CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       21,766
COMMITMENTS
  10,238    5,898       16   11,462   15,852   21,716   21,766       50        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        826)
      47      531       -5      789      300      831      826       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     27.1      0.1     52.7     72.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        6        2        6        9       19       15                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       23,775
COMMITMENTS
   5,245    5,889    1,000   17,530   16,886   23,775   23,775        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     24.8      4.2     73.7     71.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        1        5        7       12       12                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       21,826
COMMITMENTS
   5,299    1,897      300   16,227   19,629   21,826   21,826        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        867)
    -100     -100      -33    1,000    1,000      867      867        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      8.7      1.4     74.3     89.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        3        3        8        7       16       12                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,915,317
COMMITMENTS
 296,852  330,768  758,848  2818008  2807164  3873708  3896780   41,609   18,537

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -22,567)
 -26,086     -236  -29,553   28,267    5,627  -27,372  -24,162    4,805    1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      8.4     19.4     72.0     71.7     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      31       46       55      131      114      191      187                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      402,859
COMMITMENTS
 109,998   75,759   97,791  194,826  228,842  402,615  402,392      244      467

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      4,975)
   1,130      291      916    2,929    3,768    4,975    4,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     18.8     24.3     48.4     56.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      18       17       22       34       30       64       57                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,550
COMMITMENTS
  12,497    5,688    3,318  212,139  228,165  227,954  237,171   13,596    4,379

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -25,469)
    -363   -2,463     -586  -22,948  -21,278  -23,897  -24,327   -1,572   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.4      1.4     87.8     94.5     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        3        5       37       34       47       39                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      108,247
COMMITMENTS
   5,965    1,990      819   97,532  101,026  104,316  103,835    3,931    4,412

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -15,131)
  -3,944   -1,279     -636  -10,219  -13,097  -14,799  -15,012     -332     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      1.8      0.8     90.1     93.3     96.4     95.9      3.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        2       30       31       33       34                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,005
COMMITMENTS
   1,712   14,261    3,048  200,975  188,619  205,735  205,928    8,270    8,077

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -17,442)
  -1,062    1,150       90  -16,287  -17,943  -17,259  -16,703     -183     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.7      1.4     93.9     88.1     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        8        3       27       30       30       39                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      664,039
COMMITMENTS
  57,366    1,459    9,412  590,229  647,468  657,007  658,339    7,032    5,700

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -58,016)
    -477      899   -2,235  -54,681  -56,524  -57,393  -57,860     -623     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.2      1.4     88.9     97.5     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        3        4       45       38       49       43                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      301,385
COMMITMENTS
       0   16,235    2,215  292,365  275,514  294,580  293,964    6,805    7,421

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -20,643)
    -682   -2,200     -670  -19,537  -17,335  -20,889  -20,205      246     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.7     97.0     91.4     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        6        2       36       37       38       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      235,890
COMMITMENTS
       0    3,779    6,375  221,245  219,274  227,620  229,428    8,270    6,462

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -26,396)
       0       32     -695  -25,404  -25,307  -26,099  -25,970     -297     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      2.7     93.8     93.0     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        4        3       34       41       37       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       97,197
COMMITMENTS
   3,127        0    2,921   85,279   89,294   91,327   92,215    5,870    4,982

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -11,513)
     800        0     -691  -11,405  -10,766  -11,296  -11,457     -217      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      3.0     87.7     91.9     94.0     94.9      6.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        2       21       22       23       24                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,138
COMMITMENTS
   1,148    6,975    2,621   90,475   88,047   94,244   97,643    6,894    3,495

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -13,349)
      -4   -1,888     -879  -13,404  -10,036  -14,287  -12,803      938     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      6.9      2.6     89.5     87.1     93.2     96.5      6.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        5       32       27       38       33                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,681
COMMITMENTS
       0    2,077        0   17,340   15,542   17,340   17,619      341       62

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -5,406)
       0     -146        0   -4,956   -5,232   -4,956   -5,378     -450      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.7      0.0     98.1     87.9     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        0       13        8       13       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,348
COMMITMENTS
   1,160    1,098    1,622   65,186   63,892   67,968   66,612    9,380   10,736

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,313)
      51   -1,152      -51   -6,887   -5,214   -6,887   -6,417     -426     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.4      2.1     84.3     82.6     87.9     86.1     12.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       15       17       17       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      183,945
COMMITMENTS
       0        0        0  178,202  179,664  178,202  179,664    5,743    4,281

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -11,634)
       0        0        0  -10,337  -11,165  -10,337  -11,165   -1,297     -469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9     97.7     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       29       24       29       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,031
COMMITMENTS
       0        0        0   76,246   78,029   76,246   78,029    8,785    7,002

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,266)
       0        0        0   -5,204   -5,956   -5,204   -5,956   -1,062     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.7     91.8     89.7     91.8     10.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       11       17       11                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      330,416
COMMITMENTS
   2,440    1,057      674  315,606  321,625  318,720  323,356   11,696    7,060

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -14,625)
  -2,028      -86      365  -12,908  -15,285  -14,571  -15,006      -54      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.3      0.2     95.5     97.3     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        1        1       47       40       50       42                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,767
COMMITMENTS
     629    2,937    3,019   65,379   60,615   69,027   66,571    4,740    7,196

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -8,763)
    -318   -1,470      -53   -7,786   -6,732   -8,157   -8,255     -606     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.0      4.1     88.6     82.2     93.6     90.2      6.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       24       21       26       23                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,349
COMMITMENTS
     281    2,068    1,625   62,721   59,948   64,627   63,641    3,722    4,708

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,189)
    -160      261       -6   -7,299   -9,595   -7,465   -9,340      276    2,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.0      2.4     91.8     87.7     94.6     93.1      5.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       15       20       17                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,456
COMMITMENTS
   9,938    2,449    1,736   69,511   76,659   81,185   80,844    1,271    1,612

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -22,008)
   1,848      198   -2,778  -20,515  -17,697  -21,445  -20,277     -563   -1,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      3.0      2.1     84.3     93.0     98.5     98.0      1.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        5        1       26       21       32       27                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,495
COMMITMENTS
       0    3,872        0   45,061   40,637   45,061   44,509      434      986

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -17,960)
       0   -1,020        0  -17,784  -15,830  -17,784  -16,850     -176   -1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.5      0.0     99.0     89.3     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       12       26       12       27                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      164,827
COMMITMENTS
     506    9,974    1,465  157,816  146,162  159,787  157,601    5,040    7,226

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -9,175)
     164   -1,023       45   -4,901   -7,618   -4,692   -8,596   -4,483     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.1      0.9     95.7     88.7     96.9     95.6      3.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       32       33       33       35                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       26,841
COMMITMENTS
   1,209        0        0   24,647   25,880   25,856   25,880      985      961

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,750)
       0        0        0   -6,333   -6,180   -6,333   -6,180     -417     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      0.0     91.8     96.4     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       10       13       11       13                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,332
COMMITMENTS
   1,730      115    1,060   45,313   54,830   48,103   56,005   14,229    6,327

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.2      1.7     72.7     88.0     77.2     89.8     22.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       12       17       14       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,944
COMMITMENTS
       0    1,784    3,378   90,557   90,153   93,935   95,315    7,009    5,629

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -9,859)
       0     -671     -546   -8,807   -7,655   -9,353   -8,872     -506     -987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      3.3     89.7     89.3     93.1     94.4      6.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        2       22       25       24       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,886
COMMITMENTS
       0      423    1,949   84,654   92,148   86,603   94,520   12,283    4,366

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     13,662)
  -1,112      423      951   12,615   13,570   12,454   14,944    1,208   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      2.0     85.6     93.2     87.6     95.6     12.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       13       16       14                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,837
COMMITMENTS
     667   15,287      459   77,195   67,727   78,321   83,473    7,516    2,364

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -10,607)
    -217   -1,433      -81  -12,593   -9,937  -12,891  -11,451    2,284      844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     17.8      0.5     89.9     78.9     91.2     97.2      8.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       19       23       21                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,442
COMMITMENTS
     930        0        0   19,326   18,565   20,256   18,565      186    1,877

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,140)
     120        0     -120   -4,110   -4,368   -4,110   -4,488      -30      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      0.0     94.5     90.8     99.1     90.8      0.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0        9       17       11       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,466
COMMITMENTS
      65    9,598    1,274  104,015   96,893  105,354  107,765    6,112    3,701

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,313)
    -628   -1,537     -121   -5,539   -5,405   -6,288   -7,063   -1,025     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.6      1.1     93.3     86.9     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       20       17       22       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      180,639
COMMITMENTS
   4,159   14,695    2,274  160,944  160,303  167,377  177,272   13,262    3,367

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -10,906)
     943   -3,191     -995   -9,890   -6,394   -9,942  -10,580     -964     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      8.1      1.3     89.1     88.7     92.7     98.1      7.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       29       31       33       37                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,204
COMMITMENTS
     837    3,684        0   20,747   18,334   21,584   22,018      620      186

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,079)
  -1,848      372     -552   -4,562   -6,299   -6,962   -6,479     -117     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     16.6      0.0     93.4     82.6     97.2     99.2      2.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       16       11       18       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,762
COMMITMENTS
       0    2,201        0   40,902   41,189   40,902   43,390    2,860      372

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -10,410)
       0     -390        0  -10,490   -9,782  -10,490  -10,172       80     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0     93.5     94.1     93.5     99.1      6.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       11       14       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      232,495
COMMITMENTS
   1,582    9,183    2,670  223,431  217,189  227,683  229,042    4,812    3,453

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -21,944)
    -702    1,474     -378  -19,492  -22,934  -20,572  -21,838   -1,372     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.9      1.1     96.1     93.4     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        3        2       42       37       45       41                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      105,866
COMMITMENTS
       0        0        0  102,049  104,002  102,049  104,002    3,817    1,864

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -11,115)
       0        0        0  -12,148  -11,507  -12,148  -11,507    1,033      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     98.2     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       26       28       26       28                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       72,524
COMMITMENTS
     736        0        0   66,480   61,361   67,216   61,361    5,308   11,163

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -8,656)
    -248        0        0   -8,023   -9,358   -8,271   -9,358     -385      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     91.7     84.6     92.7     84.6      7.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       19       23       19                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,011
COMMITMENTS
       0      792        0   74,586   78,957   74,586   79,749    7,425    2,262

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -12,286)
       0     -125        0  -10,290  -12,398  -10,290  -12,523   -1,996      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     90.9     96.3     90.9     97.2      9.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       24       20       24       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       67,188
COMMITMENTS
       0        0        0   62,936   58,522   62,936   58,522    4,252    8,666

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.7     87.1     93.7     87.1      6.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16        8       16        8                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      143,823
COMMITMENTS
  16,978    7,667   13,191  112,867  122,324  143,036  143,182      787      641

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,555)
    -635     -988     -456   -7,081   -6,153   -8,172   -7,597      617       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.3      9.2     78.5     85.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11       15       16       46       48       64       72                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       58,011
COMMITMENTS
     436    1,996    1,923   55,600   54,092   57,959   58,011       52        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,970)
     -26      129     -360   -1,610   -1,141   -1,996   -1,372       26     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      3.4      3.3     95.8     93.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        8        2       29       24       32       32                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      414,020
COMMITMENTS
  30,358    4,432    6,360  377,302  403,228  414,020  414,020        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -36,534)
     584   -1,208   -2,680  -34,438  -23,222  -36,534  -27,110        0   -9,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.1      1.5     91.1     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        3       19       17       22       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,766,981
COMMITMENTS
  50,306   15,591   41,837  1674838  1709553  1766981  1766981        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -71,473)
  -1,104   -2,296   -1,472  -68,897  -67,705  -71,473  -71,473        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.9      2.4     94.8     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        5        6       36       39       44       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,886
COMMITMENTS
   1,805    2,845    2,949   60,132   59,092   64,886   64,886        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,783)
    -118      544     -343   -2,322   -2,984   -2,783   -2,783        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      4.4      4.5     92.7     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        4       25       19       30       26                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      420,262
COMMITMENTS
   4,809    3,081   21,281  394,172  395,900  420,262  420,262        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      5,621)
     304    1,255   -3,040    8,357    7,406    5,621    5,621        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.7      5.1     93.8     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       19       17       21       19                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      548,083
COMMITMENTS
  15,975    8,001    9,017  523,091  531,065  548,083  548,083        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -17,126)
    -736     -736     -368  -16,022  -16,022  -17,126  -17,126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.5      1.6     95.4     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       27       28       29       31                  
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,386
COMMITMENTS
   2,661    2,389    2,450   45,334   45,647   50,445   50,486      941      900

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -382)
    -345        0     -284      -94     -267     -723     -551      341      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      4.6      4.8     88.2     88.8     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       26       28       30       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,356
COMMITMENTS
       0      270        0   60,979   60,991   60,979   61,261      377       95

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,893)
    -150      -25        0   -4,725   -4,860   -4,875   -4,885      -18       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0     99.4     99.4     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       30       28       30       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       79,202
COMMITMENTS
      80      700       80   78,687   78,347   78,847   79,127      355       75

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -5,059)
     -90     -100        0   -4,954   -4,952   -5,044   -5,052      -15       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.9      0.1     99.3     98.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        1       35       30       36       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,720
COMMITMENTS
   1,200        0        0   19,305   20,650   20,505   20,650      215       70

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.0     93.2     99.7     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       15       23       15                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      290,784
COMMITMENTS
       0   14,640    5,896  284,888  270,248  290,784  290,784        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      1,992)
       0        0        0    1,992    1,992    1,992    1,992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      2.0     98.0     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       24       21       25       24                  
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,254
COMMITMENTS
   1,959      552      110    6,033    7,440    8,102    8,102      152      152

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        391)
       0       21        0      391      389      391      410        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      6.7      1.3     73.1     90.1     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        1       19       21       25       23                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,025
COMMITMENTS
   1,160      450       40   20,790   21,535   21,990   22,025       35        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        525)
       0        0        0      525      525      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      2.0      0.2     94.4     97.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       23       23       24       25                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,690
COMMITMENTS
       0      695      180   14,330   13,815   14,510   14,690      180        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      1,000)
       0        0        0    1,000    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      1.2     97.5     94.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       25       22       26       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,620
COMMITMENTS
     637        0      264   18,479   18,136   19,380   18,400      240    1,220

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        701)
       0        0        0      659      764      659      764       42      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      1.3     94.2     92.4     98.8     93.8      1.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       29       28       31       30                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,158
COMMITMENTS
       0    8,747    1,231   50,415   42,055   51,646   52,033      512      125

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,259)
       0     -513     -126   -3,118   -2,595   -3,244   -3,234      -15      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.8      2.4     96.7     80.6     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        3       31       30       34       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,477
COMMITMENTS
      87    8,850    2,926   54,454   45,640   57,467   57,416       10       61

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,942)
      28     -994       35   -2,960   -1,929   -2,897   -2,888      -45      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     15.4      5.1     94.7     79.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        8        6       35       34       41       43                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,470
COMMITMENTS
   1,260        0        0   46,150   47,410   47,410   47,410       60       60

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,810)
    -175        0        0   -3,625   -3,795   -3,800   -3,795      -10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     97.2     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       30       14       32       14                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,925
COMMITMENTS
   1,080        0        0   51,725   52,925   52,805   52,925      120        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,125)
    -170        0        0   -2,945   -3,125   -3,115   -3,125      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     97.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       28       19       29       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      352,971
COMMITMENTS
  51,077        0   23,078  278,816  329,893  352,971  352,971        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -18,314)
 -10,627     -368    5,256  -12,943  -23,202  -18,314  -18,314        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.0      6.5     79.0     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        0        3       28       32       32       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,658
COMMITMENTS
   3,771      879      861   18,808   21,706   23,440   23,446      218      212

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -670)
      74      -51      -80     -507     -473     -513     -604     -157      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      3.7      3.6     79.5     91.7     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        6       25       32       31       41                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       28,615
COMMITMENTS
     877      100      306   27,432   28,209   28,615   28,615        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        947)
     104      -26     -260    1,103    1,233      947      947        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.3      1.1     95.9     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       12       21       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      510,294
COMMITMENTS
       0   15,644    8,662  501,632  485,988  510,294  510,294        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -24,044)
       0     -368   -1,104  -22,940  -22,572  -24,044  -24,044        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      1.7     98.3     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       16       20       18                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       42,670
COMMITMENTS
   5,283      394    2,344   34,720   39,249   42,347   41,987      323      683

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,594)
    -462      -44     -242   -1,738   -2,074   -2,442   -2,360     -152     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.9      5.5     81.4     92.0     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        2       18       19       22       23                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,039
COMMITMENTS
   3,225      192      150   13,025   15,541   16,400   15,883      639    1,156

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -614)
    -242      192        0     -454     -416     -696     -224       82     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.1      0.9     76.4     91.2     96.2     93.2      3.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        3       17       21       22       25                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      195,227
COMMITMENTS
  21,827        0    3,564  169,836  191,663  195,227  195,227        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,590)
  -2,944        0        0   -1,646   -4,590   -4,590   -4,590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.0      1.8     87.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       18       20       20       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,441
COMMITMENTS
   1,076        0      134    9,946   10,566   11,156   10,700      285      741

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -313)
     -25        0        0     -182     -568     -207     -568     -106      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.0      1.2     86.9     92.4     97.5     93.5      2.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       20       22       23       23                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      135,153
COMMITMENTS
   5,473        0        0  129,680  135,153  135,153  135,153        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      6,432)
    -736        0        0    7,168    6,432    6,432    6,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     96.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       21       21       21                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,127
COMMITMENTS
     482        0      874   21,771   22,253   23,127   23,127        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,247)
     -52        0     -130   -1,065   -1,117   -1,247   -1,247        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      3.8     94.1     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       16       16       17                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,540
COMMITMENTS
       0      825        0   26,160   25,715   26,160   26,540      380        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,005)
       0      -75        0   -1,100     -930   -1,100   -1,005       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.0     98.6     96.9     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       21       16       21       17                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,645
COMMITMENTS
       0      825        0   22,005   21,720   22,005   22,545      640      100

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -965)
       0      -75        0   -1,060     -910   -1,060     -985       95       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0     97.2     95.9     97.2     99.6      2.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       10       17       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,166
COMMITMENTS
     100        0        0   25,066   25,166   25,166   25,166        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,950)
       0     -150        0   -1,950   -1,800   -1,950   -1,950        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       23       19       24       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,754
COMMITMENTS
     450        0        0   22,060   22,739   22,510   22,739      244       15

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,170)
      50        0        0   -2,464   -2,185   -2,414   -2,185      244       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     96.9     99.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       15       20       15                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,910
COMMITMENTS
       0      100        0   18,305   18,570   18,305   18,670      605      240

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,630)
       0      -50        0   -2,575   -2,560   -2,575   -2,610      -55      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     96.8     98.2     96.8     98.7      3.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,700
COMMITMENTS
      75        0        0   10,015   10,590   10,090   10,590      610      110

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -890)
       0        0        0     -845     -880     -845     -880      -45      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     93.6     99.0     94.3     99.0      5.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       17        8       18        8                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,382
COMMITMENTS
      50        0        0   12,122   12,382   12,172   12,382      210        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -955)
       0        0        0     -930     -955     -930     -955      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     97.9    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       22        9       23        9                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,789
COMMITMENTS
   1,685    1,200      315  113,769  114,074  115,769  115,589       20      200

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -8,211)
    -805       15       95   -7,496   -8,211   -8,206   -8,101       -5     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.0      0.3     98.3     98.5    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        1       35       34       38       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      132,925
COMMITMENTS
   2,010    2,208       70  130,845  130,557  132,925  132,835        0       90

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -9,671)
    -405     -145        0   -9,266   -9,526   -9,671   -9,671        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.7      0.1     98.4     98.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        1       40       37       45       41                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      141,544
COMMITMENTS
  18,715    5,426    3,837  118,783  132,085  141,335  141,348      209      196

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,839)
    -893      255     -284   -5,625   -6,776   -6,802   -6,805      -37      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      3.8      2.7     83.9     93.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        9        9       43       40       56       54                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       97,637
COMMITMENTS
     835    3,160    3,035   93,138   91,442   97,008   97,637      629        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,668)
     -45     -185     -105   -3,560   -3,363   -3,710   -3,653       42      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.2      3.1     95.4     93.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        5       35       34       41       40                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,555
COMMITMENTS
       0      385        0   24,525   24,170   24,525   24,555       30        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,370)
       0      -80        0   -1,325   -1,280   -1,325   -1,360      -45      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.6      0.0     99.9     98.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       26       12       26       13                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,995
COMMITMENTS
       0      185       50   21,865   21,650   21,915   21,885       80      110

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,150)
       0      -30        0   -1,130   -1,110   -1,130   -1,140      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.2     99.4     98.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23        9       24       10                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       26,779
COMMITMENTS
     100      945      205   26,350   25,399   26,655   26,549      124      230

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -945)
       0        5      -30     -910     -910     -940     -935       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      3.5      0.8     98.4     94.8     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       27       25       29       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       10,450
COMMITMENTS
     680        0      220    9,550   10,230   10,450   10,450        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      2.1     91.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       16       17       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,223
COMMITMENTS
   2,873    1,470      305   26,514   28,408   29,692   30,183      531       40

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,634)
    -160        0        0   -1,453   -1,614   -1,613   -1,614      -21      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      4.9      1.0     87.7     94.0     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       22       23       25       26                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,661
COMMITMENTS
   2,274        0       60   20,074   22,383   22,408   22,443      253      218

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -748)
    -285        0        0     -478     -966     -763     -966       15      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      0.0      0.3     88.6     98.8     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       19       21       21       22                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,982
COMMITMENTS
     310       40      200   25,292   25,687   25,802   25,927      180       55

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:         53)
     250     -135     -250       28      433       28       48       25        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.2      0.8     97.3     98.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       26       25       29       26                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,845
COMMITMENTS
     600      540        0   21,185   21,305   21,785   21,845       60        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -413)
       0      -90        0     -403     -323     -403     -413      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      2.5      0.0     97.0     97.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       25       25       26       26                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,657
COMMITMENTS
       0      860        0   14,594   13,797   14,594   14,657       63        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -935)
       0      -50        0     -925     -885     -925     -935      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      0.0     99.6     94.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       15       16       16                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,166
COMMITMENTS
       0        0        0    9,356   10,036    9,356   10,036      810      130

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        -65)
       0        0        0      240      125      240      125     -305     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.0     98.7     92.0     98.7      8.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,065
COMMITMENTS
      25    2,415      260   32,656   30,220   32,941   32,895      124      170

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        -85)
       0      -35      -15      -65      -35      -80      -85       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.3      0.8     98.8     91.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       27       19       29       21                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       10,767
COMMITMENTS
   2,027        0        0    8,620   10,707   10,647   10,707      120       60

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -290)
     -15        0        0     -275     -290     -290     -290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      0.0      0.0     80.1     99.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       17       19       19       19                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 07/07/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       12,597
COMMITMENTS
   2,038      100      150   10,234   12,347   12,422   12,597      175        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -450)
     -55        0      -25     -345     -425     -425     -450      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      0.8      1.2     81.2     98.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       22       18       24       20                  



Updated July 10, 2015