CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,917
COMMITMENTS
   8,509    5,587    1,206   15,152   18,124   24,867   24,917       50        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        615)
      80      165      305      225      145      610      615        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     22.4      4.8     60.8     72.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        7        4        8       10       21       19                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,145
COMMITMENTS
   5,420    5,864    1,000   17,725   17,281   24,145   24,145        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:         25)
      75      -25        0      -50       50       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     24.3      4.1     73.4     71.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        1        6        7       14       11                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       21,726
COMMITMENTS
   3,759    1,267      875   17,092   19,584   21,726   21,726        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        275)
    -140      100      250      165      -75      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3      5.8      4.0     78.7     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        4        3        9        9       15       15                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,118,128
COMMITMENTS
 394,750  287,902  836,457  2853753  2980206  4084960  4104565   33,168   13,563

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    140,352)
  -2,015  -22,415   89,857   54,985   74,129  142,827  141,571   -2,475   -1,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      7.0     20.3     69.3     72.4     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      36       44       65      140      121      211      197                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      359,098
COMMITMENTS
  92,058   66,807   86,265  180,463  205,566  358,786  358,638      312      460

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,714)
  -2,547   -4,874   -1,715      472    2,875   -3,790   -3,714       76        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.6     18.6     24.0     50.3     57.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      19       15       22       34       31       63       58                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,295
COMMITMENTS
  10,538    3,901    2,231  218,705  232,317  231,474  238,449   14,821    7,846

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -32,346)
  -3,225   -1,944     -234  -25,897  -31,707  -29,356  -33,885   -2,990    1,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.6      0.9     88.8     94.3     94.0     96.8      6.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        2        3       34       32       41       36                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      117,041
COMMITMENTS
   2,741      515    1,742  108,362  110,718  112,845  112,975    4,196    4,066

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -16,928)
  -3,203       30      326  -13,455  -16,351  -16,332  -15,995     -596     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.4      1.5     92.6     94.6     96.4     96.5      3.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        3       29       31       33       35                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,391
COMMITMENTS
     999   11,162    2,157  187,453  177,057  190,609  190,376    7,782    8,015

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -20,553)
     200      187   -1,442  -18,072  -18,521  -19,314  -19,776   -1,239     -777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      5.6      1.1     94.5     89.2     96.1     96.0      3.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        6        3       28       30       31       38                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      647,470
COMMITMENTS
   6,917    1,208    3,200  631,535  639,154  641,652  643,562    5,818    3,908

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -40,437)
   2,507     -179       46  -43,262  -38,232  -40,709  -38,365      272   -2,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.2      0.5     97.5     98.7     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        1        6       50       40       58       46                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,031
COMMITMENTS
   5,764   13,608    1,816  299,769  292,432  307,349  307,856    7,682    7,175

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -17,739)
   1,412   -1,873     -532  -20,388  -15,230  -19,508  -17,635    1,769     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      4.3      0.6     95.2     92.8     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        6        2       39       36       44       42                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,098
COMMITMENTS
   4,756    3,300    5,698  210,587  211,007  221,041  220,005    4,057    5,093

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -22,747)
   2,217     -405     -217  -22,716  -21,760  -20,716  -22,382   -2,031     -365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.5      2.5     93.6     93.7     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        4       36       43       42       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      101,195
COMMITMENTS
   4,621        0    2,729   87,420   92,329   94,770   95,058    6,425    6,137

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -13,771)
   1,862        0   -1,301  -13,063  -11,616  -12,502  -12,917   -1,269     -854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      2.7     86.4     91.2     93.7     93.9      6.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       23       28       26       30                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,729
COMMITMENTS
     582    7,812    1,788   84,333   79,290   86,703   88,890    7,026    4,839

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -13,857)
     240   -1,523     -275  -13,952  -10,891  -13,987  -12,689      130   -1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      8.3      1.9     90.0     84.6     92.5     94.8      7.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        5       29       27       35       33                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,547
COMMITMENTS
     504    2,373    1,540   64,631   59,352   66,675   63,265    6,872   10,282

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -5,464)
      45      529     -111   -4,724   -5,150   -4,790   -4,732     -674     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.2      2.1     87.9     80.7     90.7     86.0      9.3     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       16       18       18       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      183,859
COMMITMENTS
     240        0        0  178,526  177,476  178,766  177,476    5,093    6,383

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -10,905)
     240        0        0  -10,803  -12,315  -10,563  -12,315     -342    1,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     97.1     96.5     97.2     96.5      2.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       29       24       30       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,412
COMMITMENTS
       0        0        0   73,843   75,400   73,843   75,400    7,569    6,012

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -6,635)
       0        0        0   -5,787   -6,102   -5,787   -6,102     -848     -533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.7     92.6     90.7     92.6      9.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       12       18       12                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      334,447
COMMITMENTS
       0    1,284    4,996  315,477  318,184  320,473  324,464   13,974    9,983

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -15,443)
    -103     -774    1,070  -18,134  -16,012  -17,167  -15,716    1,724      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      1.5     94.3     95.1     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       0        3        2       44       41       46       44                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,258
COMMITMENTS
     526    2,440    2,703   63,407   55,953   66,636   61,096    5,622   11,162

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -9,836)
    -225   -1,869      414  -10,354  -10,273  -10,165  -11,728      329    1,892

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.4      3.7     87.8     77.4     92.2     84.6      7.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       17       22       19                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,558
COMMITMENTS
      21    2,109    1,768   60,391   58,822   62,180   62,699    3,378    2,859

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -6,840)
      21       31     -311   -6,517   -5,546   -6,807   -5,826      -33   -1,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      2.7     92.1     89.7     94.8     95.6      5.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       21       18       23       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,186
COMMITMENTS
   3,416        0        0   63,374   65,692   66,790   65,692      396    1,494

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -37,035)
  -4,736   -4,526        0  -31,176  -30,525  -35,912  -35,051   -1,123   -1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.0     94.3     97.8     99.4     97.8      0.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       15       19       15                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,566
COMMITMENTS
   8,040    4,898        0   75,744   77,378   83,784   82,276      782    2,290

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -38,926)
  -6,052   -1,519   -1,736  -30,122  -33,842  -37,910  -37,097   -1,016   -1,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      5.8      0.0     89.6     91.5     99.1     97.3      0.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        6        0       29       26       34       32                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,798
COMMITMENTS
       0    2,725        0   37,519   34,273   37,519   36,998      279      800

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -16,558)
       0        0        0  -16,248  -15,287  -16,248  -15,287     -310   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      0.0     99.3     90.7     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       14       23       14       24                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      165,574
COMMITMENTS
   1,487        0      819  157,966  158,286  160,272  159,105    5,302    6,469

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -5,479)
    -103        0       31   -5,148   -5,569   -5,220   -5,538     -259       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.5     95.4     95.6     96.8     96.1      3.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        1       33       34       34       35                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       20,912
COMMITMENTS
       0      899        0   20,144   19,207   20,144   20,106      768      806

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -8,843)
    -713      496     -496   -7,293   -8,223   -8,502   -8,223     -341     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0     96.3     91.8     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0        9       10        9       12                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,742
COMMITMENTS
   1,748    1,237    1,407   48,292   59,089   51,447   61,733   13,295    3,009

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,532)
     490      196     -785      336      781       41      192   -1,573   -1,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      1.9      2.2     74.6     91.3     79.5     95.4     20.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       13       17       16       20                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,862
COMMITMENTS
     275      635    4,153   85,905   84,596   90,333   89,384    7,529    8,478

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -8,830)
     275   -1,686      364   -9,853   -6,923   -9,214   -8,245      384     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.6      4.2     87.8     86.4     92.3     91.3      7.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       21       25       23       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,735
COMMITMENTS
     686        0    1,365   86,644   97,589   88,695   98,954   12,040    1,781

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -6,390)
    -920        0     -465   -4,443   -5,783   -5,828   -6,248     -562     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      1.4     86.0     96.9     88.0     98.2     12.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       16       18       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,641
COMMITMENTS
   1,343      210      459   80,647   84,153   82,449   84,822    4,192    1,819

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -4,374)
     554      210     -114   -5,232   -4,011   -4,792   -3,915      418     -459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.2      0.5     93.1     97.1     95.2     97.9      4.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       25       22       27       24                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,931
COMMITMENTS
      79    4,098      991  108,458  108,459  109,528  113,548    6,403    2,383

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -9,024)
     -84      457      -68   -8,188   -9,444   -8,340   -9,055     -684       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      3.5      0.9     93.6     93.6     94.5     97.9      5.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       21       19       23       23                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      189,262
COMMITMENTS
   3,261   15,798    2,721  171,527  165,430  177,509  183,949   11,753    5,313

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -10,807)
  -1,023     -890     -496   -8,163   -9,280   -9,682  -10,666   -1,125     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      8.3      1.4     90.6     87.4     93.8     97.2      6.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        3       31       29       35       33                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       12,672
COMMITMENTS
   2,010    1,674        0   10,046   10,475   12,056   12,149      616      523

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -4,334)
  -2,480     -217        0   -2,098   -3,807   -4,578   -4,024      244     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     13.2      0.0     79.3     82.7     95.1     95.9      4.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0        7       13        8       15                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,360
COMMITMENTS
   2,356    2,010        0   33,699   34,195   36,055   36,205      305      155

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -11,894)
    -837   -1,488        0  -10,591  -10,220  -11,428  -11,708     -466     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      5.5      0.0     92.7     94.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        0       17       17       20       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,535
COMMITMENTS
     496    1,581        0   39,862   40,179   40,358   41,760    2,177      775

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -9,954)
     496   -1,705     -496   -8,995   -7,536   -8,995   -9,737     -959     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.7      0.0     93.7     94.5     94.9     98.2      5.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       14       11       15       12                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      225,888
COMMITMENTS
   1,455   10,979    3,706  214,851  207,385  220,012  222,070    5,876    3,818

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -27,555)
    -570    2,467     -178  -26,518  -30,368  -27,266  -28,079     -289      524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      4.9      1.6     95.1     91.8     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        4        4       41       37       46       43                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      100,630
COMMITMENTS
       0        0        0   98,764   99,147   98,764   99,147    1,866    1,483

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -10,250)
       0        0        0   -8,976   -8,898   -8,976   -8,898   -1,274   -1,352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.1     98.5     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       29       28       29       28                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       72,123
COMMITMENTS
       0        0        0   63,119   59,692   63,119   59,692    9,004   12,431

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -9,358)
       0        0        0  -10,088  -11,790  -10,088  -11,790      730    2,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.5     82.8     87.5     82.8     12.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       17       19       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       71,522
COMMITMENTS
       0      728        0   62,847   68,629   62,847   69,357    8,675    2,165

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -13,741)
       0       -3        0  -12,871  -13,602  -12,871  -13,605     -870     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     87.9     96.0     87.9     97.0     12.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       24       19       24       20                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       74,928
COMMITMENTS
   2,072        0        0   68,472   71,027   70,544   71,027    4,384    3,901

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,830)
       0        0        0   -4,308   -3,731   -4,308   -3,731      478      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     91.4     94.8     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       10       17       10                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      137,052
COMMITMENTS
  14,702    5,836   11,773  109,896  118,869  136,371  136,478      681      574

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -9,402)
    -637   -2,587     -164   -8,440   -5,680   -9,241   -8,431     -161     -971

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      4.3      8.6     80.2     86.7     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       12       18       43       49       65       71                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       63,126
COMMITMENTS
     517    2,270    3,636   58,844   57,220   62,997   63,126      129        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      2,694)
      29     -595      624    2,016    2,665    2,669    2,694       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      3.6      5.8     93.2     90.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        8        4       23       23       29       33                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      478,826
COMMITMENTS
  29,326   11,575    8,017  441,483  459,234  478,826  478,826        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     49,129)
       0      279      345   48,784   48,505   49,129   49,129        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      2.4      1.7     92.2     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        3       19       20       22       25                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,763,674
COMMITMENTS
  31,951   24,739   36,731  1694992  1702204  1763674  1763674        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -70,051)
  -4,579    6,728     -375  -65,097  -76,028  -70,051  -69,675        0     -376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.4      2.1     96.1     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        3        5       36       41       44       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       67,837
COMMITMENTS
   1,292    1,747    3,957   62,579   62,124   67,828   67,828        9        9

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -4,769)
    -288     -391      258   -4,739   -4,636   -4,769   -4,769        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.6      5.8     92.2     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        6        7       22       22       31       32                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      485,467
COMMITMENTS
   2,870    6,663   22,723  459,874  456,081  485,467  485,467        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:      3,885)
     166   -2,130   -1,806    5,525    7,821    3,885    3,885        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.4      4.7     94.7     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        2       20       17       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      513,031
COMMITMENTS
  16,406    8,024    9,058  487,567  495,949  513,031  513,031        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -30,807)
      16       16     -768  -30,055  -30,055  -30,807  -30,807        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.6      1.8     95.0     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        3       29       29       33       34                  
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,245
COMMITMENTS
   2,412    1,989    2,457   43,762   44,226   48,631   48,672      614      573

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,563)
     189     -142     -130   -3,227   -3,158   -3,168   -3,430     -395     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      4.0      5.0     88.9     89.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        3       26       27       31       33                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,384
COMMITMENTS
       0      295        0   56,034   56,000   56,034   56,295      350       89

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -4,447)
       0      -25        0   -4,420   -4,416   -4,420   -4,441      -27       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0     99.4     99.3     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        0       31       28       31       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,744
COMMITMENTS
      40      700       80   74,290   73,896   74,410   74,676      334       68

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -6,496)
     -40        0        0   -6,422   -6,491   -6,462   -6,491      -34       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.9      0.1     99.4     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 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,920
COMMITMENTS
   1,200        0        0   16,695   17,920   17,895   17,920       25        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -745)
       0        0        0     -560     -685     -560     -685     -185      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     93.2    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       17       23       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      262,408
COMMITMENTS
       0    9,048    5,520  256,888  247,840  262,408  262,408        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -11,272)
       0   -2,280     -376  -10,896   -8,616  -11,272  -11,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      2.1     97.9     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        3        1       21       22       22       25                  
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        6,893
COMMITMENTS
   1,381      407       21    5,408    6,273    6,810    6,701       83      192

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,114)
    -207     -253        0     -753     -771     -960   -1,024     -154      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      5.9      0.3     78.5     91.0     98.8     97.2      1.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       20       22       22       24                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,900
COMMITMENTS
   1,180      225       20   16,635   17,600   17,835   17,845       65       55

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -2,545)
      10     -125      -10   -2,580   -2,465   -2,580   -2,600       35       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.3      0.1     92.9     98.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       21       20       22       22                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,645
COMMITMENTS
       0      750      120   14,205   13,735   14,325   14,605      320       40

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -600)
       0       35      -35     -560     -600     -595     -600       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.8     97.0     93.8     97.8     99.7      2.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       26       21       27       22                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,822
COMMITMENTS
     611       42      131   16,846   16,332   17,588   16,505      234    1,317

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,583)
    -115        0        0   -1,353   -1,489   -1,468   -1,489     -115      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.2      0.7     94.5     91.6     98.7     92.6      1.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       24       23       25       25                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,931
COMMITMENTS
       0    7,787    1,475   50,141   42,569   51,616   51,831      315      100

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,394)
       0   -1,096      153   -3,542   -2,431   -3,389   -3,374       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.0      2.8     96.6     82.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        7        4       32       31       36       38                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,943
COMMITMENTS
      25    9,532    2,536   54,375   44,779   56,936   56,847        7       96

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,669)
      25     -986     -153   -3,526   -2,510   -3,654   -3,649      -15      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.7      4.5     95.5     78.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        7        6       36       35       43       42                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,830
COMMITMENTS
   1,070        0        0   46,705   47,800   47,775   47,800       55       30

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,880)
     -50        0        0   -1,680   -1,865   -1,730   -1,865     -150      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     97.6     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       29       16       31       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,275
COMMITMENTS
     895        0        0   48,260   49,240   49,155   49,240      120       35

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -4,695)
       0        0        0   -4,495   -4,730   -4,495   -4,730     -200       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     97.9     99.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       29       19       30       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      342,772
COMMITMENTS
  49,559    1,576   20,744  272,469  320,452  342,772  342,772        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -25,001)
  -1,067      384   -1,936  -21,998  -23,449  -25,001  -25,001        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.5      6.1     79.5     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        3       28       33       33       38                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       22,947
COMMITMENTS
   3,560      804      791   18,449   21,162   22,800   22,757      147      190

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -2,224)
    -138     -182     -182   -1,812   -1,795   -2,132   -2,159      -92      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      3.5      3.4     80.4     92.2     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        5        6       28       32       34       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       35,286
COMMITMENTS
   1,570      177      340   33,376   34,769   35,286   35,286        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -2,775)
    -156       23      -26   -2,593   -2,772   -2,775   -2,775        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.5      1.0     94.6     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        2       19       14       24       17                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      483,592
COMMITMENTS
       0   15,644    7,534  476,058  460,414  483,592  483,592        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -40,862)
       0      752   -1,128  -39,734  -39,734  -40,862  -40,110        0     -752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      1.6     98.4     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       16       21       18                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       40,512
COMMITMENTS
   4,347      233    2,313   33,598   37,074   40,258   39,620      254      892

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,416)
    -575      -92     -138   -2,634   -3,071   -3,347   -3,301      -69     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.6      5.7     82.9     91.5     99.4     97.8      0.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       17       20       21       23                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       55,035
COMMITMENTS
       0    4,345        0   55,035   50,690   55,035   55,035        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -10,640)
       0   -1,128        0  -10,640   -9,512  -10,640  -10,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.9      0.0    100.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       12       14       13                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,954
COMMITMENTS
   3,133      211      126   13,419   16,047   16,678   16,384      276      570

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,012)
    -369      -23      -23     -319     -653     -711     -699     -301     -313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      1.2      0.7     79.1     94.7     98.4     96.6      1.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        3       20       24       25       29                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      193,393
COMMITMENTS
  18,701        0    2,377  172,315  191,016  193,393  193,393        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -12,367)
    -727        0     -401  -11,239  -11,966  -12,367  -12,367        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.0      1.2     89.1     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       19       21       21       22                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,324
COMMITMENTS
   1,126        0       84   11,072   11,331   12,282   11,415       42      909

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -578)
      49        0      -92     -420     -611     -463     -703     -115      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.0      0.7     89.8     91.9     99.7     92.6      0.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       20       23       23       24                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      124,194
COMMITMENTS
   5,513        0        0  118,681  124,194  124,194  124,194        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -7,816)
    -744        0        0   -7,072   -7,816   -7,816   -7,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     95.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       22       20       24       20                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,944
COMMITMENTS
     430        0      770   19,744   20,174   20,944   20,944        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -151)
       0        0        0     -151     -151     -151     -151        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      3.7     94.3     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       15       18       16                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      172,912
COMMITMENTS
   5,481        0        0  167,431  172,912  172,912  172,912        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:        312)
       0        0        0      312      312      312      312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      0.0     96.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       16       15       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,430
COMMITMENTS
       0      300        0    8,935    9,065    8,935    9,365      495       65

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,065)
       0     -100        0   -1,020     -965   -1,020   -1,065      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     94.8     96.1     94.8     99.3      5.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       11       15       12                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,235
COMMITMENTS
       0      750        0   24,880   24,485   24,880   25,235      355        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,580)
       0      -75        0   -1,555   -1,505   -1,555   -1,580      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0     98.6     97.0     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 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,865
COMMITMENTS
       0      750        0   21,260   21,015   21,260   21,765      605      100

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -880)
       0      -75        0     -845     -805     -845     -880      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      0.0     97.2     96.1     97.2     99.5      2.8      0.5

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 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,586
COMMITMENTS
     200        0        0   25,386   25,586   25,586   25,586        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -2,865)
     -50        0        0   -2,815   -2,865   -2,865   -2,865        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     99.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        0       23       21       25       21                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,148
COMMITMENTS
     175        0        0   22,740   23,133   22,915   23,133      233       15

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -2,356)
    -275        0        0   -2,070   -2,356   -2,345   -2,356      -11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     98.2     99.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       15       19       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,840
COMMITMENTS
      25        0        0   12,240   12,740   12,265   12,740      575      100

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -200)
     -50        0        0     -100     -190     -150     -190      -50      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     95.3     99.2     95.5     99.2      4.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       10       22       10                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,902
COMMITMENTS
      25        0        0   13,692   13,902   13,717   13,902      185        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -775)
     -25        0        0     -725     -775     -750     -775      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     98.5    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       24        9       25        9                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,900
COMMITMENTS
   3,405    1,100       95  111,380  113,515  114,880  114,710       20      190

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -10,205)
    -180     -100     -220   -9,805   -9,775  -10,205  -10,095        0     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.0      0.1     96.9     98.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        1       36       34       39       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      124,642
COMMITMENTS
   1,655    1,470      335  122,652  122,744  124,642  124,549        0       93

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:    -14,114)
    -250     -257     -140  -13,724  -13,520  -14,114  -13,917        0     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.2      0.3     98.4     98.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        3       41       34       47       39                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      141,307
COMMITMENTS
  16,629    7,061    3,710  120,755  130,296  141,094  141,067      213      240

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -6,602)
  -1,360      409     -201   -4,927   -6,662   -6,488   -6,454     -114     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      5.0      2.6     85.5     92.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        7        8       44       40       55       52                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      101,516
COMMITMENTS
     695    3,175    2,960   97,750   95,381  101,405  101,516      111        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -3,143)
     -25       15     -190   -2,870   -2,968   -3,085   -3,143      -58        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.1      2.9     96.3     94.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        5       37       34       43       40                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,375
COMMITMENTS
       0      305       25   24,335   24,045   24,360   24,375       15        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,465)
       0      -30        0   -1,450   -1,435   -1,450   -1,465      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.1     99.8     98.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       27       12       28       13                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,325
COMMITMENTS
       0      105      100   21,165   21,020   21,265   21,225       60      100

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,430)
       0      -30        0   -1,410   -1,390   -1,410   -1,420      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.5     99.2     98.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       24        9       25       10                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       26,759
COMMITMENTS
      50      950      175   26,415   25,424   26,640   26,549      119      210

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -765)
     -50        5      -30     -680     -720     -760     -745       -5      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.6      0.7     98.7     95.0     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       29       25       31       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       10,665
COMMITMENTS
     740        0      160    9,765   10,505   10,665   10,665        0        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -265)
      35        0      -35     -265     -230     -265     -265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      1.5     91.6     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       17       17       18                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,893
COMMITMENTS
   3,023    2,120      400   26,945   28,353   30,368   30,873      525       20

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,787)
    -290       50      -50   -1,426   -1,767   -1,766   -1,767      -21      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      6.9      1.3     87.2     91.8     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       24       24       27       27                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,128
COMMITMENTS
   2,287        0       60   20,131   22,853   22,478   22,913      650      215

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,103)
    -307        0        0   -1,133   -1,100   -1,440   -1,100      337       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.0      0.3     87.0     98.8     97.2     99.1      2.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       20       22       22       23                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,572
COMMITMENTS
     300       15      200   26,862   27,317   27,362   27,532      210       40

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,405)
       0      -25        0   -1,350   -1,365   -1,350   -1,390      -55      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.1      0.7     97.4     99.1     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       27       29       29       30                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,925
COMMITMENTS
     600      450        0   22,155   22,475   22,755   22,925      170        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,200)
       0      -90        0   -1,190   -1,110   -1,190   -1,200      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.0      0.0     96.6     98.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       24       24       25       25                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,539
COMMITMENTS
       0      810        0   15,427   14,729   15,427   15,539      112        0

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,455)
       0      -50        0   -1,444   -1,405   -1,444   -1,455      -11        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0     99.3     94.8     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       14       17       15                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,254
COMMITMENTS
       0        0        0    9,429    9,949    9,429    9,949      825      305

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -288)
       0        0        0     -218     -283     -218     -283      -70       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.0     97.0     92.0     97.0      8.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       11       14       11                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,092
COMMITMENTS
      25    2,380      245   31,703   29,302   31,973   31,927      119      165

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:     -1,010)
       0      -35      -15     -975     -940     -990     -990      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.4      0.8     98.8     91.3     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       28       23       30       25                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       11,887
COMMITMENTS
   1,957        0        0    9,750   11,827   11,707   11,827      180       60

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -225)
      20        0        0     -215     -225     -195     -225      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      0.0      0.0     82.0     99.5     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       16       18       18       18                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 08/11/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,654
COMMITMENTS
   2,110       50      125   11,104   13,464   13,339   13,639      315       15

CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST:       -400)
      20      -50      -25     -245     -325     -250     -400     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      0.4      0.9     81.3     98.6     97.7     99.9      2.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       23       19       25       21                  



Updated August 14, 2015