CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       19,224
COMMITMENTS
  10,700    7,669      810    7,649   10,736   19,159   19,215       65        9

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        150)
     250     -700       95     -220      755      125      150       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    55.7     39.9      4.2     39.8     55.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        5        2        7        7       16       12
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       31,049
COMMITMENTS
   5,155    6,519    2,330   23,564   22,200   31,049   31,049        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      7,429)
    -746        0       -4    8,179    7,433    7,429    7,429        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     21.0      7.5     75.9     71.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       6        4        3        9        8       17       14
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,541,026
COMMITMENTS
 437,346  356,410  986,189  3083434  3180507  4506969  4523106   34,057   17,920

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     53,769)
 -22,437  -33,037   30,077   43,583   56,960   51,223   54,000    2,546     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      7.8     21.7     67.9     70.0     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      38       41       60      140      111      210      180
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,269,177
COMMITMENTS
 126,226   57,601  1130154  955,044  1049957  2211424  2237712   57,753   31,465

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:   -168,882)
 -15,035    8,247 -147,217  -64,279  -60,701 -226,531 -199,672   57,649   30,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      2.5     49.8     42.1     46.3     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      23       21       37       55       50       95       91
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,219
COMMITMENTS
  11,938   14,017    5,389  209,284  216,766  226,611  236,172   14,608    5,047

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     11,097)
   1,666    1,710     -615   10,581   11,878   11,632   12,973     -535   -1,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.8      2.2     86.8     89.9     93.9     97.9      6.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        6        5       36       34       44       41
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       93,508
COMMITMENTS
  14,967    1,603    1,671   72,223   87,028   88,861   90,302    4,647    3,206

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      4,073)
   2,448    1,603      635    1,002    2,784    4,085    5,022      -12     -949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      1.7      1.8     77.2     93.1     95.0     96.6      5.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       30       31       34       35
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,369
COMMITMENTS
   7,127   12,173    4,496  203,365  198,079  214,988  214,748    8,381    8,621

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      7,395)
    -274      367     -174    6,302    9,671    5,854    9,864    1,541   -2,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      5.4      2.0     91.0     88.7     96.2     96.1      3.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        4       24       29       28       35
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      693,791
COMMITMENTS
  38,371   14,716   15,403  630,655  655,158  684,429  685,277    9,362    8,514

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     15,141)
   7,529      851     -106    6,666   13,577   14,089   14,322    1,052      819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      2.1      2.2     90.9     94.4     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        4       46       35       50       41
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,608
COMMITMENTS
   1,338   12,926    1,312  256,244  240,661  258,894  254,899    7,714   11,709

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,154)
   1,338     -240    1,060     -841      260    1,557    1,080      597    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      4.8      0.5     96.1     90.3     97.1     95.6      2.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        2        2       32       30       35       34
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      268,855
COMMITMENTS
   1,147    4,668    6,719  253,106  253,950  260,972  265,337    7,883    3,518

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      7,101)
    -575     -338    1,450    4,328    5,514    5,203    6,626    1,898      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      1.7      2.5     94.1     94.5     97.1     98.7      2.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        4        5       34       42       39       48
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      126,272
COMMITMENTS
   3,898      308    2,597  115,391  113,754  121,886  116,659    4,386    9,613

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      7,021)
  -2,261      308      850    8,871    5,313    7,460    6,471     -439      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.2      2.1     91.4     90.1     96.5     92.4      3.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       24       22       26       25
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,805
COMMITMENTS
     276    2,571    4,824   96,593   95,959  101,693  103,354   11,112    9,451

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      3,404)
     276     -309      499    4,423    4,955    5,198    5,145   -1,794   -1,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.3      4.3     85.6     85.1     90.1     91.6      9.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        2       25       20       27       22
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,693
COMMITMENTS
     875    1,827        0   23,601   22,891   24,476   24,718    1,217      975

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      3,920)
     168      616        0    3,612    3,276    3,780    3,892      140       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      7.1      0.0     91.9     89.1     95.3     96.2      4.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       17       12       20       13
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,722
COMMITMENTS
       0    2,705    1,441   74,849   76,408   76,290   80,554   12,432    8,168

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,977)
       0      378      -83      596    1,446      513    1,741    1,464      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      1.6     84.4     86.1     86.0     90.8     14.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       15       15       17       17
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      210,114
COMMITMENTS
       0    2,072        0  199,152  202,557  199,152  204,629   10,962    5,485

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      8,063)
       0    2,072        0    7,917    6,571    7,917    8,643      146     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     94.8     96.4     94.8     97.4      5.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       25       23       25       24
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,153
COMMITMENTS
       0        0        0   76,547   81,822   76,547   81,822    9,606    4,331

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,053)
       0        0        0    2,575    2,810    2,575    2,810     -522     -757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     88.9     95.0     88.9     95.0     11.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       15       21       15
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      310,016
COMMITMENTS
       0      838       62  304,499  296,842  304,561  297,742    5,455   12,274

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0      590       62    1,799   -2,568    1,861   -1,916   -1,861    1,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0     98.2     95.8     98.2     96.0      1.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       0        3        1       44       34       45       37
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,024
COMMITMENTS
     706    6,044    2,237   74,599   63,613   77,542   71,894    5,482   11,130

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,821)
     706     -877     -672      342    2,946      376    1,397    1,445      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      7.3      2.7     89.9     76.6     93.4     86.6      6.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       18       19       21       22
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,276
COMMITMENTS
   2,111        0    1,669   65,435   67,783   69,215   69,452    6,061    5,824

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      3,894)
     264        0      230    2,869    4,437    3,363    4,667      531     -773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      2.2     86.9     90.0     91.9     92.3      8.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       15       16       17       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,686
COMMITMENTS
  17,132    1,148      540   80,574   95,525   98,246   97,213    4,440    5,473

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     19,875)
     728    1,148      168   17,657   18,340   18,553   19,656    1,322      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      1.1      0.5     78.5     93.0     95.7     94.7      4.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        2       18       25       21       28
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,511
COMMITMENTS
  22,581    2,717      540   61,598   81,742   84,719   84,999    1,792    1,512

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     19,548)
     896    1,260      112   17,784   17,805   18,792   19,177      756      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1      3.1      0.6     71.2     94.5     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      10        3        2       31       36       41       41
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,373
COMMITMENTS
     806    7,652      416   66,027   57,685   67,249   65,753      124    1,620

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      7,258)
       0     -168      168    7,245    6,494    7,413    6,494     -155      764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     11.4      0.6     98.0     85.6     99.8     97.6      0.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       20       19       22       21
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,142
COMMITMENTS
       0    2,132    1,202  153,806  151,142  155,008  154,476    7,134    7,666

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,089)
    -809    2,102       14    2,159   -1,567    1,364      549     -275      540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.7     94.9     93.2     95.6     95.3      4.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        2       30       28       32       31
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,054
COMMITMENTS
   1,284      221    1,804   52,583   52,397   55,671   54,422    7,383    8,632

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.4      2.9     83.4     83.1     88.3     86.3     11.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       16       18       18
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,899
COMMITMENTS
       0    5,661    1,672  111,359  101,981  113,031  109,314    3,868    7,585

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     11,635)
       0    2,656       19   12,182    8,516   12,201   11,191     -566      444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      1.4     95.3     87.2     96.7     93.5      3.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        2       24       27       26       29
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,315
COMMITMENTS
   1,422        0      113   66,677   66,495   68,212   66,608    4,103    5,707

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        372)
    -368        0       32      710      581      374      613       -2     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.2     92.2     92.0     94.3     92.1      5.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       16       20       17
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,218
COMMITMENTS
     420   16,058        0   92,467   81,196   92,887   97,254    8,331    3,964

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,401)
     420      670        0      817      -85    1,237      585      164      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     15.9      0.0     91.4     80.2     91.8     96.1      8.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       19       10       20       11
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,341
COMMITMENTS
     316      385       56   22,364   21,818   22,736   22,259      605    1,082

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        412)
    -606       56       28      686      -22      108       62      304      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.6      0.2     95.8     93.5     97.4     95.4      2.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1        9       15       10       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,186
COMMITMENTS
     732    7,684      922  103,945  103,096  105,599  111,702    7,587    1,484

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      3,140)
      -4      106      164    3,182    5,399    3,342    5,669     -202   -2,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      6.8      0.8     91.8     91.1     93.3     98.7      6.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       20       17       22       20
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      211,895
COMMITMENTS
     899   13,852    3,446  193,797  190,112  198,142  207,410   13,753    4,485

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      4,387)
    -849    1,440       25    4,991    2,195    4,167    3,660      220      727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      6.5      1.6     91.5     89.7     93.5     97.9      6.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        2       32       31       34       36
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,128
COMMITMENTS
   1,142        0       28   15,180   17,625   16,350   17,653    1,778      475

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,404)
     317        0       28    2,726    2,519    3,071    2,547     -667     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      0.2     83.7     97.2     90.2     97.4      9.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       14       15       17       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,709
COMMITMENTS
       0      448        0   32,098   33,078   32,098   33,526    2,611    1,183

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      3,756)
       0      448        0    3,205    3,127    3,205    3,575      551      181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     92.5     95.3     92.5     96.6      7.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       15       15       15       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      279,987
COMMITMENTS
       0   17,398    2,290  263,830  256,100  266,120  275,788   13,867    4,199

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     16,885)
       0      305       93   14,343   16,421   14,436   16,819    2,449       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      0.8     94.2     91.5     95.0     98.5      5.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       0        3        3       38       36       41       39
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       85,512
COMMITMENTS
       0        0        0   81,575   81,218   81,575   81,218    3,937    4,294

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      5,427)
       0        0        0    6,599    5,203    6,599    5,203   -1,172      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.4     95.0     95.4     95.0      4.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       21       22       21
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       99,055
COMMITMENTS
       0        0        0   94,166   95,733   94,166   95,733    4,889    3,322

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      3,704)
       0        0        0    4,622    4,560    4,622    4,560     -918     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.1     96.6     95.1     96.6      4.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       24       20       24       20
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,846
COMMITMENTS
       0        0        0   77,302   80,361   77,302   80,361    6,544    3,485

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        862)
       0        0        0   -1,360    1,255   -1,360    1,255    2,222     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.2     95.8     92.2     95.8      7.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       13       21       13
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       20,528
COMMITMENTS
       0      184      124   20,022   19,335   20,146   19,643      382      885

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.6     97.5     94.2     98.1     95.7      1.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       10       15       11       16
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      148,940
COMMITMENTS
  18,909    9,626   12,668  116,323  126,266  147,900  148,561    1,040      380

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      4,918)
   2,100     -672     -147    2,854    5,935    4,807    5,115      111     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      6.5      8.5     78.1     84.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       9       11       18       50       51       68       71
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,253
COMMITMENTS
     436        0    2,286   38,531   38,967   41,253   41,253       -0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:       -584)
      98     -145     -205     -477     -234     -584     -584        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      5.5     93.4     94.5    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       21       22       25       24
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      366,543
COMMITMENTS
  19,426    6,952   25,751  321,366  333,840  366,543  366,543        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,730)
   3,184    1,904   -1,280      826    2,106    2,730    2,730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.9      7.0     87.7     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       20       19       22       23
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,513,237
COMMITMENTS
  15,193    8,663   61,330  1436714  1443244  1513237  1513237        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     46,790)
  -3,943      352    8,999   41,734   37,439   46,790   46,790        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.6      4.1     94.9     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        4        7       35       44       44       53
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       47,813
COMMITMENTS
   3,861      934    4,325   39,606   42,510   47,792   47,768       21       45

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     -2,581)
    -426       37      366   -2,521   -3,009   -2,581   -2,605       -0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      2.0      9.0     82.8     88.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       20       20       24       24
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      285,536
COMMITMENTS
   6,935   30,453   25,016  253,585  230,067  285,536  285,536        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     -7,073)
     952   -3,282      952   -8,977   -4,743   -7,073   -7,073        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     10.7      8.8     88.8     80.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       15       16       18       17
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      649,747
COMMITMENTS
  17,171   18,320   16,621  615,955  614,806  649,747  649,747        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,907)
       0      352     -352    2,259    1,907    1,907    1,907        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.8      2.6     94.8     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       26       27       30       29
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,440
COMMITMENTS
   3,781    5,142    2,337   45,682   44,710   51,800   52,189      640      251

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:       -411)
      20       88        0     -431     -499     -411     -411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      9.8      4.5     87.1     85.3     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        3       25       26       30       30
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,924
COMMITMENTS
     130        0      370   60,809   60,944   61,309   61,314      615      610

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        325)
       0        0        0      290       20      290       20       35      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.6     98.2     98.4     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        1       26       21       27       22
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,863
COMMITMENTS
     470        0      390   75,873   76,463   76,733   76,853      130       10

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,438)
    -100        0        0    1,533    1,453    1,433    1,453        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.5     98.7     99.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        0        1       29       26       31       27
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,455
COMMITMENTS
     100      280        0   17,295   17,175   17,395   17,455       60        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,045)
      50      -30        0      995    1,075    1,045    1,045        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.6      0.0     99.1     98.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       19       17       20       18
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      276,288
COMMITMENTS
   7,696        0    2,352  266,240  273,936  276,288  276,288        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     10,200)
     352        0        0    9,848   10,200   10,200   10,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.9     96.4     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       23       19       25       20
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,587
COMMITMENTS
   2,990      561      132    5,425    7,549    8,547    8,242       40      345

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        362)
       0      340        0      342        0      342      340       20       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.8      6.5      1.5     63.2     87.9     99.5     96.0      0.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       15       16       18       18
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,300
COMMITMENTS
   4,700      350        0    9,600   13,950   14,300   14,300        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        450)
     500        0        0      -50      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      2.4      0.0     67.1     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       10       11       11       12
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,655
COMMITMENTS
       0      460        0   18,655   18,195   18,655   18,655        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       21       20       21       22
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,850
COMMITMENTS
       0      835      380   14,210   13,635   14,590   14,850      260        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,020)
       0      -25        0    1,020    1,045    1,020    1,020        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      2.6     95.7     91.8     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       21       22       22
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,081
COMMITMENTS
   1,855        0      365   15,310   16,314   17,530   16,679      551    1,402

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        284)
     -80      -38       -2      366      344      284      304        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      2.0     84.7     90.2     97.0     92.2      3.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       25       24       27       26
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,688
COMMITMENTS
       0   10,663    1,090   45,481   34,935   46,571   46,688      117        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        806)
       0      790     -115    1,180      155    1,065      830     -259      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     22.8      2.3     97.4     74.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       33       33       35       37
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,700
COMMITMENTS
      82   11,165    1,527   53,814   42,958   55,423   55,650      277       50

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        893)
       0      930        0      893      -37      893      893        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     20.0      2.7     96.6     77.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        6        2       34       35       37       41
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,345
COMMITMENTS
     600       80        0   43,455   44,240   44,055   44,320      290       25

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      475      475      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.2      0.0     98.0     99.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       26       15       27       16
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,575
COMMITMENTS
       0       80        0   48,335   48,495   48,335   48,575      240        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        330)
       0        0        0      330      330      330      330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0     99.5     99.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       27       15       27       16
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      388,300
COMMITMENTS
  87,011        0   22,364  278,925  365,936  388,300  388,300        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      8,127)
     472        0        0    7,655    8,127    8,127    8,127        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      0.0      5.8     71.8     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       27       31       31       32
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,459
COMMITMENTS
   5,330      146      849   18,178   22,611   24,357   23,606      102      853

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        275)
      82        0       -2      134      -44      214      -46       61      321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      0.6      3.5     74.3     92.4     99.6     96.5      0.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        1        4       22       28       29       32
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       13,273
COMMITMENTS
     883      486    1,078   11,288   11,709   13,249   13,273       24        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        285)
     436       78      -77      -98      284      261      285       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      3.7      8.1     85.0     88.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        1       15        9       17       12
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      561,157
COMMITMENTS
       0    5,507   16,778  544,379  538,872  561,157  561,157        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     11,924)
       0     -352        0   11,924   12,276   11,924   11,924        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      3.0     97.0     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       23       18       24       19
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       49,509
COMMITMENTS
   8,688        0    2,815   37,389   46,232   48,892   49,047      617      462

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:         52)
       0        0        0     -204       72     -204       72      256      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      0.0      5.7     75.5     93.4     98.8     99.1      1.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        2       19       17       23       19
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,890
COMMITMENTS
   4,943        0      402   10,782   15,549   16,127   15,951      763      939

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        311)
    -193        0      104      400      207      311      311        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.3      0.0      2.4     63.8     92.1     95.5     94.4      4.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        0        2       16       20       21       22
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      239,759
COMMITMENTS
  45,526        0    1,224  193,009  238,535  239,759  239,759        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,095)
    -352        0        0    1,447    1,095    1,095    1,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      0.0      0.5     80.5     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       15       18       18       19
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,949
COMMITMENTS
   1,484      586      330   10,965   11,736   12,779   12,652      170      297

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        131)
       0        0        0       87      131       87      131       44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      4.5      2.5     84.7     90.6     98.7     97.7      1.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       18       19       20       23
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      116,020
COMMITMENTS
  12,409        0      799  102,812  115,221  116,020  116,020        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:     -2,272)
       0        0        0   -2,272   -2,272   -2,272   -2,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.7     88.6     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       18       17       21       18
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,332
COMMITMENTS
       0    1,906    1,310   19,998   18,116   21,308   21,332       24        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:       -227)
       0     -458      -26     -201      257     -227     -227        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      6.1     93.7     84.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       17       16       18       17
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,750
COMMITMENTS
       0      900        0   19,355   18,850   19,355   19,750      395        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      0.0     98.0     95.4     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       20       12       20       13
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,155
COMMITMENTS
       0      900        0   15,770   15,255   15,770   16,155      385        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      0.0     97.6     94.4     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       10       19       11
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,300
COMMITMENTS
       0      100        0   24,220   24,140   24,220   24,240       80       60

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      150      230      150      230       80        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0     99.7     99.3     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       21       11       21       12
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,155
COMMITMENTS
       0        0        0   16,155   16,155   16,155   16,155        0        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19        8       19        8
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,800
COMMITMENTS
      50       50        0   16,730   17,630   16,780   17,680    1,020      120

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        575)
       0       50        0      575      525      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.3      0.0     94.0     99.0     94.3     99.3      5.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       14        9       15       10
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,605
COMMITMENTS
     200       50        0   16,665   17,555   16,865   17,605      740        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0      -60       -5      -60       -5       55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.3      0.0     94.7     99.7     95.8    100.0      4.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       22       10       23       11
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,310
COMMITMENTS
     200       25        0   17,360   18,285   17,560   18,310      750        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:         45)
       0        0        0      -20       45      -20       45       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.1      0.0     94.8     99.9     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23       10       24       11
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      107,752
COMMITMENTS
   1,565      663      657  105,370  106,432  107,592  107,752      160        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,874)
    -150       35      140    2,884    2,699    2,874    2,874        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.6      0.6     97.8     98.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        3       35       30       38       35
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      136,531
COMMITMENTS
   3,924       75      320  132,217  136,136  136,461  136,531       70        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,576)
     335        0     -100    2,341    2,676    2,576    2,576        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.1      0.2     96.8     99.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        2        2       37       37       42       41
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      158,741
COMMITMENTS
  24,547    8,510    5,860  128,084  144,191  158,491  158,561      250      180

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      2,353)
     410       48      165    1,790    2,104    2,365    2,317      -12       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      5.4      3.7     80.7     90.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       8        7        8       40       35       51       47
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,693
COMMITMENTS
   2,702    2,240    1,453   92,358   93,000   96,513   96,693      180        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        300)
     -69        0       44      325      256      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.3      1.5     95.5     96.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        3       37       30       42       36
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,090
COMMITMENTS
     375      940       25   16,180   15,995   16,580   16,960      510      130

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      175      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      5.5      0.1     94.7     93.6     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       23       13       24       16
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,330
COMMITMENTS
   1,275      315        0   14,680   15,895   15,955   16,210      375      120

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        150)
     100        0        0       50      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      1.9      0.0     89.9     97.3     97.7     99.3      2.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       19       12       20       13
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       18,105
COMMITMENTS
       0      415      325   16,755   16,405   17,080   17,145    1,025      960

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,550)
       0        0        0    1,550    1,550    1,550    1,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.3      1.8     92.5     90.6     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       21       17       22
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,186
COMMITMENTS
   3,198    3,270      683   27,776   28,212   31,657   32,165      529       21

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        281)
    -600       30       33      848      218      281      281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     10.2      2.1     86.3     87.7     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       20       22       24       25
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,877
COMMITMENTS
   4,955        0        0   15,137   20,597   20,092   20,597      785      280

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        365)
       0        0        0      278      373      278      373       87       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      0.0      0.0     72.5     98.7     96.2     98.7      3.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       18       20       20       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,785
COMMITMENTS
     256      644      140   24,166   23,932   24,562   24,716      223       69

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        231)
       0        0        0      231      230      231      230        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      2.6      0.6     97.5     96.6     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        2       27       23       30       25
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,496
COMMITMENTS
     842      880      158   21,343   21,458   22,343   22,496      153        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        350)
     600        0        0     -275      350      325      350       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      3.9      0.7     94.9     95.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       24       23       25       26
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,090
COMMITMENTS
       0    1,120        0   14,907   13,970   14,907   15,090      183        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        155)
       0        0        0      155      155      155      155        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      0.0     98.8     92.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       16       14       16       16
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,955
COMMITMENTS
       0      210        0    9,625    9,685    9,625    9,895      330       60

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.0     96.7     97.3     96.7     99.4      3.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       13       15       14
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,195
COMMITMENTS
      50    3,455      465   22,560   19,185   23,075   23,105      120       90

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:      1,220)
       0        0        0    1,220    1,220    1,220    1,220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     14.9      2.0     97.3     82.7     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       26       25       28       28
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        6,340
COMMITMENTS
      75        0        0    6,135    6,340    6,210    6,340      130        0

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.0      0.0     96.8    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       18       13       19       13
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        9,845
COMMITMENTS
     920      350      460    7,915    8,935    9,295    9,745      550      100

CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      3.6      4.7     80.4     90.8     94.4     99.0      5.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       12       17       14



Updated January 30, 2015