CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       20,765
COMMITMENTS
  10,834    6,011      666    9,155   14,088   20,656   20,765      109        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        425)
       3      256        1      415      168      419      425        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.2     28.9      3.2     44.1     67.8     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        6        2        6       10       19       17
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       26,278
COMMITMENTS
   4,447    6,904    1,188   20,643   18,186   26,278   26,278        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:         80)
     -24        0       24       79       55       80       80        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     26.3      4.5     78.6     69.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        3        8        8       17       14
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       26,310
COMMITMENTS
   2,911    1,238    1,178   22,221   23,894   26,310   26,310        0       -0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        563)
     728     -132      -21     -144      716      563      563        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1      4.7      4.5     84.5     90.8    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        5        4       12       10       20       16
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,111,638
COMMITMENTS
 368,389  278,253  825,345  2881211  2986871  4074945  4090469   36,693   21,169

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      5,027)
 -13,234  -24,194   32,067   -8,975   -1,588    9,858    6,285   -4,831   -1,258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      6.8     20.1     70.1     72.6     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      38       41       58      135      108      202      179
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,217,072
COMMITMENTS
 187,387  110,032  956,702  1072725  1149484  2216814  2216218      258      854

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -44,294)
   7,427    6,317  -41,561  -10,234   -9,115  -44,367  -44,359       74       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      5.0     43.2     48.4     51.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      23       26       43       54       51       98       99
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,465
COMMITMENTS
   5,282   13,798    5,024  215,374  214,244  225,680  233,066   15,785    8,399

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        223)
  -1,184    1,974      548    1,075   -2,361      439      161     -216       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      5.7      2.1     89.2     88.7     93.5     96.5      6.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        8        4       36       30       42       39
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,334
COMMITMENTS
  16,693    6,214    1,851   87,089   99,343  105,633  107,408    5,701    3,926

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,247)
     -36     -273      358    1,556    2,195    1,878    2,280      369      -33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      5.6      1.7     78.2     89.2     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        3        2       31       31       36       35
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,868
COMMITMENTS
   5,706    8,337    3,504  221,900  216,459  231,110  228,300    5,758    8,568

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -1,299)
   2,344     -184      245   -2,872   -3,145     -283   -3,084   -1,016    1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.5      1.5     93.7     91.4     97.6     96.4      2.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        4       22       31       26       37
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      713,542
COMMITMENTS
  57,176   10,725   11,721  635,252  680,587  704,149  703,033    9,393   10,509

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     18,608)
   2,628      238      771   15,095   17,874   18,494   18,883      114     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0      1.5      1.6     89.0     95.4     98.7     98.5      1.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        2        3       46       36       49       40
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      271,194
COMMITMENTS
   3,550   15,784    1,189  259,568  242,709  264,307  259,682    6,887   11,512

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      9,940)
      29     -212      180    8,938    8,950    9,147    8,918      793    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      5.8      0.4     95.7     89.5     97.5     95.8      2.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        2       30       27       32       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      260,215
COMMITMENTS
       0    6,221    5,439  244,793  243,688  250,232  255,348    9,983    4,867

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      4,739)
  -1,074    1,497     -604    4,487    3,170    2,809    4,063    1,930      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      2.1     94.1     93.6     96.2     98.1      3.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        4        3       38       39       41       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,654
COMMITMENTS
   4,664        0    1,967   99,931   99,680  106,562  101,647    5,092   10,007

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,122)
   1,375     -578        4     -257    2,338    1,122    1,764        0     -642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.0      1.8     89.5     89.3     95.4     91.0      4.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       21       20       23       22
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,352
COMMITMENTS
     272      757    5,668   96,336  102,334  102,276  108,759   12,076    5,593

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -1,159)
       6       71     -190   -1,835      -36   -2,019     -155      860   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.7      5.0     84.2     89.5     89.4     95.1     10.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        3        3       24       22       27       26
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,902
COMMITMENTS
     181        0    2,403   75,450   76,940   78,034   79,343    8,868    7,559

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,242)
  -1,338        0      595    1,637     -124      894      471      348      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      2.8     86.8     88.5     89.8     91.3     10.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       14       16       16       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      198,894
COMMITMENTS
       0        0        0  190,017  191,198  190,017  191,198    8,877    7,696

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      3,742)
       0        0        0    3,792    3,100    3,792    3,100      -50      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.5     96.1     95.5     96.1      4.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       22       20       22       20
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,075
COMMITMENTS
       0        0        0   64,099   77,845   64,099   77,845   18,976    5,230

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        399)
       0        0        0    1,195      399    1,195      399     -796        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.2     93.7     77.2     93.7     22.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       14       15       14
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      333,353
COMMITMENTS
       0       55      155  322,701  326,476  322,856  326,686   10,497    6,667

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      7,606)
       0        0        0    7,423    9,380    7,423    9,380      183   -1,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.8     97.9     96.9     98.0      3.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        1        1       42       36       43       37
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,809
COMMITMENTS
       0    3,772    2,817   67,120   54,829   69,937   61,418    7,872   16,391

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,304)
       0      526       62    3,236    1,014    3,298    1,602     -994      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      3.6     86.3     70.5     89.9     78.9     10.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       17       15       19       17
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,517
COMMITMENTS
   1,364      408    1,367   61,001   61,594   63,732   63,369    4,785    5,148

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,102)
       4        0       89    1,913    2,301    2,006    2,390     -904   -1,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.6      2.0     89.0     89.9     93.0     92.5      7.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       15       18       17
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,692
COMMITMENTS
  12,479        0    1,116   54,524   66,553   68,119   67,669      573    1,023

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -2,140)
    -960        0        0   -1,180   -2,140   -2,140   -2,140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      0.0      1.6     79.4     96.9     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       8        0        1       22       31       30       32
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       61,992
COMMITMENTS
       0    6,755        0   61,527   53,583   61,527   60,338      465    1,654

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     10,314)
       0        0        0   10,314    9,644   10,314    9,644        0      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.9      0.0     99.2     86.4     99.2     97.3      0.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       18       20       18       22
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      156,602
COMMITMENTS
       0   10,536    1,394  145,434  133,189  146,828  145,119    9,774   11,483

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        734)
  -1,229    1,670      135    4,495   -1,010    3,401      795   -2,667      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      0.9     92.9     85.0     93.8     92.7      6.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       23       25       25       27
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,054
COMMITMENTS
       0    4,490    2,196  107,471  104,458  109,667  111,144    8,387    6,910

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,889)
       0      396      393    1,466    1,164    1,859    1,953       30      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      1.9     91.0     88.5     92.9     94.1      7.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        2       22       23       24       26
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,326
COMMITMENTS
     786      674    1,122   63,424   64,447   65,332   66,243    7,994    7,083

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:       -534)
    -295     -660        4   -1,151   -1,003   -1,442   -1,659      908    1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.9      1.5     86.5     87.9     89.1     90.3     10.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       11       13       13       15
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,932
COMMITMENTS
   1,248   15,264      641   92,074   81,642   93,963   97,547    6,969    3,385

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        767)
       0       30        0    2,403      144    2,403      174   -1,636      593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     15.1      0.6     91.2     80.9     93.1     96.6      6.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       12       21       14
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,247
COMMITMENTS
       0        0        0   17,999   17,267   17,999   17,267      248      980

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.6     94.6     98.6     94.6      1.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       15       10       15
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,914
COMMITMENTS
     640    8,279      725   94,950   92,689   96,315  101,693    6,599    1,221

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -1,552)
      60      244       -5   -1,607   -1,731   -1,552   -1,492        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.0      0.7     92.3     90.1     93.6     98.8      6.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       16       19       18
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      203,486
COMMITMENTS
   3,450   14,041    2,764  179,040  177,372  185,254  194,177   18,232    9,309

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,054)
   1,612    2,158     -199   -5,693     -473   -4,280    1,486    5,334     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      6.9      1.4     88.0     87.2     91.0     95.4      9.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        2       29       29       31       33
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,122
COMMITMENTS
       0    1,347        0   17,719   15,021   17,719   16,368    1,403    2,754

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -2,088)
    -364      482        0     -893   -5,035   -1,257   -4,553     -831    2,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.0      0.0     92.7     78.6     92.7     85.6      7.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12        9       12       10
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,405
COMMITMENTS
     620      248        0   38,582   39,696   39,202   39,944    1,203      461

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      180      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.6      0.0     95.5     98.2     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       14       11       15       12
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      273,492
COMMITMENTS
     727   12,730    2,833  259,647  254,895  263,207  270,458   10,285    3,034

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      7,466)
     301     -434        0    8,393    8,376    8,694    7,942   -1,228     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.7      1.0     94.9     93.2     96.2     98.9      3.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        1        1       40       36       42       38
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      119,238
COMMITMENTS
       0        0        0  116,369  117,746  116,369  117,746    2,869    1,492

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      4,697)
       0        0        0    7,786    6,483    7,786    6,483   -3,089   -1,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.6     98.7     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       25       20       25       20
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      100,065
COMMITMENTS
   2,996        0        0   86,811   93,877   89,807   93,877   10,258    6,188

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,444)
       0        0        0    3,514    1,830    3,514    1,830   -1,070      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      0.0     86.8     93.8     89.7     93.8     10.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       20       19       20
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       88,144
COMMITMENTS
       0      852        0   78,940   81,756   78,940   82,608    9,204    5,536

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     -1,015)
       0      852        0   -1,623   -1,778   -1,623     -926      608      -89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     89.6     92.8     89.6     93.7     10.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       15       17       16
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      134,619
COMMITMENTS
  16,506    9,840   10,394  106,980  113,622  133,881  133,856      738      763

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,631)
     687      788       65    1,955    1,853    2,707    2,707      -76      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      7.3      7.7     79.5     84.4     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      11        8       14       47       49       64       65
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,844
COMMITMENTS
     206      143    2,283   39,355   39,419   41,844   41,844        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        650)
       9     -141      -10      651      801      650      650       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.3      5.5     94.1     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        4       23       23       27       28
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      398,218
COMMITMENTS
  27,549    9,975   18,739  351,930  369,504  398,218  398,218        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     21,200)
  -1,256    2,456     -304   22,760   19,352   21,200   21,504        0     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      2.5      4.7     88.4     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       23       23       26       27
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,514,493
COMMITMENTS
  22,844   24,839   40,861  1450788  1448793  1514493  1514493        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:    -12,323)
  -1,912   10,700     -106  -10,305  -20,541  -12,323   -9,947        0   -2,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.6      2.7     95.8     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        5        7       38       40       46       49
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       55,799
COMMITMENTS
     357    1,095    7,410   48,026   47,288   55,793   55,793        6        6

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,438)
      -4      114     -225    2,668    2,549    2,438    2,438        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.0     13.3     86.1     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        4       24       19       29       25
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      317,589
COMMITMENTS
   9,189    4,798   30,457  277,942  282,333  317,588  317,588        1        1

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      8,336)
   2,896      304   -1,864    7,992    9,896    9,024    8,336     -688        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      1.5      9.6     87.5     88.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       15       14       18       17
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      591,521
COMMITMENTS
  10,475   22,458   14,876  566,170  554,187  591,521  591,521        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     10,504)
       0   -4,696        0   10,504   15,200   10,504   10,504        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.8      2.5     95.7     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        2       25       24       27       27
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       47,951
COMMITMENTS
   2,928    3,259    2,665   41,800   41,833   47,393   47,757      558      194

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        644)
    -110       61       88      666      517      644      666        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      6.8      5.6     87.2     87.2     98.8     99.6      1.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        2       27       27       30       32
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,650
COMMITMENTS
       0      295      100   53,746   53,955   53,846   54,350      804      300

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        545)
       0        0        0      533      545      533      545       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.2     98.3     98.7     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       27       21       28       23
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       68,280
COMMITMENTS
      90      100      230   67,708   67,646   68,028   67,976      252      304

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        560)
       0        0        0      548      560      548      560       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.1      0.3     99.2     99.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       30       23       31       25
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,225
COMMITMENTS
   1,190       75       10   16,975   18,140   18,175   18,225       50        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.4      0.1     93.1     99.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       20       16       21       18
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      266,200
COMMITMENTS
   2,760    3,096    7,080  256,360  256,024  266,200  266,200        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:       -368)
       0        0        0     -368     -368     -368     -368        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.2      2.7     96.3     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       24       22       26       23
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,382
COMMITMENTS
   2,584      278      198    5,321    7,691    8,103    8,167      279      215

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        148)
       0        0        0      148      148      148      148        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.8      3.3      2.4     63.5     91.8     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       16       20       19       22
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,020
COMMITMENTS
     960      525      240   18,820   19,255   20,020   20,020        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      2.6      1.2     94.0     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       22       21       23       23
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,565
COMMITMENTS
       0      840      230   14,105   13,495   14,335   14,565      230        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      215      215      215      215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.8      1.6     96.8     92.7     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23       20       24       21
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,488
COMMITMENTS
     636       18      329   14,842   14,750   15,807   15,097      681    1,391

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        121)
       0      -20        0       99      141       99      121       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.1      2.0     90.0     89.5     95.9     91.6      4.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       27       24       29       26
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,498
COMMITMENTS
       0   11,128    1,090   49,949   39,080   51,039   51,298      459      200

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,136)
       0      790      -25    2,161    1,376    2,136    2,141        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.6      2.1     97.0     75.9     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       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 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,181
COMMITMENTS
       0   10,887    1,353   56,571   45,936   57,924   58,176      257        5

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,055)
       0      896      -56    2,106    1,215    2,050    2,055        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.7      2.3     97.2     79.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        5        3       34       39       37       44
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,430
COMMITMENTS
     500        0        0   45,590   46,340   46,090   46,340      340       90

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,110)
       0        0        0    2,030    2,125    2,030    2,125       80      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     98.2     99.8     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       28       13       29       13
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,720
COMMITMENTS
       0        0        0   46,620   46,720   46,620   46,720      100        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,385)
       0        0        0    1,385    1,385    1,385    1,385        0        0

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:       31)
       0        0        0       30       15       30       15
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      395,402
COMMITMENTS
  72,893        0   22,340  300,169  373,062  395,402  395,402        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     15,178)
    -864        0        0   16,042   15,178   15,178   15,178        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      0.0      5.6     75.9     94.4    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 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,229
COMMITMENTS
   4,890      291      752   18,359   22,427   24,001   23,470      228      759

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        946)
      86        0        0      827    1,152      913    1,152       33     -206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      1.2      3.1     75.8     92.6     99.1     96.9      0.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        3       25       30       31       34
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       12,805
COMMITMENTS
   1,034    1,025      772   10,997   11,006   12,803   12,803        2        2

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:       -231)
     -77      -77       77     -231     -231     -231     -231        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      8.0      6.0     85.9     86.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        1       16       12       20       14
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      529,261
COMMITMENTS
       0    7,333   14,498  514,763  507,430  529,261  529,261        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:     17,506)
       0        0        0   17,506   17,506   17,506   17,506        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      2.7     97.3     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       20       20       21       21
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       44,795
COMMITMENTS
   6,864        0    2,666   34,834   41,832   44,364   44,498      431      297

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:         44)
    -264        0        0      308       44       44       44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      0.0      6.0     77.8     93.4     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       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 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,650
COMMITMENTS
   4,010        0      657   11,469   14,732   16,136   15,389      514    1,261

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        470)
    -573        0      167      705      281      299      448      171       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      0.0      3.9     68.9     88.5     96.9     92.4      3.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        3       18       21       23       24
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      220,764
COMMITMENTS
  47,964        0        0  172,018  220,764  219,982  220,764      782        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        736)
     736        0        0        0      736      736      736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      0.0      0.0     77.9    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        0       15       18       18       18
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,507
COMMITMENTS
   1,205      126      264   10,781   11,260   12,250   11,650      257      857

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        309)
      41     -255        0      268      520      309      265        0       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      1.0      2.1     86.2     90.0     97.9     93.1      2.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       18       17       20       20
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      115,005
COMMITMENTS
  10,448        0      391  104,166  114,614  115,005  115,005        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,729)
    -368        0        0    3,097    2,729    2,729    2,729        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:       30)
       2        0        1       20       18       22       19
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,050
COMMITMENTS
     558        0    1,313   21,179   21,737   23,050   23,050        0        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        217)
    -108        0       27      298      190      217      217        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      5.7     91.9     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       18       13       19       14
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       18,916
COMMITMENTS
     833      811    2,395   14,485   14,507   17,713   17,713    1,204    1,204

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,236)
      17      375     -181    1,257      900    1,094    1,094    1,143    1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.3     12.7     76.6     76.7     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       14       11       17       13
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,295
COMMITMENTS
       0      900        0   29,950   29,275   29,950   30,175      345      120

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      630      630      630      630        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      0.0     98.9     96.6     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       21       14       21       15
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,035
COMMITMENTS
       0      900        0   26,690   25,775   26,690   26,675      345      360

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        130)
       0        0        0      190     -110      190     -110      -60      240

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       12       19       13
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,041
COMMITMENTS
       0        0        0   25,831   25,991   25,831   25,991      210       50

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,146)
       0        0        0    2,146    2,146    2,146    2,146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.2     99.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       10       22       10
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,679
COMMITMENTS
       0        0        0   18,469   18,679   18,469   18,679      210        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,214)
       0        0        0    2,214    2,214    2,214    2,214        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       10       20       10
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,050
COMMITMENTS
       0       50        0   14,130   14,940   14,130   14,990      920       60

CHANGES FROM 03/10/15 (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      0.3      0.0     93.9     99.3     93.9     99.6      6.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       10       12       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,875
COMMITMENTS
       0        0        0   13,140   13,815   13,140   13,815      735       60

CHANGES FROM 03/10/15 (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     94.7     99.6     94.7     99.6      5.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       19        6       19        6
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,747
COMMITMENTS
       0        0        0   14,140   14,747   14,140   14,747      607        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       70       70       70       70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.9    100.0     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22        8       22        8
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      109,998
COMMITMENTS
   1,815       55      340  107,698  109,603  109,853  109,998      145        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,770)
       0        0        0    1,770    1,770    1,770    1,770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.1      0.3     97.9     99.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        1       37       34       40       35
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      136,771
COMMITMENTS
   2,820        0      470  133,466  136,301  136,756  136,771       15        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,881)
       0        0        0    1,881    1,881    1,881    1,881        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.3     97.6     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        0        2       38       39       42       41
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      151,594
COMMITMENTS
  19,315    6,957    5,723  126,236  138,806  151,274  151,486      320      108

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      2,335)
    -634     -104     -172    3,136    2,606    2,330    2,330        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      4.6      3.8     83.3     91.6     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       9        7        9       46       40       58       53
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      101,599
COMMITMENTS
   1,178    2,100    3,077   97,184   96,407  101,439  101,584      160       15

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,135)
    -255        0      420      970      715    1,135    1,135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      2.1      3.0     95.7     94.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        5       39       34       46       39
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,685
COMMITMENTS
     295      815        0   24,030   23,740   24,325   24,555      360      130

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5       -5       -5       -5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.3      0.0     97.3     96.2     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       24       12       25       13
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,715
COMMITMENTS
     684      315        0   21,696   22,280   22,380   22,595      335      120

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        -80)
       0        0        0      -80      -80      -80      -80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.4      0.0     95.5     98.1     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       23       11       24       12
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       20,655
COMMITMENTS
       0      950      300   20,050   18,285   20,350   19,535      305    1,120

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0    1,390    1,050    1,390    1,050     -340        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      1.5     97.1     88.5     98.5     94.6      1.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       21       18       22       20
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,524
COMMITMENTS
   2,553    2,770      703   27,808   28,051   31,064   31,524      460        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        368)
    -600     -500       53      930      815      383      368      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      8.8      2.2     88.2     89.0     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       22       23       26       26
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,810
COMMITMENTS
   3,915        0        0   15,977   20,538   19,892   20,538      918      272

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:       -300)
    -900        0        0      600     -300     -300     -300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      0.0      0.0     76.8     98.7     95.6     98.7      4.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       19       20       21       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,048
COMMITMENTS
     326      310      230   23,832   24,473   24,388   25,013      660       35

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        405)
      20        0        0      385      405      405      405        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.2      0.9     95.1     97.7     97.4     99.9      2.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       26       21       29       23
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,192
COMMITMENTS
     567      700      143   22,366   22,339   23,076   23,182      116       10

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        665)
       0        0        0      665      665      665      665        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      3.0      0.6     96.4     96.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       24       23       25       25
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,149
COMMITMENTS
       0    1,070        0   14,765   14,079   14,765   15,149      384        0

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.1      0.0     97.5     92.9     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       17       14       17       16
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,085
COMMITMENTS
      25    2,510      290   25,630   23,075   25,945   25,875      140      210

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        850)
       0        0        0      835      850      835      850       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      9.6      1.1     98.3     88.5     99.5     99.2      0.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       23       21       25       23
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,325
COMMITMENTS
     975        0        0    7,230    8,305    8,205    8,305      120       20

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:        435)
       0        0        0      435      435      435      435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.0      0.0     86.8     99.8     98.6     99.8      1.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       17       16       17
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       10,340
COMMITMENTS
     430      125      300    8,935    9,800    9,665   10,225      675      115

CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      -15       45      -15       45       65        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.2      2.9     86.4     94.8     93.5     98.9      6.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       16       15       17       17



Updated March 20, 2015