CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,567
COMMITMENTS
  12,427    3,225    1,011   12,064   21,331   25,502   25,567       65        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      2,536)
   2,631       10      500     -600    2,026    2,531    2,536        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     12.6      4.0     47.2     83.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        5        5        8       10       23       17                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,015
COMMITMENTS
   5,295    6,264    1,000   18,720   17,751   25,015   25,015        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        500)
       0      500        0      500        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     25.0      4.0     74.8     71.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        1        7        7       13       11                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       26,072
COMMITMENTS
   4,289    2,867    2,302   19,481   20,903   26,072   26,072        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,067)
     620      100    1,252     -805     -285    1,067    1,067        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     11.0      8.8     74.7     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        6        4       11        9       19       17                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,979,320
COMMITMENTS
 338,037  288,494  773,462  2833286  2902975  3944785  3964931   34,535   14,389

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     32,186)
   4,173   16,939   12,564   15,254    2,913   31,991   32,416      195     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      7.2     19.4     71.2     73.0     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      30       41       55      138      119      198      186                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      337,414
COMMITMENTS
 104,297   68,046   68,667  164,428  200,308  337,392  337,021       22      393

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     10,946)
   7,068    5,769    1,250    2,628    3,927   10,946   10,946        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     20.2     20.4     48.7     59.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      17       13       19       36       31       61       55                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,991
COMMITMENTS
   8,179    6,183    2,576  209,773  217,972  220,528  226,731   13,463    7,260

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -25,293)
  -1,494   -2,144     -702  -21,833  -24,085  -24,029  -26,931   -1,264    1,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      2.6      1.1     89.7     93.2     94.2     96.9      5.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        7        5       35       33       43       40                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,336
COMMITMENTS
   2,595      217    1,189  101,268  105,780  105,052  107,186    6,284    4,150

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -16,108)
  -3,025        0     -429  -13,043  -15,345  -16,497  -15,774      389     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.2      1.1     91.0     95.0     94.4     96.3      5.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        2       27       30       30       33                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      203,091
COMMITMENTS
      91    7,571    2,520  192,098  181,711  194,709  191,802    8,382   11,289

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -9,104)
       0   -2,567     -771   -8,380   -5,719   -9,151   -9,057       47      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      1.2     94.6     89.5     95.9     94.4      4.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        3       28       29       31       35                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      631,173
COMMITMENTS
   8,888    1,014    2,837  611,563  623,706  623,288  627,557    7,885    3,616

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -30,914)
   1,887     -180      950  -31,205  -31,394  -28,368  -30,624   -2,546     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.2      0.4     96.9     98.8     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        3        5       51       37       59       42                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      323,844
COMMITMENTS
       0    9,417    2,758  311,542  305,406  314,300  317,581    9,544    6,263

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -9,404)
  -1,426     -655    1,745  -10,121   -9,265   -9,802   -8,175      398   -1,229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.9     96.2     94.3     97.1     98.1      2.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       0        7        4       38       37       42       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      215,496
COMMITMENTS
   3,337    2,895    5,282  201,683  202,788  210,302  210,965    5,194    4,531

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -25,693)
    -841      265     -974  -23,963  -25,070  -25,778  -25,779       85       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.3      2.5     93.6     94.1     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        4        5       35       40       41       46                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       93,518
COMMITMENTS
   1,346    1,304    2,370   81,945   82,336   85,661   86,010    7,857    7,508

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -15,624)
     105   -2,805   -1,315  -14,571  -11,733  -15,781  -15,853      157      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.4      2.5     87.6     88.0     91.6     92.0      8.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       21       25       24       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,040
COMMITMENTS
   1,335    5,854    1,992   87,041   84,126   90,368   91,972    6,672    5,068

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -8,328)
     266   -1,423     -863   -7,908   -6,574   -8,505   -8,860      177      532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      6.0      2.1     89.7     86.7     93.1     94.8      6.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        3       31       27       35       31                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,774
COMMITMENTS
     390      270        0   14,630   14,994   15,020   15,264      754      510

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -5,921)
       0     -341        0   -5,580   -5,574   -5,580   -5,915     -341       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.7      0.0     92.7     95.1     95.2     96.8      4.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       13       11       14       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,005
COMMITMENTS
     305    1,981    1,348   62,758   58,106   64,411   61,435    6,594    9,570

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -7,270)
     175   -1,102      -55   -7,065   -5,453   -6,945   -6,610     -325     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.8      1.9     88.4     81.8     90.7     86.5      9.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       16       19       18       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      173,667
COMMITMENTS
       0        0        0  167,942  166,604  167,942  166,604    5,725    7,063

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -12,869)
    -390        0        0  -12,082  -13,521  -12,472  -13,521     -397      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.7     95.9     96.7     95.9      3.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       28       21       28       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,425
COMMITMENTS
       0        0        0   78,800   81,079   78,800   81,079    6,625    4,346

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -6,306)
       0        0        0   -4,573   -5,856   -4,573   -5,856   -1,733     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.2     94.9     92.2     94.9      7.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       14       21       14                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      328,887
COMMITMENTS
   1,216       28    3,612  309,760  314,372  314,588  318,012   14,299   10,875

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -20,067)
     352       28     -437  -20,108  -20,518  -20,193  -20,927      126      860

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      1.1     94.2     95.6     95.7     96.7      4.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        1        1       46       40       48       41                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,491
COMMITMENTS
   1,708        0    2,135   58,016   53,563   61,859   55,698    5,632   11,793

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -9,536)
   1,083     -720   -1,295   -9,251   -8,127   -9,463  -10,142      -73      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      3.2     86.0     79.4     91.7     82.5      8.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       21       17       23       19                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,242
COMMITMENTS
     207        0    1,102   55,837   57,065   57,146   58,167    5,096    4,075

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -7,158)
     178     -695   -1,084   -6,993   -5,705   -7,899   -7,484      741      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      1.8     89.7     91.7     91.8     93.5      8.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       17       17       18       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       61,832
COMMITMENTS
   2,036        0        0   58,761   59,355   60,797   59,355    1,035    2,477

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -45,039)
  -4,277   -4,140        0  -40,457  -40,873  -44,734  -45,013     -305      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      0.0     95.0     96.0     98.3     96.0      1.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       16       16       17       16                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,244
COMMITMENTS
   5,761    4,140        0   77,964   79,640   83,725   83,780    1,519    1,464

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -36,770)
  -5,074   -4,588     -527  -31,174  -30,259  -36,775  -35,374        5   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      4.9      0.0     91.5     93.4     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        6        0       26       29       31       35                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,738
COMMITMENTS
       0    1,764        0   31,528   29,312   31,528   31,076      210      662

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -16,306)
       0     -961        0  -16,147  -15,184  -16,147  -16,145     -159     -161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      0.0     99.3     92.4     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       13       24       13       25                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      178,988
COMMITMENTS
   2,314      128    1,421  170,646  170,290  174,381  171,839    4,607    7,149

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -693)
   2,314     -620     -238   -3,073     -487     -997   -1,345      304      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.1      0.8     95.3     95.1     97.4     96.0      2.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       33       31       35       32                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       18,974
COMMITMENTS
       0    2,370        0   18,220   16,064   18,220   18,434      754      540

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -5,208)
       0     -899        0   -4,804   -3,565   -4,804   -4,464     -404     -744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.5      0.0     96.0     84.7     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       15        8       15       10                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,225
COMMITMENTS
   3,165      636      999   52,028   61,607   56,192   63,242    9,033    1,983

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,947)
   1,257      159   -1,815   -3,597   -2,559   -4,155   -4,215     -792     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.0      1.5     79.8     94.5     86.2     97.0     13.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       18       20       20                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,965
COMMITMENTS
       0    3,970    3,836   83,221   79,328   87,057   87,134    7,908    7,831

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -6,255)
       0     -754     -141   -6,059   -5,197   -6,200   -6,092      -55     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      4.0     87.6     83.5     91.7     91.8      8.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        2       20       24       22       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,473
COMMITMENTS
   4,731        0    1,288   91,657   97,657   97,676   98,945    5,797    4,528

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,107)
   2,996        0     -498   -4,598   -3,399   -2,100   -3,897   -2,007     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      1.2     88.6     94.4     94.4     95.6      5.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       19       17       23       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,309
COMMITMENTS
       0        0        0   98,912  102,554   98,912  102,554    7,397    3,755

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     14,233)
    -791     -330   -1,038   13,040   13,793   11,211   12,425    3,022    1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.0     96.5     93.0     96.5      7.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       16       21       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,918
COMMITMENTS
       0      792      614  101,825  101,788  102,439  103,194    6,479    5,724

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -9,066)
  -1,439   -1,752      318   -7,480   -9,546   -8,601  -10,980     -465    1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.6     93.5     93.5     94.1     94.7      5.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       21       18       22       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      179,594
COMMITMENTS
   1,931   14,944    1,920  163,913  157,524  167,764  174,388   11,830    5,206

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -17,215)
    -785   -3,349     -390  -17,180  -13,116  -18,355  -16,855    1,140     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      8.3      1.1     91.3     87.7     93.4     97.1      6.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        3       31       27       34       31                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,241
COMMITMENTS
     210    1,080        0   23,491   22,921   23,701   24,001      540      240

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -20,057)
  -2,536     -930        0  -17,635  -19,092  -20,171  -20,022      114      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.5      0.0     96.9     94.6     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        0       12       13       13       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,598
COMMITMENTS
   1,980      540        0   35,920   38,398   37,900   38,938    1,698      660

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -11,315)
    -496   -1,581        0   -9,982   -9,143  -10,478  -10,724     -837     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      1.4      0.0     90.7     97.0     95.7     98.3      4.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       15       13       16                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      207,687
COMMITMENTS
   2,116    8,748    3,158  196,896  192,816  202,170  204,722    5,517    2,965

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -20,185)
  -1,405      421      -26  -17,945  -19,187  -19,376  -18,792     -809   -1,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      4.2      1.5     94.8     92.8     97.3     98.6      2.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        3        5       41       36       49       42                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       97,254
COMMITMENTS
       0       55      334   95,177   94,580   95,511   94,969    1,743    2,285

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -7,166)
       0       55      334   -7,228   -8,175   -6,894   -7,786     -272      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.3     97.9     97.3     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        1       29       28       30       29                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       66,827
COMMITMENTS
       0        0        0   60,412   55,517   60,412   55,517    6,415   11,310

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -8,127)
       0        0        0   -6,976   -8,011   -6,976   -8,011   -1,151     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.4     83.1     90.4     83.1      9.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       18       18       18                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       64,963
COMMITMENTS
       0      248        0   56,275   62,418   56,275   62,666    8,688    2,297

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -9,382)
       0     -360        0   -8,427   -9,186   -8,427   -9,546     -955      164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0     86.6     96.1     86.6     96.5     13.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       25       20       25       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       72,850
COMMITMENTS
   2,134        0        0   65,722   69,307   67,856   69,307    4,994    3,543

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,876)
       0        0        0   -3,213   -4,334   -3,213   -4,334   -1,663     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     90.2     95.1     93.1     95.1      6.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       11       17       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      134,373
COMMITMENTS
  17,371    3,252   10,519  106,035  120,414  133,925  134,185      448      188

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -7,684)
     529   -1,969     -881   -6,862   -4,767   -7,214   -7,617     -470      -67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      2.4      7.8     78.9     89.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      13       11       12       44       51       63       68                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       66,409
COMMITMENTS
     337    4,742    3,354   62,694   58,313   66,385   66,409       24        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:      1,227)
       0      463      -52    1,255      816    1,203    1,227       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      7.1      5.1     94.4     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        7        4       26       23       30       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      539,984
COMMITMENTS
  28,014   14,839   14,899  497,071  510,246  539,984  539,984        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     18,905)
       0    3,152        0   18,905   15,753   18,905   18,905        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.7      2.8     92.1     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        4       17       21       21       27                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,703,126
COMMITMENTS
  34,179   37,434   34,764  1634183  1630928  1703126  1703126        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -77,381)
  -3,585   -2,897     -791  -73,005  -73,693  -77,381  -77,381        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.2      2.0     96.0     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        5       36       42       43       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,221
COMMITMENTS
   2,333      738    4,263   62,625   64,220   69,221   69,221        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,343)
      -5     -289     -306   -2,023   -1,739   -2,334   -2,334       -9       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.1      6.2     90.5     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        4        5       24       22       31       29                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      602,602
COMMITMENTS
   5,821    7,616   18,805  577,976  576,181  602,602  602,602        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     14,792)
   3,281     -951   -4,904   16,415   20,647   14,792   14,792        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.3      3.1     95.9     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       20       16       22       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      486,864
COMMITMENTS
  16,383    8,001    7,449  463,032  471,414  486,864  486,864        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -39,818)
     -23      -23   -1,609  -38,186  -38,186  -39,818  -39,818        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.6      1.5     95.1     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        1       31       28       33       31                  
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       47,116
COMMITMENTS
   1,989    1,798    2,077   42,183   42,223   46,249   46,098      867    1,018

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,554)
    -313      -83        0   -2,432   -2,768   -2,745   -2,851      191      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      3.8      4.4     89.5     89.6     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        2       22       24       27       27                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,682
COMMITMENTS
      35      220       25   52,999   53,354   53,059   53,599      623       83

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,277)
      35      -40      -35   -4,265   -4,196   -4,265   -4,271      -12       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.4      0.0     98.7     99.4     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        1       33       29       34       31                  
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        2,950
COMMITMENTS
     200       50        0    2,700    2,850    2,900    2,900       50       50

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,250)
      50     -100        0   -2,300   -1,900   -2,250   -2,000        0     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      1.7      0.0     91.5     96.6     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       14       11       15                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,260
COMMITMENTS
       0      630       80   69,241   69,489   69,321   70,199      939       61

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -6,380)
     -40      -50        0   -6,567   -6,325   -6,607   -6,375      227       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.1     98.5     98.9     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        1        1       35       30       36       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,400
COMMITMENTS
   1,200        0        0   18,175   19,400   19,375   19,400       25        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      0.0     93.7    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       24       17       25       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      262,352
COMMITMENTS
       0    7,888    5,912  256,440  248,552  262,352  262,352        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      2.3     97.7     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        2       23       22       25       25                  
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,691
COMMITMENTS
   1,381      407       21    6,121    7,071    7,523    7,499      168      192

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      110      110      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      5.3      0.3     79.6     91.9     97.8     97.5      2.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       20       22       22       24                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,435
COMMITMENTS
   1,180      525       20   18,235   18,850   19,435   19,395        0       40

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        250)
       0      200        0      250       50      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      2.7      0.1     93.8     97.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       23       21       24       24                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,110
COMMITMENTS
       0      750      120   14,660   14,215   14,780   15,085      330       25

CHANGES FROM 09/01/15 (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      5.0      0.8     97.0     94.1     97.8     99.8      2.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       26       22       27       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,825
COMMITMENTS
     611        0      131   16,914   16,550   17,656   16,681      169    1,144

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:         59)
       0      -42        0       59       59       59       17        0       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.7     94.9     92.8     99.1     93.6      0.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       26       24       27       25                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,430
COMMITMENTS
       0    7,020    2,045   51,804   45,082   53,849   54,147      581      283

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,764)
       0   -1,122      -50   -2,980   -1,655   -3,030   -2,827      266       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.9      3.8     95.2     82.8     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        5        3       32       26       35       31                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,411
COMMITMENTS
     299    8,215    3,714   59,344   51,386   63,357   63,315       54       96

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,969)
     118   -2,317      290   -2,387       48   -1,979   -1,979       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     13.0      5.9     93.6     81.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        7        5       33       31       39       39                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,300
COMMITMENTS
     910        0        0   44,350   45,300   45,260   45,300       40        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,350)
    -170        0        0   -4,170   -4,350   -4,340   -4,350      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     97.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       29       16       31       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,870
COMMITMENTS
     740        0        0   45,030   45,870   45,770   45,870      100        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -4,940)
    -195        0        0   -4,735   -4,940   -4,930   -4,940      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     98.2    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       28       19       29       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      330,576
COMMITMENTS
  43,974    1,936   23,528  263,074  305,112  330,576  330,576        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -24,472)
  -9,624     -408    2,784  -17,632  -26,848  -24,472  -24,472        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      0.6      7.1     79.6     92.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        3       26       33       31       38                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       22,509
COMMITMENTS
   4,215      556      829   17,358   20,825   22,402   22,210      107      299

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,717)
    -269      -61      -84   -1,344   -1,616   -1,697   -1,761      -20       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      2.5      3.7     77.1     92.5     99.5     98.7      0.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        5       26       31       32       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       39,233
COMMITMENTS
   3,027      399      406   35,800   38,428   39,233   39,233        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,035)
     104      170      -61   -2,078   -2,144   -2,035   -2,035        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      1.0      1.0     91.2     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        4        2       17       13       24       18                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      470,008
COMMITMENTS
       0   15,644    6,310  463,698  448,054  470,008  470,008        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -24,024)
       0        0   -1,224  -22,800  -22,800  -24,024  -24,024        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.3     98.7     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       17       21       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       36,982
COMMITMENTS
   1,402      170    2,292   33,097   33,627   36,791   36,089      191      893

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,998)
  -1,077      -63     -105   -1,753   -2,830   -2,935   -2,998      -63        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.5      6.2     89.5     90.9     99.5     97.6      0.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        2       17       19       21       22                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       51,220
COMMITMENTS
       0    3,121        0   51,220   48,099   51,220   51,220        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -6,560)
       0   -1,224        0   -6,560   -5,336   -6,560   -6,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      0.0    100.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13       13       13       14                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,864
COMMITMENTS
   2,054      127      379   14,239   15,236   16,672   15,742      192    1,122

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,109)
     -64     -105      -63     -898   -1,513   -1,025   -1,681      -84      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.8      2.2     84.4     90.3     98.9     93.3      1.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       19       20       23       23                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      184,288
COMMITMENTS
  15,229        0    5,524  163,535  178,764  184,288  184,288        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -13,480)
     408        0     -408  -13,480  -13,072  -13,480  -13,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      3.0     88.7     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       19       23       21       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,061
COMMITMENTS
     950      232       23   11,067   11,210   12,040   11,465       21      596

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,576)
    -236        0      -61   -1,258   -1,389   -1,555   -1,450      -21     -126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      1.9      0.2     91.8     92.9     99.8     95.1      0.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       19       22       22       24                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      114,695
COMMITMENTS
   5,057        0        0  109,638  114,695  114,695  114,695        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -11,032)
  -1,224        0        0   -9,808  -11,032  -11,032  -11,032        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       21       20       23       20                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       18,817
COMMITMENTS
     404        0      666   17,747   18,151   18,817   18,817        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        308)
       0        0        0      308      308      308      308        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      3.5     94.3     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       14       16       15       17                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      164,228
COMMITMENTS
   5,153        0        0  159,075  164,228  164,228  164,228        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        278)
       0        0        0      278      278      278      278        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       16       14       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,500
COMMITMENTS
       0      200        0    7,960    8,235    7,960    8,435      540       65

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,065)
       0     -100        0   -1,020     -965   -1,020   -1,065      -45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.0     93.6     96.9     93.6     99.2      6.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       13       14       14                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,935
COMMITMENTS
       0      675        0   23,545   23,260   23,545   23,935      390        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,665)
       0      -75        0   -1,700   -1,590   -1,700   -1,665       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.0     98.4     97.2     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       16       20       17                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,760
COMMITMENTS
       0      675        0   20,190   20,025   20,190   20,700      570       60

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,130)
       0      -75        0   -1,095   -1,055   -1,095   -1,130      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.0     97.3     96.5     97.3     99.7      2.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       10       16       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,599
COMMITMENTS
     150        0        0   22,449   22,599   22,599   22,599        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -3,330)
     -50        0        0   -3,280   -3,330   -3,330   -3,330        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        0       21       21       23       21                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,285
COMMITMENTS
       0        0        0   21,185   21,285   21,185   21,285      100        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,916)
    -175        0        0   -2,841   -2,916   -3,016   -2,916      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       17       17       17                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,435
COMMITMENTS
       0        0        0   12,105   12,340   12,105   12,340      330       95

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,220)
     -25        0        0   -1,165   -1,245   -1,190   -1,245      -30       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.3     99.2     97.3     99.2      2.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       24       10       24       10                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,157
COMMITMENTS
       0        0        0   12,817   13,082   12,817   13,082      340       75

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,610)
     -25        0        0   -1,560   -1,685   -1,585   -1,685      -25       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     99.4     97.4     99.4      2.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       26       12       26       12                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,706
COMMITMENTS
   3,150      900       50  104,486  106,576  107,686  107,526       20      180

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -10,490)
    -455     -200      -45   -9,990  -10,235  -10,490  -10,480        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.8      0.0     97.0     99.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        1       36       31       39       33                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,165
COMMITMENTS
   1,550    1,090      300  113,300  113,695  115,150  115,085       15       80

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:    -11,516)
    -105     -380      -35  -11,361  -11,098  -11,501  -11,513      -15       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.9      0.3     98.4     98.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        3        3       40       35       45       40                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      138,633
COMMITMENTS
  17,418    5,932    3,649  117,393  128,882  138,460  138,463      173      170

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -6,619)
  -1,237     -713     -202   -5,156   -5,659   -6,595   -6,574      -24      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      4.3      2.6     84.7     93.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        9        8       43       41       56       53                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      100,491
COMMITMENTS
     970    3,190    2,720   96,698   94,521  100,388  100,431      103       60

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -3,879)
      25       15     -240   -3,656   -3,714   -3,871   -3,939       -8       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      3.2      2.7     96.2     94.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        5       38       36       44       42                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,775
COMMITMENTS
       0      175      125   22,600   22,385   22,725   22,685       50       90

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -2,035)
       0     -130      100   -2,170   -2,095   -2,070   -2,125       35       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.5     99.2     98.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       28       12       29       13                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,995
COMMITMENTS
       0       25      150   19,805   19,730   19,955   19,905       40       90

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,295)
       0      -80       50   -1,325   -1,255   -1,275   -1,285      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.8     99.0     98.7     99.8     99.5      0.2      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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       27,039
COMMITMENTS
       0      930      145   26,620   25,714   26,765   26,789      274      250

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -970)
     -50        5      -30     -925     -925   -1,005     -950       35      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      0.5     98.5     95.1     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       27       26       28       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       10,640
COMMITMENTS
     740        0      160    9,740   10,480   10,640   10,640        0        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        -80)
       0        0        0      -80      -80      -80      -80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      1.5     91.5     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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,541
COMMITMENTS
   2,708    2,170      350   25,853   27,001   28,911   29,521      630       20

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,715)
     -75       50      -50   -1,630   -1,715   -1,755   -1,715       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      7.3      1.2     87.5     91.4     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       20       23       24       26                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,030
COMMITMENTS
   2,035        0       60   20,211   22,970   22,306   23,030      724        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,108)
    -252        0        0     -930   -1,108   -1,182   -1,108       74        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      0.3     87.8     99.7     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       19       23       21       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,907
COMMITMENTS
      90      150      450   28,008   28,271   28,548   28,871      359       36

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:        101)
    -160      135      250     -114     -280      -24      105      125       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.5      1.6     96.9     97.8     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       24       25       26       28                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,960
COMMITMENTS
     600      470        0   23,105   23,490   23,705   23,960      255        0

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -360)
       0       20        0     -445      -80     -445      -60       85     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.0      0.0     96.4     98.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       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 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,959
COMMITMENTS
       0      760        0   14,774   13,879   14,774   14,639      185      320

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -865)
       0      -50        0     -948   -1,135     -948   -1,185       83      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      0.0     98.8     92.8     98.8     97.9      1.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       18       12       18       13                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,206
COMMITMENTS
       0        0        0   10,306   10,946   10,306   10,946      900      260

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -343)
       0        0        0     -428     -188     -428     -188       85     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.0     97.7     92.0     97.7      8.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,815
COMMITMENTS
   1,825    2,345      230   31,516   31,010   33,571   33,585      244      230

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:     -1,125)
       0      -35      -15   -1,105   -1,060   -1,120   -1,110       -5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      6.9      0.7     93.2     91.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        1       27       23       30       25                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       12,526
COMMITMENTS
   2,037        0        0   10,319   12,506   12,356   12,506      170       20

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -495)
     -90        0        0     -395     -495     -485     -495      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      0.0      0.0     82.4     99.8     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       17       19       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 09/08/15                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,404
COMMITMENTS
   2,185        0      100   10,844   13,279   13,129   13,379      275       25

CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST:       -845)
    -140      -50      -25     -700     -755     -865     -830       20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      0.0      0.7     80.9     99.1     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       23       19       25       20                  



Updated September 11, 2015