CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,243
COMMITMENTS
   8,593    5,753    1,296   15,289   18,194   25,178   25,243       65        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        326)
      84      166       90      137       70      311      326       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     22.8      5.1     60.6     72.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        8        4        9       10       23       19                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,140
COMMITMENTS
   5,420    5,864    1,000   17,720   17,276   24,140   24,140        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5       -5       -5       -5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       24,701
COMMITMENTS
   3,326    2,034    1,543   19,832   21,124   24,701   24,701        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,975)
    -433      767      668    2,740    1,540    2,975    2,975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      8.2      6.2     80.3     85.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        6        3       10        9       16       15                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,199,946
COMMITMENTS
 373,707  320,082  833,024  2957063  3034912  4163794  4188018   36,152   11,928

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     81,818)
 -21,043   32,180   -3,433  103,310   54,706   78,834   83,453    2,984   -1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      7.6     19.8     70.4     72.3     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      33       45       63      141      121      210      195                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      363,926
COMMITMENTS
 100,376   75,905   84,093  179,027  203,436  363,496  363,434      430      492

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      4,828)
   8,318    9,098   -2,172   -1,436   -2,130    4,710    4,796      118       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     20.9     23.1     49.2     55.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      17       17       21       34       31       62       58                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,632
COMMITMENTS
   9,987    4,917    1,631  220,058  233,136  231,676  239,684   14,956    6,948

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        337)
    -551    1,016     -600    1,353      819      202    1,235      135     -898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      2.0      0.7     89.2     94.5     93.9     97.2      6.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        3        3       34       32       42       36                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      120,495
COMMITMENTS
   3,458    2,170    1,564  111,353  114,367  116,375  118,101    4,120    2,394

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      3,454)
     717    1,655     -178    2,991    3,649    3,530    5,126      -76   -1,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.8      1.3     92.4     94.9     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        4       29       31       34       36                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,381
COMMITMENTS
     237    9,985    3,163  194,781  184,434  198,181  197,582    8,200    8,799

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      7,990)
    -762   -1,177    1,006    7,328    7,377    7,572    7,206      418      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.8      1.5     94.4     89.4     96.0     95.7      4.0      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        6        4       28       30       32       38                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      653,889
COMMITMENTS
   7,134    1,708    2,410  638,618  645,834  648,162  649,952    5,727    3,937

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      6,419)
     217      500     -790    7,083    6,680    6,510    6,390      -91       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.3      0.4     97.7     98.8     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        2        4       54       41       60       46                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      319,889
COMMITMENTS
   6,526   12,046    2,521  303,428  298,183  312,475  312,750    7,414    7,139

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      4,858)
     762   -1,562      705    3,659    5,751    5,126    4,894     -268      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.8      0.8     94.9     93.2     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        5        3       40       37       45       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,644
COMMITMENTS
   4,739    3,304    5,617  211,020  211,474  221,376  220,395    4,268    5,249

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        546)
     -17        4      -81      433      467      335      390      211      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.5      2.5     93.5     93.7     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        3       36       43       41       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      102,579
COMMITMENTS
   4,143        4    2,657   89,050   93,995   95,850   96,656    6,729    5,923

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,384)
    -478        4      -72    1,630    1,666    1,080    1,598      304     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      2.6     86.8     91.6     93.4     94.2      6.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       24       28       27       30                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,598
COMMITMENTS
     342    9,050    1,636   86,841   78,946   88,819   89,632    5,779    4,966

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        869)
    -240    1,238     -152    2,508     -344    2,116      742   -1,247      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      9.6      1.7     91.8     83.5     93.9     94.8      6.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        6        4       32       29       36       36                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,445
COMMITMENTS
     192    2,889    1,430   66,959   60,436   68,581   64,755    6,864   10,690

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,898)
    -312      516     -110    2,328    1,084    1,906    1,490       -8      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.8      1.9     88.8     80.1     90.9     85.8      9.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       17       18       19       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      185,655
COMMITMENTS
     240        0        0  179,444  178,786  179,684  178,786    5,971    6,869

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,796)
       0        0        0      918    1,310      918    1,310      878      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     96.7     96.3     96.8     96.3      3.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       28       22       29       22                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,664
COMMITMENTS
       0        0        0   79,006   81,379   79,006   81,379    7,658    5,285

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      5,252)
       0        0        0    5,163    5,979    5,163    5,979       89     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.2     93.9     91.2     93.9      8.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       14       19       14                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      339,946
COMMITMENTS
     782    1,057    3,687  321,203  325,098  325,672  329,842   14,274   10,104

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      5,499)
     782     -227   -1,309    5,726    6,914    5,199    5,378      300      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      1.1     94.5     95.6     95.8     97.0      4.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        1        2       44       39       46       42                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,437
COMMITMENTS
      98    2,770    3,162   64,645   55,705   67,905   61,637    5,532   11,800

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,179)
    -428      330      459    1,238     -248    1,269      541      -90      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      3.8      4.3     88.0     75.9     92.5     83.9      7.5     16.1

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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,533
COMMITMENTS
       0      372    2,316   60,505   60,614   62,821   63,302    3,712    3,231

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        975)
     -21   -1,737      548      114    1,792      641      603      334      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      3.5     90.9     91.1     94.4     95.1      5.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       20       19       22       21                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,180
COMMITMENTS
   3,386        0        0   68,246   70,566   71,632   70,566      548    1,614

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      4,994)
     -30        0        0    4,872    4,874    4,842    4,874      152      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.0      0.0     94.5     97.8     99.2     97.8      0.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       17       20       17                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,742
COMMITMENTS
   8,040    4,898        0   80,646   82,434   88,686   87,332    1,056    2,410

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      5,176)
       0        0        0    4,902    5,056    4,902    5,056      274      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      5.5      0.0     89.9     91.9     98.8     97.3      1.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        6        0       28       26       33       32                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,810
COMMITMENTS
       0    2,725        0   41,351   38,529   41,351   41,254      459      556

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      4,012)
       0        0        0    3,832    4,256    3,832    4,256      180     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.0     98.9     92.2     98.9     98.7      1.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       14       24       14       25                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      171,617
COMMITMENTS
     631       98    1,512  165,532  164,017  167,675  165,627    3,942    5,990

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      6,043)
    -856       98      693    7,566    5,731    7,403    6,522   -1,360     -479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.1      0.9     96.5     95.6     97.7     96.5      2.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        2       34       36       36       38                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       21,152
COMMITMENTS
       0      899        0   20,384   19,447   20,384   20,346      768      806

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240      240      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0     96.4     91.9     96.4     96.2      3.6      3.8

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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,939
COMMITMENTS
   2,056      477    2,387   53,099   60,854   57,542   63,718    9,397    3,221

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,197)
     308     -760      980    4,807    1,765    6,095    1,985   -3,898      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.7      3.6     79.3     90.9     86.0     95.2     14.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       15       18       18       21                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,893
COMMITMENTS
     279    5,309    4,029   86,657   82,606   90,965   91,944    7,928    6,949

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,031)
       4    4,674     -124      752   -1,990      632    2,560      399   -1,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      5.4      4.1     87.6     83.5     92.0     93.0      8.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        2       21       24       23       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,672
COMMITMENTS
   2,214        0    1,233   86,973   97,988   90,420   99,221   12,252    3,451

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,937)
   1,528        0     -132      329      399    1,725      267      212    1,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      1.2     84.7     95.4     88.1     96.6     11.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       16       17       18       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,938
COMMITMENTS
   1,343      330      459   80,819   84,330   82,621   85,119    4,317    1,819

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        297)
       0      120        0      172      177      172      297      125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.4      0.5     93.0     97.0     95.0     97.9      5.0      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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,659
COMMITMENTS
     228    4,040    1,043  108,923  109,346  110,194  114,429    6,465    2,230

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        728)
     149      -58       52      465      887      666      881       62     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.5      0.9     93.4     93.7     94.5     98.1      5.5      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       21       20       23       24                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      190,802
COMMITMENTS
   2,433   16,079    3,149  174,129  166,189  179,711  185,417   11,091    5,385

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,540)
    -828      281      428    2,602      759    2,202    1,468     -662       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      8.4      1.7     91.3     87.1     94.2     97.2      5.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        3       32       29       36       33                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       13,632
COMMITMENTS
   2,010    2,274        0   11,188   10,835   13,198   13,109      434      523

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        960)
       0      600        0    1,142      360    1,142      960     -182        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     16.7      0.0     82.1     79.5     96.8     96.2      3.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        0       10       14       11       16                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,320
COMMITMENTS
   2,416    2,010        0   34,299   35,155   36,715   37,165      605      155

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        960)
      60        0        0      600      960      660      960      300        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      5.4      0.0     91.9     94.2     98.4     99.6      1.6      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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,805
COMMITMENTS
     496    1,581        0   44,132   44,449   44,628   46,030    2,177      775

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      4,270)
       0        0        0    4,270    4,270    4,270    4,270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      3.4      0.0     94.3     95.0     95.3     98.3      4.7      1.7

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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      224,596
COMMITMENTS
   2,032    8,714    4,323  212,895  208,732  219,250  221,769    5,346    2,827

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -1,292)
     577   -2,265      617   -1,956    1,347     -762     -301     -530     -991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.9      1.9     94.8     92.9     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        5        5       40       37       48       43                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      102,489
COMMITMENTS
       0        0        0  100,715  100,943  100,715  100,943    1,774    1,546

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,859)
       0        0        0    1,951    1,796    1,951    1,796      -92       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.3     98.5     98.3     98.5      1.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       29       29       29       29                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       72,781
COMMITMENTS
       0        0        0   64,175   60,778   64,175   60,778    8,606   12,003

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        658)
       0        0        0    1,056    1,086    1,056    1,086     -398     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.2     83.5     88.2     83.5     11.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       18       19       18                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       71,297
COMMITMENTS
       0      668        0   61,704   68,435   61,704   69,103    9,593    2,194

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -225)
       0      -60        0   -1,143     -194   -1,143     -254      918       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     86.5     96.0     86.5     96.9     13.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       24       20       24       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       76,603
COMMITMENTS
   2,134        0        0   67,295   72,456   69,429   72,456    7,174    4,147

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,675)
      62        0        0   -1,177    1,429   -1,115    1,429    2,790      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     87.8     94.6     90.6     94.6      9.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       11       17       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      137,590
COMMITMENTS
  13,634    5,601   11,934  111,574  119,524  137,142  137,059      448      531

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        538)
  -1,068     -235      161    1,678      655      771      581     -233      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      4.1      8.7     81.1     86.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      14       11       17       44       50       65       71                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       65,446
COMMITMENTS
     438    2,875    3,662   61,242   58,909   65,342   65,446      104        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,320)
     -79      605       26    2,398    1,689    2,345    2,320      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      4.4      5.6     93.6     90.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        9        4       24       24       30       34                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      498,491
COMMITMENTS
  29,326   15,383    8,017  461,148  475,091  498,491  498,491        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     19,665)
       0    3,808        0   19,665   15,857   19,665   19,665        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      3.1      1.6     92.5     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        3       18       18       21       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,778,653
COMMITMENTS
  38,540   25,123   36,731  1703382  1716799  1778653  1778653        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     14,979)
   6,589      384        0    8,390   14,595   14,979   14,979        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.4      2.1     95.8     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        3        5       37       42       44       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       67,494
COMMITMENTS
   1,349    1,745    3,883   62,229   61,857   67,461   67,485       33        9

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -343)
      57       -2      -74     -350     -267     -367     -343       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      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       23       22       33       31                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      518,726
COMMITMENTS
   2,877    6,663   23,372  492,477  488,691  518,726  518,726        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     33,259)
       7        0      649   32,603   32,610   33,259   33,259        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.3      4.5     94.9     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       20       17       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      517,623
COMMITMENTS
  16,406    8,024    9,058  492,159  500,541  517,623  517,623        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      4,592)
       0        0        0    4,592    4,592    4,592    4,592        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.6      1.7     95.1     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        3       31       29       35       34                  
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,747
COMMITMENTS
   2,304    2,240    2,097   44,732   44,837   49,133   49,174      614      573

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        502)
    -108      251     -360      970      611      502      502        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      4.5      4.2     89.9     90.1     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        4        3       24       26       29       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,889
COMMITMENTS
      10      245       50   56,554   56,505   56,614   56,800      275       89

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        505)
      10      -50       50      520      505      580      505      -75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.1     99.4     99.3     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        1       34       29       35       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,137
COMMITMENTS
      40      680       80   74,683   74,309   74,803   75,069      334       68

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        393)
       0      -20        0      393      413      393      393        0        0

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 08/18/15                         |
--------------------------------------------------------------| 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 08/11/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      258,440
COMMITMENTS
       0    9,048    5,520  252,920  243,872  258,440  258,440        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -3,968)
       0        0        0   -3,968   -3,968   -3,968   -3,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      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       22       21       23       24                  
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,234
COMMITMENTS
   1,381      407       21    5,642    6,593    7,044    7,021      190      213

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        341)
       0        0        0      234      320      234      320      107       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      5.6      0.3     78.0     91.1     97.4     97.1      2.6      2.9

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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,000
COMMITMENTS
   1,180      225       20   16,760   17,700   17,960   17,945       40       55

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      125      100      125      100      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.3      0.1     93.1     98.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       22       20       23       22                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,665
COMMITMENTS
       0      750      120   14,225   13,735   14,345   14,605      320       60

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20        0       20        0        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.8     97.0     93.7     97.8     99.6      2.2      0.4

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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,097
COMMITMENTS
     611       42      131   17,100   16,566   17,842   16,739      255    1,358

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      254      234      254      234       21       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.2      0.7     94.5     91.5     98.6     92.5      1.4      7.5

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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,931
COMMITMENTS
       0    7,781    1,791   52,825   45,139   54,616   54,711      315      220

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      3,000)
       0       -6      316    2,684    2,570    3,000    2,880        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.2      3.3     96.2     82.2     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        7        4       32       30       36       37                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,413
COMMITMENTS
      27    9,989    3,219   58,160   48,119   61,406   61,327        7       86

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      4,470)
       2      457      683    3,785    3,340    4,470    4,480        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.3      5.2     94.7     78.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        8        6       36       35       42       44                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,430
COMMITMENTS
   1,070        0        0   47,305   48,400   48,375   48,400       55       30

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     97.7     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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,855
COMMITMENTS
     925        0        0   48,870   49,820   49,795   49,820       60       35

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        580)
      30        0        0      610      580      640      580      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     98.0     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       30       19       31       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      344,377
COMMITMENTS
  49,980    1,576   20,744  273,653  322,057  344,377  344,377        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,605)
     421        0        0    1,184    1,605    1,605    1,605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      0.5      6.0     79.5     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        2        3       28       33       34       38                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,076
COMMITMENTS
   3,716      849      789   18,445   21,227   22,950   22,865      126      211

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        129)
     156       45       -2       -4       65      150      108      -21       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      3.7      3.4     79.9     92.0     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        6        7       28       33       35       42                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       37,347
COMMITMENTS
   1,898      235      459   34,990   36,653   37,347   37,347        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,061)
     328       58      119    1,614    1,884    2,061    2,061        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.6      1.2     93.7     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       19       15       24       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      485,128
COMMITMENTS
       0   15,644    7,534  477,594  461,950  485,128  485,128        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,536)
       0        0        0    1,536    1,536    1,536    1,536        0        0

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:       29)
       0        2        1       21       16       22       18                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       40,533
COMMITMENTS
   4,347      233    2,313   33,661   37,095   40,321   39,641      212      892

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         21)
       0        0        0       63       21       63       21      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.6      5.7     83.0     91.5     99.5     97.8      0.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       17       21       21       24                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       60,123
COMMITMENTS
       0    4,345        0   60,123   55,778   60,123   60,123        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      5,088)
       0        0        0    5,088    5,088    5,088    5,088        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      0.0    100.0     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       14       14       15                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,464
COMMITMENTS
   3,071      211      210   13,886   16,493   17,167   16,914      297      550

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        510)
     -62        0       84      467      446      489      530       21      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      1.2      1.2     79.5     94.4     98.3     96.9      1.7      3.1

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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      193,062
COMMITMENTS
  13,245        0    5,915  173,902  187,147  193,062  193,062        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -331)
  -5,456        0    3,538    1,587   -3,869     -331     -331        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      3.1     90.1     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       18       21       20       22                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,039
COMMITMENTS
   1,208        0       84   11,705   12,088   12,997   12,172       42      867

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        715)
      82        0        0      633      757      715      757        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.0      0.6     89.8     92.7     99.7     93.4      0.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       20       23       23       24                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      126,914
COMMITMENTS
   5,513        0        0  121,401  126,914  126,914  126,914        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,720)
       0        0        0    2,720    2,720    2,720    2,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      0.0     95.7    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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,106
COMMITMENTS
     430        0      770   19,906   20,336   21,106   21,106        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        162)
       0        0        0      162      162      162      162        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      3.6     94.3     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       16       18       17                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      173,552
COMMITMENTS
   5,481        0        0  168,071  173,552  173,552  173,552        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        640)
       0        0        0      640      640      640      640        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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,555
COMMITMENTS
       0      300        0    9,000    9,190    9,000    9,490      555       65

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        125)
       0        0        0       65      125       65      125       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.0     94.2     96.2     94.2     99.3      5.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       12       16       13                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,470
COMMITMENTS
       0      750        0   25,115   24,720   25,115   25,470      355        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        235)
       0        0        0      235      235      235      235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.0     98.6     97.1     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       16       22       17                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,940
COMMITMENTS
       0      750        0   21,335   21,090   21,335   21,840      605      100

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,126
COMMITMENTS
     200        0        0   25,926   26,126   26,126   26,126        0        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      540      540      540      540        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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,738
COMMITMENTS
     175        0        0   23,330   23,723   23,505   23,723      233       15

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        590)
       0        0        0      590      590      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     98.3     99.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       16       19       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,070
COMMITMENTS
       0      100        0   17,220   17,760   17,220   17,860      850      210

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     95.3     98.3     95.3     98.8      4.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15        8       15        9                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,935
COMMITMENTS
      25        0        0   12,550   12,865   12,575   12,865      360       70

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         95)
       0        0        0      310      125      310      125     -215      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     97.0     99.5     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       23       12       24       12                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,047
COMMITMENTS
      25        0        0   13,657   14,047   13,682   14,047      365        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      -35      145      -35      145      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     97.2    100.0     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       25       12       26       12                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      117,460
COMMITMENTS
   3,605    1,100       95  113,740  116,075  117,440  117,270       20      190

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,560)
     200        0        0    2,360    2,560    2,560    2,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.9      0.1     96.8     98.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        1       37       33       40       36                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      126,435
COMMITMENTS
   1,655    1,470      335  124,445  124,537  126,435  126,342        0       93

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,793)
       0        0        0    1,793    1,793    1,793    1,793        0        0

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:       51)
       3        5        3       40       35       46       40                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      141,561
COMMITMENTS
  16,900    6,253    3,719  120,756  131,373  141,375  141,345      186      216

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        254)
     271     -808        9        1    1,077      281      278      -27      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      4.4      2.6     85.3     92.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       9        8        9       44       41       56       55                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      102,173
COMMITMENTS
     945    3,175    2,960   98,157   96,038  102,062  102,173      111        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        657)
     250        0        0      407      657      657      657        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.1      2.9     96.1     94.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        5       38       34       44       40                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,495
COMMITMENTS
       0      305       25   24,455   24,165   24,480   24,495       15        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.1     99.8     98.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       28       13       29       14                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| 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 08/11/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       25       10       26       11                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       27,244
COMMITMENTS
      50      950      175   26,840   25,909   27,065   27,034      179      210

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        485)
       0        0        0      425      485      425      485       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.5      0.6     98.5     95.1     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       28       25       30       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| 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 08/11/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,553
COMMITMENTS
   3,083    2,120      400   27,545   29,013   31,028   31,533      525       20

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        660)
      60        0        0      600      660      660      660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      6.7      1.3     87.3     92.0     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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,383
COMMITMENTS
   2,287        0       60   20,386   23,323   22,733   23,383      650        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      255      470      255      470        0     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.0      0.3     87.2     99.7     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        1       20       23       22       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,808
COMMITMENTS
     250       15      200   27,149   27,553   27,599   27,768      209       40

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        236)
     -50        0        0      287      236      237      236       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.1      0.7     97.6     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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,294
COMMITMENTS
     600      450        0   22,524   22,844   23,124   23,294      170        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        369)
       0        0        0      369      369      369      369        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.9      0.0     96.7     98.1     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 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,859
COMMITMENTS
       0      810        0   15,757   15,049   15,757   15,859      102        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      330      320      330      320      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.0     99.4     94.9     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       14       18       15                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,844
COMMITMENTS
       0        0        0   10,029   10,429   10,029   10,429      815      415

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        590)
       0        0        0      600      480      600      480      -10      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.5     96.2     92.5     96.2      7.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       12       14       12                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,487
COMMITMENTS
      25    2,380      245   32,038   29,697   32,308   32,322      179      165

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        395)
       0        0        0      335      395      335      395       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.3      0.8     98.6     91.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       27       23       29       25                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       12,451
COMMITMENTS
   1,957        0        0   10,314   12,391   12,271   12,391      180       60

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        564)
       0        0        0      564      564      564      564        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      0.0      0.0     82.8     99.5     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       16       17       18       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 08/18/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,679
COMMITMENTS
   2,080       50      125   11,409   13,504   13,614   13,679       65        0

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         25)
     -30        0        0      305       40      275       40     -250      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      0.4      0.9     83.4     98.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       24       20       26       22                  



Updated August 21, 2015