CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       19,712
COMMITMENTS
  11,096    4,701      852    7,635   14,159   19,583   19,712      129        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        542)
     350     -180      250      -78      472      522      542       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     23.8      4.3     38.7     71.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        7        3        5       10       19       17
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,425
COMMITMENTS
   4,455    6,904    1,085   19,885   17,436   25,425   25,425        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     27.2      4.3     78.2     68.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        2        7        7       16       12
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       18,362
COMMITMENTS
   3,407      250      200   14,755   17,912   18,362   18,362        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        640)
     275      -50       50      315      640      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      1.4      1.1     80.4     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        2        2       11        6       18       10
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,102,590
COMMITMENTS
 343,362  329,946  797,504  2924529  2956568  4065395  4084018   37,195   18,572

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -9,048)
 -25,027   51,693  -27,841   43,318  -30,303   -9,550   -6,451      502   -2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      8.0     19.4     71.3     72.1     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      37       39       60      134      108      201      177
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      458,216
COMMITMENTS
  99,918   75,624  108,489  249,655  273,655  458,062  457,768      154      448

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      3,325)
  -4,479   -3,388    3,921    3,883    2,792    3,325    3,325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     16.5     23.7     54.5     59.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      17       17       25       38       32       69       60
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,185
COMMITMENTS
   4,280   15,424    5,282  216,629  212,534  226,191  233,240   15,994    8,945

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        720)
  -1,002    1,626      258    1,255   -1,710      511      174      209      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      6.4      2.2     89.4     87.8     93.4     96.3      6.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1       10        4       35       29       40       39
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      115,219
COMMITMENTS
  20,646    4,444    1,540   88,222  104,695  110,408  110,679    4,811    4,540

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      3,885)
   3,953   -1,770     -311    1,133    5,352    4,775    3,271     -890      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      3.9      1.3     76.6     90.9     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        2        3       32       31       39       35
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,285
COMMITMENTS
   2,830    8,621    4,662  219,275  211,358  226,767  224,641    6,518    8,644

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -3,583)
  -2,876      284    1,158   -2,625   -5,101   -4,343   -3,659      760       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.7      2.0     94.0     90.6     97.2     96.3      2.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       24       31       28       38
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      738,347
COMMITMENTS
  63,429   16,041   11,845  655,039  700,395  730,313  728,281    8,034   10,066

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     24,805)
   6,253    5,316      124   19,787   19,808   26,164   25,248   -1,359     -443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      2.2      1.6     88.7     94.9     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        2        3       49       37       52       41
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      275,059
COMMITMENTS
   2,936   15,830    1,572  264,905  246,944  269,413  264,346    5,646   10,713

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      3,865)
    -614       46      383    5,337    4,235    5,106    4,664   -1,241     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.8      0.6     96.3     89.8     97.9     96.1      2.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        2       32       31       34       36
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,230
COMMITMENTS
       0    7,362    5,313  250,843  248,586  256,156  261,261   10,074    4,969

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      6,015)
       0    1,141     -126    6,050    4,898    5,924    5,913       91      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      2.0     94.2     93.4     96.2     98.1      3.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        4        3       39       40       42       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      118,567
COMMITMENTS
   3,854      420    3,655  107,280  104,815  114,789  108,890    3,778    9,677

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      6,913)
    -810      420    1,688    7,349    5,135    8,227    7,243   -1,314     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.4      3.1     90.5     88.4     96.8     91.8      3.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       23       21       25       24
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,984
COMMITMENTS
     210      758    5,873   97,075  103,093  103,158  109,724   11,826    5,260

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        632)
     -62        1      205      739      759      882      965     -250     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.7      5.1     84.4     89.7     89.7     95.4     10.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        3       25       23       28       27
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,994
COMMITMENTS
     656    1,711    2,333   79,101   78,547   82,090   82,591    8,904    8,403

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      4,092)
     475    1,711      -70    3,651    1,607    4,056    3,248       36      844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.9      2.6     86.9     86.3     90.2     90.8      9.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       16       18       18       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      200,591
COMMITMENTS
       0        0        0  193,317  194,057  193,317  194,057    7,274    6,534

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,697)
       0        0        0    3,300    2,859    3,300    2,859   -1,603   -1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     96.7     96.4     96.7      3.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       24       22       24       22
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,849
COMMITMENTS
       0        0        0   65,909   78,408   65,909   78,408   17,940    5,441

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        774)
       0        0        0    1,810      563    1,810      563   -1,036      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     78.6     93.5     78.6     93.5     21.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       15       18       15
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      337,710
COMMITMENTS
       0      415      155  327,012  327,799  327,167  328,369   10,543    9,341

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      4,357)
       0      360        0    4,311    1,323    4,311    1,683       46    2,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.0     96.8     97.1     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        2        1       41       35       42       37
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,957
COMMITMENTS
     555    2,954    2,937   67,252   56,334   70,744   62,225    8,213   16,732

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,148)
     555     -818      120      132    1,505      807      807      341      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.7      3.7     85.2     71.3     89.6     78.8     10.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       17       15       19       17
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,482
COMMITMENTS
     944    2,120    1,740   63,103   61,594   65,787   65,454    4,695    5,028

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,965)
    -420    1,712      373    2,102        0    2,055    2,085      -90     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      3.0      2.5     89.5     87.4     93.3     92.9      6.7      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       16       18       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,978
COMMITMENTS
   3,784        0        0   80,909   82,827   84,693   82,827    2,285    4,151

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     93.0     95.2     97.4     95.2      2.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        0       18       16       21       16
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,682
COMMITMENTS
   7,390      531      585   67,171   73,363   75,146   74,479      536    1,203

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      6,990)
  -5,089      531     -531   12,647    6,810    7,027    6,810      -37      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.7      0.8     88.8     96.9     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        1        1       29       36       37       37
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,148
COMMITMENTS
       0    8,375        0   71,593   62,769   71,593   71,144      555    1,004

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     10,156)
       0    1,620        0   10,066    9,186   10,066   10,806       90     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      0.0     99.2     87.0     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        0       18       25       18       28
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      157,340
COMMITMENTS
   1,261   11,132    1,172  144,592  133,467  147,025  145,771   10,315   11,569

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        738)
   1,261      596     -222     -842      278      197      652      541       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      7.1      0.7     91.9     84.8     93.4     92.6      6.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       23       27       25       29
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       16,853
COMMITMENTS
       0      465       62   15,780   14,399   15,842   14,926    1,011    1,927

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.4     93.6     85.4     94.0     88.6      6.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       11       10       12       12
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,113
COMMITMENTS
       0    5,992    2,049  110,439  104,892  112,488  112,933    7,625    7,180

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      2,059)
       0    1,502     -147    2,968      434    2,821    1,789     -762      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      1.7     91.9     87.3     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       25       24       27       26
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,853
COMMITMENTS
     756      674    1,122   68,190   67,914   70,068   69,710    6,785    7,143

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      3,527)
     -30        0        0    4,766    3,467    4,736    3,467   -1,209       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.9      1.5     88.7     88.4     91.2     90.7      8.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       12       12       14       14
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,017
COMMITMENTS
   1,248   15,784      641   92,659   82,780   94,548   99,205    7,469    2,812

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,085)
       0      520        0      585    1,138      585    1,658      500     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     15.5      0.6     90.8     81.1     92.7     97.2      7.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       12       21       14
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,981
COMMITMENTS
       0        0        0   19,733   19,433   19,733   19,433      248      548

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,734)
       0        0        0    1,734    2,166    1,734    2,166        0     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     97.3     98.8     97.3      1.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       10       19       10       19
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,911
COMMITMENTS
     980    9,462      570   98,068   94,181   99,618  104,213    6,293    1,698

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      2,997)
     340    1,183     -155    3,118    1,492    3,303    2,520     -306      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      8.9      0.5     92.6     88.9     94.1     98.4      5.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       18       16       19       19
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      204,703
COMMITMENTS
   2,698   17,670    2,367  181,680  174,707  186,745  194,744   17,958    9,959

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,217)
    -752    3,629     -397    2,640   -2,665    1,491      567     -274      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.6      1.2     88.8     85.3     91.2     95.1      8.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        2       29       30       31       35
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,544
COMMITMENTS
       0    1,737        0   23,992   20,906   23,992   22,643    1,552    2,901

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      6,422)
       0      390        0    6,273    5,885    6,273    6,275      149      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      0.0     93.9     81.8     93.9     88.6      6.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       12       14       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,695
COMMITMENTS
     620      248        0   39,932   41,051   40,552   41,299    1,143      396

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,290)
       0        0        0    1,350    1,355    1,350    1,355      -60      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.6      0.0     95.8     98.5     97.3     99.1      2.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       16       13       17       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      274,679
COMMITMENTS
     727   11,765    2,899  261,498  256,518  265,124  271,182    9,555    3,497

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,187)
       0     -965       66    1,851    1,623    1,917      724     -730      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      4.3      1.1     95.2     93.4     96.5     98.7      3.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        1        2       40       36       43       38
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      120,628
COMMITMENTS
       0        0        0  117,823  117,426  117,823  117,426    2,805    3,202

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,390)
       0        0        0    1,454     -320    1,454     -320      -64    1,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.7     97.3     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       26       23       26       23
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       99,821
COMMITMENTS
   2,996        0        0   87,300   94,293   90,296   94,293    9,525    5,528

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:       -244)
       0        0        0      489      416      489      416     -733     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     87.5     94.5     90.5     94.5      9.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       19       21       20       21
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       91,944
COMMITMENTS
       0        0        0   82,981   84,698   82,981   84,698    8,963    7,246

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      3,800)
       0     -852        0    4,041    2,942    4,041    2,090     -241    1,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.3     92.1     90.3     92.1      9.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       16       19       16
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       35,200
COMMITMENTS
       0      341        0   34,890   34,397   34,890   34,738      310      462

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     99.1     97.7     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0        7       13        7       14
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      133,837
COMMITMENTS
  16,967   10,724    9,691  106,476  112,732  133,134  133,147      703      690

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      2,112)
     385    1,100       62    1,700    1,022    2,147    2,184      -35      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      8.0      7.2     79.6     84.2     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11        8       13       44       50       60       66
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,737
COMMITMENTS
     257      105    2,127   39,353   39,505   41,737   41,737        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:         97)
     -78        1      -27      202      123       97       97        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.3      5.1     94.3     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        4       23       23       27       28
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      393,358
COMMITMENTS
  27,549    9,671   19,347  346,462  364,340  393,358  393,358        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -4,860)
       0     -304      608   -5,468   -5,164   -4,860   -4,860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.5      4.9     88.1     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       23       22       26       26
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,543,686
COMMITMENTS
  24,684   23,999   40,901  1478101  1478786  1543686  1543686        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     30,586)
   1,840     -840       40   28,706   31,386   30,586   30,586        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.6      2.6     95.8     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        4        6       38       40       46       48
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       49,465
COMMITMENTS
     137    2,624    5,311   44,011   41,524   49,459   49,459        6        6

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:       -670)
     -76       27       51     -645     -748     -670     -670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.3     10.7     89.0     83.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        5        3       24       18       28       24
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      322,757
COMMITMENTS
   7,629    5,406   31,673  283,454  285,677  322,756  322,756        1        1

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      5,168)
  -1,560      608    1,216    5,512    3,344    5,168    5,168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.7      9.8     87.8     88.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       15       16       18       20
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      592,825
COMMITMENTS
  10,475   22,514   15,244  567,106  555,067  592,825  592,825        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,304)
       0       56      368      936      880    1,304    1,304        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      3.8      2.6     95.7     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        2       25       24       27       28
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       48,509
COMMITMENTS
   2,560    3,195    2,969   42,358   42,151   47,887   48,315      622      194

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        558)
    -368      -64      304      558      318      494      558       64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      6.6      6.1     87.3     86.9     98.7     99.6      1.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       27       27       30       32
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,980
COMMITMENTS
       0      345      100   54,076   54,235   54,176   54,680      804      300

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        330)
       0       50        0      330      280      330      330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.2     98.4     98.6     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        1       29       22       30       24
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,695
COMMITMENTS
      90      150      230   68,123   68,311   68,443   68,691      252        4

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        415)
       0       50        0      415      665      415      715        0     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.2      0.3     99.2     99.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       31       24       32       26
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,285
COMMITMENTS
   1,190       75       10   17,035   18,200   18,235   18,285       50        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.4      0.1     93.2     99.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       16       22       18
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      264,936
COMMITMENTS
   2,760    3,464    7,080  255,096  254,392  264,936  264,936        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -1,264)
       0      368        0   -1,264   -1,632   -1,264   -1,264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.3      2.7     96.3     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       24       20       26       22
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,383
COMMITMENTS
   2,624      190      286    5,409    7,650    8,319    8,126       64      257

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          1)
      40      -88       88       88      -41      216      -41     -215       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      2.3      3.4     64.5     91.3     99.2     96.9      0.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       17       19       21       21
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,965
COMMITMENTS
     960      525      240   19,765   20,200   20,965   20,965        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        945)
       0        0        0      945      945      945      945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      2.5      1.1     94.3     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        1       23       22       24       24
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,015
COMMITMENTS
       0      840      230   13,555   12,945   13,785   14,015      230        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:       -550)
       0        0        0     -550     -550     -550     -550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      1.6     96.7     92.4     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23       20       24       21
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,699
COMMITMENTS
     636       18      329   15,053   14,940   16,018   15,287      681    1,412

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        211)
       0        0        0      211      190      211      190        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.1      2.0     90.1     89.5     95.9     91.5      4.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       28       24       30       26
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,569
COMMITMENTS
       0   10,993    1,065   51,040   40,311   52,105   52,369      464      200

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,071)
       0     -135      -25    1,091    1,231    1,066    1,071        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.9      2.0     97.1     76.7     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        4        1       34       34       35       38
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,776
COMMITMENTS
       0   11,096    1,337   58,177   47,338   59,514   59,771      262        5

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,595)
       0      209      -16    1,606    1,402    1,590    1,595        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.6      2.2     97.3     79.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        5        3       34       38       37       43
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,580
COMMITMENTS
     500        0        0   46,645   47,490   47,145   47,490      435       90

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,150)
       0        0        0    1,055    1,150    1,055    1,150       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     98.0     99.8     99.1     99.8      0.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       28       13       29       13
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,910
COMMITMENTS
       0        0        0   47,810   47,910   47,810   47,910      100        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,190)
       0        0        0    1,190    1,190    1,190    1,190        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       31       15       31       15
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      393,720
COMMITMENTS
  68,013        0   22,340  303,367  371,380  393,720  393,720        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -1,682)
  -4,880        0        0    3,198   -1,682   -1,682   -1,682        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      0.0      5.7     77.1     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       28       31       32       32
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,645
COMMITMENTS
   4,953      313      752   18,745   22,961   24,450   24,026      195      619

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        416)
      63       22        0      386      534      449      556      -33     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      1.3      3.1     76.1     93.2     99.2     97.5      0.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        3       26       31       32       35
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       13,806
COMMITMENTS
   1,033    1,101      772   11,999   11,931   13,804   13,804        2        2

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,001)
      -1       76        0    1,002      925    1,001    1,001        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      8.0      5.6     86.9     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        1       15       13       19       15
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      178,786
COMMITMENTS
  21,758        0   10,568  146,449  168,207  178,775  178,775       11       11

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.0      5.9     81.9     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        1       12        7       16        8
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      540,240
COMMITMENTS
       0    7,333   14,498  525,742  518,409  540,240  540,240        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     10,979)
       0        0        0   10,979   10,979   10,979   10,979        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      2.7     97.3     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       20       21       21       22
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       45,560
COMMITMENTS
   6,506        0    2,814   35,809   42,449   45,129   45,263      431      297

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        765)
    -358        0      148      975      617      765      765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      0.0      6.2     78.6     93.2     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       19       22       23       24
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,841
COMMITMENTS
   3,455        0      723   12,083   14,815   16,261   15,538      580    1,303

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        191)
    -555        0       66      614       83      125      149       66       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      0.0      4.3     71.7     88.0     96.6     92.3      3.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        3       18       21       23       24
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      225,676
COMMITMENTS
  49,068        0        0  175,826  225,676  224,894  225,676      782        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      4,912)
   1,104        0        0    3,808    4,912    4,912    4,912        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      0.0      0.0     77.9    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       16       18       19       18
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,631
COMMITMENTS
   1,205      167      264   11,902   12,129   13,371   12,560      260    1,071

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,124)
       0       41        0    1,121      869    1,121      910        3      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      1.2      1.9     87.3     89.0     98.1     92.1      1.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       19       17       21       20
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      113,447
COMMITMENTS
  10,448        0      391  102,608  113,056  113,447  113,447        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:     -1,558)
       0        0        0   -1,558   -1,558   -1,558   -1,558        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      0.3     90.4     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       22       20       24       21
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,563
COMMITMENTS
     558        0    1,313   21,692   22,250   23,563   23,563        0        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        513)
       0        0        0      513      513      513      513        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      5.6     92.1     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       13       19       14
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,295
COMMITMENTS
       0      900        0   29,950   29,275   29,950   30,175      345      120

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0     98.9     96.6     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       21       14       21       15
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,035
COMMITMENTS
       0      900        0   26,690   25,775   26,690   26,675      345      360

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.0     98.7     95.3     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       12       19       13
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,541
COMMITMENTS
       0        0        0   26,331   26,491   26,331   26,491      210       50

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       11       23       11
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,979
COMMITMENTS
       0        0        0   18,769   18,979   18,769   18,979      210        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       10       20       10
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,050
COMMITMENTS
       0       50        0   14,130   14,940   14,130   14,990      920       60

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     93.9     99.3     93.9     99.6      6.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       10       12       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,915
COMMITMENTS
       0        0        0   13,180   13,855   13,180   13,855      735       60

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.7     99.6     94.7     99.6      5.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        6       19        6
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,747
COMMITMENTS
       0        0        0   14,140   14,747   14,140   14,747      607        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.9    100.0     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22        8       22        8
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,949
COMMITMENTS
   1,815       55      340  110,654  112,554  112,809  112,949      140        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      2,951)
       0        0        0    2,956    2,951    2,956    2,951       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.3     98.0     99.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        1       37       34       40       35
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      139,746
COMMITMENTS
   2,820        0      470  136,441  139,276  139,731  139,746       15        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      2,975)
       0        0        0    2,975    2,975    2,975    2,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.3     97.6     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        0        2       41       40       45       42
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      153,407
COMMITMENTS
  19,290    6,782    6,218  127,580  140,299  153,088  153,299      319      108

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,831)
     -25     -175      495    1,362    1,511    1,832    1,831       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      4.4      4.1     83.2     91.5     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        6        8       46       41       57       53
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      100,943
COMMITMENTS
   1,178    2,100    3,077   96,494   95,751  100,749  100,928      194       15

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:       -656)
       0        0        0     -690     -656     -690     -656       34        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.1      3.0     95.6     94.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        5       39       34       46       39
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,365
COMMITMENTS
     295      815        0   24,710   24,420   25,005   25,235      360      130

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        680)
       0        0        0      680      680      680      680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.2      0.0     97.4     96.3     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       24       13       25       14
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,650
COMMITMENTS
     684      315        0   22,631   23,215   23,315   23,530      335      120

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        935)
       0        0        0      935      935      935      935        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.3      0.0     95.7     98.2     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       23       11       24       12
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       20,920
COMMITMENTS
       0      950      300   20,315   18,910   20,615   20,160      305      760

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        265)
       0        0        0      265      625      265      625        0     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      1.4     97.1     90.4     98.5     96.4      1.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       21       20       22       22
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,469
COMMITMENTS
   2,553    2,770      703   28,713   28,996   31,969   32,469      500        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        945)
       0        0        0      905      945      905      945       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      8.5      2.2     88.4     89.3     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       22       23       26       26
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,870
COMMITMENTS
   3,915        0        0   16,037   20,598   19,952   20,598      918      272

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      0.0      0.0     76.8     98.7     95.6     98.7      4.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       20       21       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,226
COMMITMENTS
     366      310      230   24,970   25,651   25,566   26,191      660       35

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:      1,178)
      40        0        0    1,138    1,178    1,178    1,178        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.2      0.9     95.2     97.8     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        2       27       24       30       26
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,116
COMMITMENTS
     567      700      143   22,290   22,263   23,000   23,106      116       10

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        -76)
       0        0        0      -76      -76      -76      -76        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      3.0      0.6     96.4     96.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       24       24       25       26
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,469
COMMITMENTS
       0    1,070        0   15,085   14,399   15,085   15,469      384        0

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      320      320      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      0.0     97.5     93.1     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       14       17       16
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,145
COMMITMENTS
      25    2,510      290   25,705   23,135   26,020   25,935      125      210

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       75       60       75       60      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      9.6      1.1     98.3     88.5     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        1       24       23       26       25
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,985
COMMITMENTS
     975        0        0    7,470    8,950    8,445    8,950      540       35

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        660)
       0        0        0      240      645      240      645      420       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.0      0.0     83.1     99.6     94.0     99.6      6.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       17       16       17
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 03/24/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       10,710
COMMITMENTS
     430      125      300    8,885   10,170    9,615   10,595    1,095      115

CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST:        370)
       0        0        0      -50      370      -50      370      420        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.2      2.8     83.0     95.0     89.8     98.9     10.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       15       17       17



Updated March 27, 2015