0.6     93.7     81.7     95.2     97.3      4.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       13       21       15
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,936
COMMITMENTS
   1,048    8,036    1,126   97,321   94,355   99,495  103,517    7,441    3,419

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -453)
   1,011     -766     -134   -1,362      109     -485     -791       32      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      7.5      1.1     91.0     88.2     93.0     96.8      7.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       15       22       17
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      211,365
COMMITMENTS
   2,818   11,498    3,503  189,108  189,197  195,429  204,198   15,936    7,167

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      5,935)
     728     -210     -155    4,722    4,151    5,295    3,786      640    2,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.4      1.7     89.5     89.5     92.5     96.6      7.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        2       34       31       36       35
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,837
COMMITMENTS
     426      803        0   16,463   17,633   16,889   18,436    1,948      401

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,104)
      62      555        0    1,736    1,484    1,798    2,039      306       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.3      0.0     87.4     93.6     89.7     97.9     10.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       11       10       12       11
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,166
COMMITMENTS
       0      268      372   41,729   42,942   42,101   43,582    2,065      584

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      3,813)
       0     -124      372    3,479    3,578    3,851    3,826      -38      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.8     94.5     97.2     95.3     98.7      4.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        1       19       16       20       18
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      276,961
COMMITMENTS
   1,294   13,091    3,458  258,559  256,006  263,311  272,555   13,650    4,406

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      2,665)
     743        2      215    4,378    6,630    5,336    6,847   -2,671   -4,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      4.7      1.2     93.4     92.4     95.1     98.4      4.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        2        2       42       37       44       40
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      111,302
COMMITMENTS
       0        0        0  108,490  108,186  108,490  108,186    2,812    3,116

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      6,870)
       0        0        0    8,496    6,630    8,496    6,630   -1,626      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.5     97.2     97.5     97.2      2.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       26       21       26       21
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       96,983
COMMITMENTS
       0        0        0   89,065   93,470   89,065   93,470    7,918    3,513

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,499)
       0        0        0    1,470    1,436    1,470    1,436       29       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.8     96.4     91.8     96.4      8.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       20       21       20
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       89,239
COMMITMENTS
       0        0        0   81,204   85,237   81,204   85,237    8,035    4,002

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,175)
       0        0        0    1,088    2,491    1,088    2,491       87   -1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.0     95.5     91.0     95.5      9.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       15       18       15
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       37,754
COMMITMENTS
       0      733        0   37,328   36,139   37,328   36,872      426      882

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      4,340)
       0      341        0    4,278    4,027    4,278    4,368       62      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.0     98.9     95.7     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       11       16       11       17
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      138,939
COMMITMENTS
  16,132    8,113   10,331  111,652  120,321  138,115  138,765      824      174

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,905)
  -1,289    1,067      366    2,870      839    1,947    2,272      -42     -367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      5.8      7.4     80.4     86.6     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      11        9       16       45       48       64       65
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,504
COMMITMENTS
     204      847    1,928   39,372   38,729   41,504   41,504        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,234)
     -26      479     -149    1,409      904    1,234    1,234        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.0      4.6     94.9     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        4       21       23       25       28
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      385,236
COMMITMENTS
  17,989    3,036   23,181  344,066  359,019  385,236  385,236        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     13,246)
  -2,765     -258    1,394   15,271   12,110   13,900   13,246     -654        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.8      6.0     89.3     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       20       20       22       24
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,574,342
COMMITMENTS
  16,567   15,275   50,464  1507311  1508603  1574342  1574342        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     14,473)
  -3,184  -10,936    5,142   12,515   20,267   14,473   14,473        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.0      3.2     95.7     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        3        7       36       43       45       52
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       47,577
COMMITMENTS
       0    1,476    5,775   41,790   40,290   47,565   47,541       12       36

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -744)
  -1,656      222      318      594   -1,284     -744     -744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1     12.1     87.8     84.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        6        3       23       17       26       23
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      314,227
COMMITMENTS
   3,911   12,495   26,553  283,763  275,179  314,227  314,227        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     10,342)
    -885       24    2,512    8,715    7,806   10,342   10,342        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      4.0      8.5     90.3     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       15       19       17
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      624,239
COMMITMENTS
  13,091   26,098   16,196  594,952  581,945  624,239  624,239        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     14,411)
       0    5,825      391   14,020    8,195   14,411   14,411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      4.2      2.6     95.3     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       28       25       32       28
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,467
COMMITMENTS
   2,693    2,912    2,895   45,305   45,494   50,893   51,301      574      166

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,434)
    -272   -1,209      619    1,065    2,046    1,412    1,456       22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      5.7      5.6     88.0     88.4     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        4       26       27       31       32
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,892
COMMITMENTS
       0       95      300   58,415   58,197   58,715   58,592      177      300

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        450)
     -50        0       50      438      400      438      450       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.5     99.2     98.8     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        2       27       24       29       26
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,184
COMMITMENTS
     405       50      230   73,417   73,599   74,052   73,879      132      305

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,000)
      50       50      -50      988    1,000      988    1,000       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.1      0.3     99.0     99.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       29       25       30       27
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,280
COMMITMENTS
   1,170        0       80   15,975   17,200   17,225   17,280       55        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        600)
     600        0        0        0      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.0      0.5     92.4     99.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       19       16       21       17
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      279,768
COMMITMENTS
   1,016        0    8,624  270,128  271,144  279,768  279,768        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      4,744)
  -6,272        0    6,272    4,744   -1,528    4,744    4,744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      3.1     96.6     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       25       23       27       24
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,148
COMMITMENTS
   3,104      474      198    5,571    8,241    8,873    8,913      275      235

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        348)
       0        0        0      348      393      348      393        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      5.2      2.2     60.9     90.1     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       16       20       20       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,350
COMMITMENTS
   5,550      300        0    8,800   14,050   14,350   14,350        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0     -100     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7      2.1      0.0     61.3     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       10       13       11       14
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,850
COMMITMENTS
     900      450      300   17,650   18,100   18,850   18,850        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,150)
     550        0       50      550    1,100    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.4      1.6     93.6     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       21       20       22       22
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,825
COMMITMENTS
       0      920      255   14,310   13,650   14,565   14,825      260        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        540)
       0      250     -100      640      390      540      540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      1.7     96.5     92.1     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       23       22       24
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,689
COMMITMENTS
     632       60      369   15,093   14,939   16,094   15,368      595    1,321

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -762)
    -321        0       44     -485     -806     -762     -762        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.4      2.2     90.4     89.5     96.4     92.1      3.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       27       25       29       27
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,545
COMMITMENTS
       0   11,217    1,115   47,329   36,213   48,444   48,545      101        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -242)
       0     -167       50     -292       85     -242      -32        0     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.1      2.3     97.5     74.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        2       34       34       36       38
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,511
COMMITMENTS
      41   11,246    1,369   54,847   43,877   56,257   56,492      254       19

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:         23)
       0     -372      -53       74      693       21      268        2     -245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     19.9      2.4     97.1     77.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        6        3       35       38       39       44
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,700
COMMITMENTS
     600        0        0   45,030   45,700   45,630   45,700       70        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      5,095)
       0        0        0    5,080    5,095    5,080    5,095       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     98.5    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       29       16       30       16
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,730
COMMITMENTS
       0        0        0   47,510   47,670   47,510   47,670      220       60

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      4,015)
       0        0        0    4,015    4,015    4,015    4,015        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       29       16       29       16
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      397,800
COMMITMENTS
  80,501        0   21,956  295,343  375,844  397,800  397,800        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      3,523)
     457        0        0    3,066    3,523    3,523    3,523        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      0.0      5.5     74.2     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       29       32       33       33
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,736
COMMITMENTS
   4,997      168      766   17,762   21,907   23,525   22,841      211      895

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        145)
    -276        0        0      421      167      145      167        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      0.7      3.2     74.8     92.3     99.1     96.2      0.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        1        4       23       30       30       34
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       14,309
COMMITMENTS
   1,133      638    1,007   12,121   12,664   14,261   14,309       48        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,003)
     511       71      -71      563    1,003    1,003    1,003        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      4.5      7.0     84.7     88.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       13       11       17       13
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      558,296
COMMITMENTS
       0    5,893   15,554  542,742  536,849  558,296  558,296        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      9,668)
       0        0        0    9,668    9,668    9,668    9,668        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      2.8     97.2     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       22       22       23
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,402
COMMITMENTS
   6,838        0    2,844   38,249   45,201   47,931   48,045      471      357

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        285)
    -462        0      277      490       28      305      305      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      0.0      5.9     79.0     93.4     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        2       20       21       24       23
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,370
COMMITMENTS
   4,729        0      402   10,516   14,943   15,647   15,345      723    1,025

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -236)
       0        0        0     -236     -236     -236     -236        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      0.0      2.5     64.2     91.3     95.6     93.7      4.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        2       17       20       22       22
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      233,604
COMMITMENTS
  47,532        0        0  185,290  233,604  232,822  233,604      782        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      3,509)
     782        0        0    1,945    3,509    2,727    3,509      782        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      0.0      0.0     79.3    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       16       19       19       19
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,739
COMMITMENTS
   1,277      501      286   10,963   11,587   12,526   12,374      213      365

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:         18)
      22        0      -22      106       82      106       60      -88      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      3.9      2.2     86.1     91.0     98.3     97.1      1.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       17       19       19       23
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      105,974
COMMITMENTS
  10,777        0      391   94,806  105,583  105,974  105,974        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,957)
       0        0        0    1,957    1,957    1,957    1,957        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.0      0.4     89.5     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       20       20       23       21
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,990
COMMITMENTS
     123        0    1,521   21,346   21,469   22,990   22,990        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,335)
     123   -1,161     -225    1,437    2,721    1,335    1,335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      6.6     92.8     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       17       14       18       15
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,520
COMMITMENTS
       0      900        0   31,150   30,620   31,150   31,520      370        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        700)
       0        0        0      700      700      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.0     98.8     97.1     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       13       22       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,405
COMMITMENTS
       0      900        0   28,040   27,385   28,040   28,285      365      120

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        850)
       0        0        0      850      850      850      850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     98.7     96.4     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       21       11       21       12
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,455
COMMITMENTS
       0        0        0   25,375   25,400   25,375   25,400       80       55

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        820)
       0        0        0      820      820      820      820        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       11       21       11
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,500
COMMITMENTS
       0        0        0   17,500   17,500   17,500   17,500        0        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,150)
       0        0        0    1,390    1,150    1,390    1,150     -240        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18        9       18        9
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,340
COMMITMENTS
      25       50        0   16,375   17,230   16,400   17,280      940       60

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        460)
       0        0        0      460      510      460      510        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.3      0.0     94.4     99.4     94.6     99.7      5.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       10       15       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,385
COMMITMENTS
     100       25        0   15,535   16,360   15,635   16,385      750        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.2      0.0     94.8     99.8     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23        9       24       10
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,575
COMMITMENTS
     100        0        0   16,580   17,575   16,680   17,575      895        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        590)
     -25        0        0      475      590      450      590      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     94.3    100.0     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       24       10       25       10
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,682
COMMITMENTS
   1,715       50      520  110,292  112,112  112,527  112,682      155        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -690)
     150     -450      -10     -825     -230     -685     -690       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.5     97.9     99.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        3       34       34       38       38
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      142,276
COMMITMENTS
   3,575        0      420  138,281  141,846  142,276  142,266        0       10

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -1,310)
     225        0      175   -1,710   -1,485   -1,310   -1,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.3     97.2     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        0        2       38       39       44       41
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      155,715
COMMITMENTS
  20,342    8,091    6,719  128,386  140,725  155,447  155,535      268      180

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:     -1,745)
     288     -244      -31   -2,029   -1,095   -1,772   -1,370       27     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      5.2      4.3     82.4     90.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        7        9       45       39       57       52
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      102,698
COMMITMENTS
   2,464    2,380    1,766   98,273   98,542  102,503  102,688      195       10

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,146)
      23     -200      162      946    1,634    1,131    1,596       15     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.3      1.7     95.7     96.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        4        4       37       31       43       37
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,730
COMMITMENTS
     385      865       50   25,810   25,675   26,245   26,590      485      140

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -355)
       0        0        0     -355     -355     -355     -355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      3.2      0.2     96.6     96.1     98.2     99.5      1.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       12       23       14
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,780
COMMITMENTS
   1,009      315        0   23,421   24,345   24,430   24,660      350      120

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:       -580)
     -50        0        0     -530     -580     -580     -580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.3      0.0     94.5     98.2     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       21       12       22       13
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       19,725
COMMITMENTS
       0      945      325   18,740   17,530   19,065   18,800      660      925

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        620)
       0        0        0      620      620      620      620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      1.6     95.0     88.9     96.7     95.3      3.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       18       23       19       25
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,885
COMMITMENTS
   3,218    3,270      685   27,597   27,930   31,500   31,885      385        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        322)
       0        0        0      325      343      325      343       -3      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     10.3      2.1     86.6     87.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       22       24       26       27
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,003
COMMITMENTS
   4,925        0        0   16,288   21,731   21,213   21,731      790      272

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:      1,440)
       0        0        0    1,440    1,440    1,440    1,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      0.0      0.0     74.0     98.8     96.4     98.8      3.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       18       21       20       21
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,812
COMMITMENTS
     250      479      220   25,130   25,063   25,600   25,762      212       50

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        172)
       0      -35       10      122      427      132      402       40     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.9      0.9     97.4     97.1     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       26       25       29       27
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,523
COMMITMENTS
     582      815      170   22,634   22,528   23,386   23,513      137       10

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        622)
     -40        0       42      620      580      622      622        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      3.5      0.7     96.2     95.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       23       22       24       25
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,664
COMMITMENTS
       0    1,150        0   15,496   14,514   15,496   15,664      168        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:         25)
       0       10        0       25       15       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.0     98.9     92.7     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       14       17       16
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,789
COMMITMENTS
       0      120        0   10,504   10,614   10,504   10,734      285       55

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:         40)
       0       10        0      360       30      360       40     -320        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     97.4     98.4     97.4     99.5      2.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       12       15       13
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,540
COMMITMENTS
      50    2,605      465   25,890   23,380   26,405   26,450      135       90

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        430)
       0     -600       50      380      980      430      430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      9.8      1.8     97.6     88.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        1       24       26       27       29
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        7,865
COMMITMENTS
     375        0        0    7,355    7,850    7,730    7,850      135       15

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        490)
       0        0        0      480      475      480      475       10       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      0.0     93.5     99.8     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       16       18       16
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 02/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       11,125
COMMITMENTS
     375      225      380   10,040   10,520   10,795   11,125      330        0

CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST:        105)
    -900        0        0    1,045      105      145      105      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      2.0      3.4     90.2     94.6     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       14       20       16



Updated February 27, 2015