CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       20,719
COMMITMENTS
  10,333    5,579      746    9,547   14,383   20,627   20,709       92       10

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      4,002)
   2,287      392     -142    1,830    3,751    3,976    4,002       26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9     26.9      3.6     46.1     69.4     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      12        5        2        6       10       19       16
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,959
COMMITMENTS
   4,320    7,244    1,081   20,558   17,634   25,959   25,959       -0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:       -833)
     244     -225       -5   -1,071     -603     -833     -833       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     27.9      4.2     79.2     67.9    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        2        9        8       17       14
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       25,298
COMMITMENTS
   2,192    1,625      735   22,371   22,938   25,298   25,298        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     -2,047)
     -29     -419     -805   -1,213     -823   -2,047   -2,047       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      6.4      2.9     88.4     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        2       11        9       17       14
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,145,383
COMMITMENTS
 426,413  338,107  810,531  2863389  2976463  4100333  4125101   45,050   20,282

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:   -278,573)
  15,972   50,329 -134,638 -172,362 -199,157 -291,028 -283,466   12,455    4,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      8.2     19.6     69.1     71.8     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      31       49       63      125      105      193      183
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,235,828
COMMITMENTS
 175,828   99,392  983,871  1075944  1151841  2235643  2235104      185      724

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:    309,518)
   9,244   44,331  146,768  183,644  198,085  339,656  389,184  -30,138  -79,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      4.4     44.0     48.1     51.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      25       20       40       51       48       92       92
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      252,872
COMMITMENTS
   7,851   12,162    4,596  227,411  232,194  239,858  248,952   13,014    3,920

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      5,969)
     192    1,295     -812    6,283    4,207    5,663    4,690      306    1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.8      1.8     89.9     91.8     94.9     98.4      5.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        6        3       38       35       43       42
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      113,850
COMMITMENTS
  16,837    4,869    2,076   88,401  103,499  107,314  110,444    6,536    3,406

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,583)
   1,167    1,835     -348    1,193      697    2,012    2,184      571      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      4.3      1.8     77.6     90.9     94.3     97.0      5.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        2       31       31       36       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,443
COMMITMENTS
   4,250   12,175    4,210  225,932  218,225  234,392  234,610    7,051    6,833

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      3,318)
       0    1,428       55    3,173    2,270    3,228    3,753       90     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.0      1.7     93.6     90.4     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        4       26       31       30       37
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      691,479
COMMITMENTS
  52,290   17,321   12,220  618,179  650,745  682,689  680,286    8,790   11,193

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:    -31,646)
   7,265   -2,280       96  -41,479  -29,818  -34,118  -32,002    2,472      356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      2.5      1.8     89.4     94.1     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        5        5       44       33       49       40
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      276,597
COMMITMENTS
   1,527   16,219    1,079  267,163  248,350  269,769  265,648    6,828   10,949

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      7,194)
   1,317     -148     -550    6,584    5,681    7,351    4,983     -157    2,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      5.9      0.4     96.6     89.8     97.5     96.0      2.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        3       35       32       38       37
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,156
COMMITMENTS
     553    4,917    6,995  267,178  261,520  274,726  273,432    5,430    6,724

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      5,247)
     553   -2,022    2,203    2,786    4,036    5,542    4,217     -295    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.8      2.5     95.4     93.3     98.1     97.6      1.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        3        4       41       40       45       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      124,204
COMMITMENTS
     872      753    4,272  113,987  111,487  119,131  116,512    5,073    7,692

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     -1,427)
  -1,506      412      204     -369   -1,461   -1,671     -845      244     -582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.6      3.4     91.8     89.8     95.9     93.8      4.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       22       22       24       25
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,948
COMMITMENTS
     252    2,834    4,853  102,595  103,040  107,700  110,727   10,248    7,221

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,533)
      22     -122       43    2,579    1,233    2,644    1,154   -1,111      379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.4      4.1     87.0     87.4     91.3     93.9      8.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        3       26       22       29       27
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,513
COMMITMENTS
       0    1,176        0   18,281   18,641   18,281   19,817    2,232      696

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        240)
       0        0        0     -992      240     -992      240    1,232        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.7      0.0     89.1     90.9     89.1     96.6     10.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       12       19       13
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,073
COMMITMENTS
   1,330    1,157    2,221   78,885   80,129   82,436   83,507    9,637    8,566

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:         12)
     428     -214       29     -541     -738      -84     -923       96      935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      1.3      2.4     85.7     87.0     89.5     90.7     10.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       16       17       18       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      202,899
COMMITMENTS
       0        0        0  191,490  195,638  191,490  195,638   11,409    7,261

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        380)
       0        0        0    1,564   -1,026    1,564   -1,026   -1,184    1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.4     96.4     94.4     96.4      5.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       25       23       25       23
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,594
COMMITMENTS
       0        0        0   73,136   81,504   73,136   81,504   13,458    5,090

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,219)
       0        0        0      851     -151      851     -151      368    1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     84.5     94.1     84.5     94.1     15.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       16       20       16
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      342,672
COMMITMENTS
       0    1,803       62  333,913  334,504  333,975  336,369    8,697    6,303

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     13,945)
       0    1,179       62   12,283   10,932   12,345   12,173    1,600    1,772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0     97.4     97.6     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        2        1       44       38       45       40
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,544
COMMITMENTS
       0    5,344    2,710   74,574   61,743   77,284   69,797    6,260   13,747

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        651)
       0       56      -54      797   -3,791      743   -3,789      -92    4,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.4      3.2     89.3     73.9     92.5     83.5      7.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       20       21       22       23
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,657
COMMITMENTS
   1,484      398    1,835   63,377   62,692   66,696   64,925    5,961    7,732

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,707)
    -579      398      349    1,937      633    1,707    1,380        0      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.5      2.5     87.2     86.3     91.8     89.4      8.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       15       13       17       15
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,835
COMMITMENTS
  14,593        0    1,116   90,754  106,276  106,463  107,392    6,372    5,443

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     21,644)
   3,674     -651      248   14,204   21,954   18,126   21,551    3,518       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.0      1.0     80.4     94.2     94.4     95.2      5.6      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        0        1       19       31       26       32
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,208
COMMITMENTS
  16,168    1,272    1,803   83,716   98,652  101,687  101,727    2,521    2,481

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     29,574)
   4,267   -1,647      151   24,011   29,847   28,429   28,351    1,145    1,223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      1.2      1.7     80.3     94.7     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      11        1        3       34       40       45       44
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,086
COMMITMENTS
       0    6,635        0   57,061   49,501   57,061   56,136    1,025    1,950

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,333)
       0      279        0      851      392      851      671      482      662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.4      0.0     98.2     85.2     98.2     96.6      1.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       21       21       21       23
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,431
COMMITMENTS
       0    8,558      152  152,990  144,046  153,142  152,756    9,289    9,675

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,811)
  -2,267    1,770     -301     -529     -685   -3,097      784    5,908    2,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      0.1     94.2     88.7     94.3     94.0      5.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        1       31       33       32       34
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,597
COMMITMENTS
   1,712    3,167    1,560   52,158   53,542   55,430   58,269    9,167    6,328

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,680)
       0      686     -174      832    1,206      658    1,718    1,022      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.9      2.4     80.7     82.9     85.8     90.2     14.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       14       18       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      125,569
COMMITMENTS
       0    5,477    2,270  115,381  110,644  117,651  118,391    7,918    7,178

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      4,688)
       0      194     -144    2,508    4,240    2,364    4,290    2,324      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      1.8     91.9     88.1     93.7     94.3      6.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        2       27       28       29       31
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,860
COMMITMENTS
   1,081    1,334    1,118   64,575   65,450   66,774   67,902    7,086    5,958

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,227)
  -1,315      600      230      931       95     -154      925    2,381    1,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.8      1.5     87.4     88.6     90.4     91.9      9.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       16       16       18       18
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,349
COMMITMENTS
   1,247   15,794      642   96,647   85,574   98,536  102,010    5,813    2,339

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:       -733)
     240        0        0   -1,784     -243   -1,544     -243      811     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     15.1      0.6     92.6     82.0     94.4     97.8      5.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       13       21       15
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,920
COMMITMENTS
     282    8,159    1,269   99,897   97,126  101,448  106,554    7,472    2,366

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,984)
    -766      123      143    2,576    2,771    1,953    3,037       31   -1,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      7.5      1.2     91.7     89.2     93.1     97.8      6.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       20       16       21       18
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,633
COMMITMENTS
   3,998   11,234    3,833  192,064  193,460  199,895  208,527   14,738    6,106

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      3,268)
   1,180     -264      330    2,956    4,263    4,466    4,329   -1,198   -1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      5.2      1.8     89.5     90.1     93.1     97.2      6.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        2       35       33       38       36
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,210
COMMITMENTS
     364      865        0   18,612   20,056   18,976   20,921    2,234      289

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,373)
     -62       62        0    2,149    2,423    2,087    2,485      286     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      4.1      0.0     87.8     94.6     89.5     98.6     10.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       12       11       13       12
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,941
COMMITMENTS
     228      248      392   41,641   43,779   42,261   44,419    2,680      522

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        775)
     228      -20       20      -88      837      160      837      615      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.6      0.9     92.7     97.4     94.0     98.8      6.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       18       16       19       18
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      284,778
COMMITMENTS
   1,354   12,999    3,458  261,795  264,523  266,607  280,980   18,171    3,798

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      7,817)
      60      -92        0    3,236    8,517    3,296    8,425    4,521     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      4.6      1.2     91.9     92.9     93.6     98.7      6.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        2        2       43       38       45       41
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      118,673
COMMITMENTS
       0        0        0  114,849  115,061  114,849  115,061    3,824    3,612

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      7,371)
       0        0        0    6,359    6,875    6,359    6,875    1,012      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.8     97.0     96.8     97.0      3.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       21       25       21
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       99,667
COMMITMENTS
   1,712        0        0   89,428   95,541   91,140   95,541    8,527    4,126

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,684)
   1,712        0        0      363    2,071    2,075    2,071      609      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     89.7     95.9     91.4     95.9      8.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       19       22       19
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       96,435
COMMITMENTS
       0        0        0   88,829   89,882   88,829   89,882    7,606    6,553

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      7,196)
       0        0        0    7,625    4,645    7,625    4,645     -429    2,551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.1     93.2     92.1     93.2      7.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       16       20       16
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       37,692
COMMITMENTS
       0      733        0   36,604   36,077   36,604   36,810    1,088      882

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        -62)
       0        0        0     -724      -62     -724      -62      662        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.9      0.0     97.1     95.7     97.1     97.7      2.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       10       16       10       17
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      141,652
COMMITMENTS
  15,025    8,439   11,068  114,813  121,947  140,906  141,454      746      198

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     -1,094)
    -782      363     -616      386     -856   -1,011   -1,109      -82       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      6.0      7.8     81.1     86.1     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      12        7       17       47       49       65       67
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       40,535
COMMITMENTS
     128      707    2,055   38,352   37,773   40,535   40,535        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     -1,127)
     -76     -271      127   -1,178     -983   -1,127   -1,127        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.7      5.1     94.6     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        4       22       24       26       29
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      375,777
COMMITMENTS
  23,245    4,055   21,931  330,601  349,791  375,777  375,777        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     -9,459)
   5,256    1,019   -1,250  -13,465   -9,228   -9,459   -9,459        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.1      5.8     88.0     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       22       20       25       24
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,579,694
COMMITMENTS
  18,474   14,923   49,696  1511524  1514723  1579694  1579342        0      352

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,368)
   1,907     -352     -768    1,229    3,136    2,368    2,016        0      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.9      3.1     95.7     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        2        7       38       43       47       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       53,860
COMMITMENTS
     611    1,187    7,013   46,224   45,625   53,848   53,824       12       36

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,090)
    -455       -6      318    1,227      778    1,090    1,090        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.2     13.0     85.8     84.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        4       23       18       27       24
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      321,575
COMMITMENTS
   2,677    5,710   32,604  286,294  283,261  321,575  321,575        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      7,348)
  -1,234   -6,785    6,051    2,531    8,082    7,348    7,348        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.8     10.1     89.0     88.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       17       15       20       18
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      625,411
COMMITMENTS
  12,323   26,098   16,196  596,892  583,117  625,411  625,411        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,172)
    -768        0        0    1,940    1,172    1,172    1,172        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.2      2.6     95.4     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        3       29       26       33       29
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,665
COMMITMENTS
   2,753    3,082    2,983   45,375   45,412   51,111   51,477      554      188

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        198)
      60      170       88       70      -82      218      176      -20       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      6.0      5.8     87.8     87.9     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        5       27       27       33       33
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,192
COMMITMENTS
       0       70      325   58,690   58,497   59,015   58,892      177      300

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        300)
       0      -25       25      275      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.5     99.2     98.8     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        2       27       24       29       26
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        2,650
COMMITMENTS
      50        0        0    2,550    2,650    2,600    2,650       50        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     -4,550)
  -1,850      -50      -50   -2,500   -4,150   -4,400   -4,250     -150     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     96.2    100.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       12       12       13       12
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,774
COMMITMENTS
     405       50      230   74,007   74,189   74,642   74,469      132      305

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        590)
       0        0        0      590      590      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.1      0.3     99.0     99.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       29       25       30       27
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,830
COMMITMENTS
   1,170       75       80   17,525   18,675   18,775   18,830       55        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,550)
       0       75        0    1,550    1,475    1,550    1,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.4      0.4     93.1     99.2     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       19       16       21       18
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      282,128
COMMITMENTS
   1,496      840    8,568  272,064  272,720  282,128  282,128        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,360)
     480      840      -56    1,936    1,576    2,360    2,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.3      3.0     96.4     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        1       24       23       27       24
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,214
COMMITMENTS
   3,104      518      198    5,593    8,263    8,895    8,979      319      235

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:         66)
       0       44        0       22       22       22       66       44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.7      5.6      2.1     60.7     89.7     96.5     97.4      3.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       16       20       20       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,350
COMMITMENTS
   5,550      300        0    8,800   14,050   14,350   14,350        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7      2.1      0.0     61.3     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       10       13       11       14
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,925
COMMITMENTS
     850      525      350   19,725   20,050   20,925   20,925        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,075)
     -50       75       50    2,075    1,950    2,075    2,075        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      2.5      1.7     94.3     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       21       20       22       22
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,845
COMMITMENTS
       0      920      255   14,330   13,670   14,585   14,845      260        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      1.7     96.5     92.1     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       22       22       23
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,312
COMMITMENTS
     654       38      369   15,694   15,562   16,717   15,969      595    1,343

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        623)
      22      -22        0      601      623      623      601        0       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.2      2.1     90.7     89.9     96.6     92.2      3.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       28       26       30       28
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,564
COMMITMENTS
       0   11,372    1,115   47,348   36,077   48,463   48,564      101        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:         19)
       0      155        0       19     -136       19       19        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     23.4      2.3     97.5     74.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        2       34       34       36       38
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,689
COMMITMENTS
      41   11,038    1,359   55,037   44,236   56,437   56,633      252       56

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        178)
       0     -208      -10      190      359      180      141       -2       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     19.5      2.4     97.1     78.0     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        6        3       35       38       39       44
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,485
COMMITMENTS
     600        0        0   45,800   46,485   46,400   46,485       85        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        785)
       0        0        0      770      785      770      785       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     98.5    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       29       16       30       16
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,645
COMMITMENTS
       0        0        0   49,535   49,645   49,535   49,645      110        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,915)
       0        0        0    2,025    1,975    2,025    1,975     -110      -60

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       30       17       30       17
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      400,920
COMMITMENTS
  81,269        0   21,956  297,695  378,964  400,920  400,920        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      3,120)
     768        0        0    2,352    3,120    3,120    3,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      0.0      5.5     74.3     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       28       32       32       33
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,192
COMMITMENTS
   5,059      208      726   18,196   22,297   23,981   23,231      211      961

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        456)
      62       40      -40      434      390      456      390        0       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      0.9      3.0     75.2     92.2     99.1     96.0      0.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        2        3       23       30       30       34
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       14,206
COMMITMENTS
   1,184      508    1,007   11,965   12,689   14,156   14,204       50        2

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:       -103)
      51     -130        0     -156       25     -105     -105        2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      3.6      7.1     84.2     89.3     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       13       12       16       14
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      572,245
COMMITMENTS
       0    6,629   15,554  556,691  550,062  572,245  572,245        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     13,949)
       0      736        0   13,949   13,213   13,949   13,949        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      2.7     97.3     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       22       22       23
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       47,830
COMMITMENTS
   7,164        0    2,844   37,438   44,629   47,446   47,473      384      357

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:       -572)
     326        0        0     -811     -572     -485     -572      -87        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.0      5.9     78.3     93.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       19       21       23       23
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,819
COMMITMENTS
   4,771        0      402   10,923   15,137   16,096   15,539      723    1,280

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        449)
      42        0        0      407      194      449      194        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.4      0.0      2.4     64.9     90.0     95.7     92.4      4.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        2       17       20       22       22
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      234,796
COMMITMENTS
  47,532        0        0  186,482  234,796  234,014  234,796      782        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,192)
       0        0        0    1,192    1,192    1,192    1,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      0.0      0.0     79.4    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       16       19       19       19
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,805
COMMITMENTS
   1,321      501      264   10,987   11,373   12,572   12,138      233      667

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:         66)
      44        0      -22       24     -214       46     -236       20      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      3.9      2.1     85.8     88.8     98.2     94.8      1.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       17       19       19       23
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      123,205
COMMITMENTS
  11,168        0      391  111,646  122,814  123,205  123,205        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:     17,231)
     391        0        0   16,840   17,231   17,231   17,231        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      0.0      0.3     90.6     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       20       20       23       21
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,756
COMMITMENTS
     743        0    1,209   20,804   21,547   22,756   22,756        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:       -234)
     620        0     -312     -542       78     -234     -234        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      5.3     91.4     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       13       17       14
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       17,546
COMMITMENTS
     827      512    2,574   14,061   14,396   17,462   17,482       85       65

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:         47)
     -20     -141       72      -30      111       22       42       26        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      2.9     14.7     80.1     82.0     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       11       16       13
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,490
COMMITMENTS
       0      900        0   31,120   30,590   31,120   31,490      370        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0      -30      -30      -30      -30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      0.0     98.8     97.1     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       13       22       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,390
COMMITMENTS
       0      900        0   27,965   27,370   27,965   28,270      425      120

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0      -75      -15      -75      -15       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.2      0.0     98.5     96.4     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       20       11       20       12
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,475
COMMITMENTS
       0        0        0   25,395   25,420   25,395   25,420       80       55

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       20       20       20        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       11       21       11
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,500
COMMITMENTS
       0        0        0   17,500   17,500   17,500   17,500        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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:       24)
       0        0        0       18        9       18        9
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,340
COMMITMENTS
      25       50        0   16,375   17,230   16,400   17,280      940       60

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.3      0.0     94.4     99.4     94.6     99.7      5.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       10       15       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,685
COMMITMENTS
     100       25        0   15,835   16,600   15,935   16,625      750       60

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      240      300      240        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.1      0.0     94.9     99.5     95.5     99.6      4.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23        9       24       10
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,032
COMMITMENTS
     100        0        0   17,037   17,972   17,137   17,972      895       60

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        457)
       0        0        0      457      397      457      397        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     94.5     99.7     95.0     99.7      5.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       24       10       25       10
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,458
COMMITMENTS
   1,765        0      570  109,968  111,838  112,303  112,408      155       50

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:       -224)
      50      -50       50     -324     -274     -224     -274        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.5     97.8     99.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        0        3       35       35       39       38
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      141,441
COMMITMENTS
   3,540        0      420  137,481  141,021  141,441  141,441        0        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:       -835)
     -35        0        0     -800     -825     -835     -825        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.3     97.2     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        0        2       38       40       43       42
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      156,908
COMMITMENTS
  20,631    7,371    6,715  129,251  142,639  156,597  156,725      311      183

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      1,150)
     289     -720       -4      822    1,871    1,107    1,147       43        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      4.7      4.3     82.4     90.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      10        6        9       46       41       58       54
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      105,152
COMMITMENTS
   1,804    2,380    2,426  100,757  100,336  104,987  105,142      165       10

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:      2,454)
    -660        0      660    2,484    1,794    2,484    2,454      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      2.3      2.3     95.8     95.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        4       38       32       44       38
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,295
COMMITMENTS
     370      865       50   26,500   26,240   26,920   27,155      375      140

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        565)
     -15        0        0      690      565      675      565     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      3.2      0.2     97.1     96.1     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       23       11       24       13
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,255
COMMITMENTS
   1,009      315        0   23,896   24,820   24,905   25,135      350      120

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      475      475      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.2      0.0     94.6     98.3     98.6     99.5      1.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       21       12       22       13
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       20,060
COMMITMENTS
       0      970      300   19,100   17,865   19,400   19,135      660      925

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        335)
       0       25      -25      360      335      335      335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      1.5     95.2     89.1     96.7     95.4      3.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       18       23       19       25
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,614
COMMITMENTS
   3,218    3,270      685   28,151   28,614   32,054   32,569      560       45

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        729)
       0        0        0      554      684      554      684      175       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     10.0      2.1     86.3     87.7     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       21       23       25       26
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,153
COMMITMENTS
   4,925        0        0   16,158   21,836   21,083   21,836    1,070      317

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        150)
       0        0        0     -130      105     -130      105      280       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2      0.0      0.0     72.9     98.6     95.2     98.6      4.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       20       19       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,123
COMMITMENTS
     400      434      246   25,243   25,312   25,889   25,992      234      131

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        311)
     150      -45       26      113      249      289      230       22       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.7      0.9     96.6     96.9     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       26       25       29       27
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,081
COMMITMENTS
     612      815      173   23,159   22,833   23,944   23,821      137      260

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        558)
      30        0        3      525      305      558      308        0      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.4      0.7     96.2     94.8     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       23       22       24       25
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,729
COMMITMENTS
       0    1,170        0   15,561   14,559   15,561   15,729      168        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:         65)
       0       20        0       65       45       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      0.0     98.9     92.6     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       14       17       16
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,909
COMMITMENTS
       0      120        0   10,624   10,709   10,624   10,829      285       80

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120       95      120       95        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     97.4     98.2     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       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 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,900
COMMITMENTS
      50    2,610      465   26,250   23,735   26,765   26,810      135       90

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        360)
       0        5        0      360      355      360      360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      9.7      1.7     97.6     88.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       25       27       28       30
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,090
COMMITMENTS
     675        0        0    7,290    8,070    7,965    8,070      125       20

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:        225)
     300        0        0      -65      220      235      220      -10        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      0.0      0.0     90.1     99.8     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       16       18       16
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       10,965
COMMITMENTS
     375      250      380    9,870   10,335   10,625   10,965      340        0

CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST:       -160)
       0       25        0     -170     -185     -170     -160       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.3      3.5     90.0     94.3     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       19       16       20       18



Updated March 6, 2015