CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       23,919
COMMITMENTS
  10,211    6,881      291   13,367   16,747   23,869   23,919       50        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        778)
      49      431       -9      743      356      783      778       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7     28.8      1.2     55.9     70.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        5        5        8        9       23       16                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,465
COMMITMENTS
   5,305    5,889    1,038   18,122   17,538   24,465   24,465        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        -14)
       3        0       -2      -15      -12      -14      -14        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.7     24.1      4.2     74.1     71.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        2        7        8       15       14                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       29,778
COMMITMENTS
   5,518    3,151    1,023   23,236   25,604   29,778   29,778        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        726)
    -452     -117       42    1,136      800      726      726        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5     10.6      3.4     78.0     86.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        3        5       12        9       23       15                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,915,317
COMMITMENTS
 296,852  330,768  758,848  2818008  2807164  3873708  3896780   41,609   18,537

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -22,567)
 -26,086     -236  -29,553   28,267    5,627  -27,372  -24,162    4,805    1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      8.4     19.4     72.0     71.7     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      31       46       55      131      114      191      187                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,121,628
COMMITMENTS
 183,553   93,400  1016772  920,672  1010859  2120997  2121030      631      598

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     76,514)
    -247   -5,708   59,629   17,045   22,582   76,426   76,503       88       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      4.4     47.9     43.4     47.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      24       19       41       47       54       90       95                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,550
COMMITMENTS
  12,497    5,688    3,318  212,139  228,165  227,954  237,171   13,596    4,379

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -25,469)
    -363   -2,463     -586  -22,948  -21,278  -23,897  -24,327   -1,572   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      2.4      1.4     87.8     94.5     94.4     98.2      5.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        3        5       37       34       47       39                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      108,247
COMMITMENTS
   5,965    1,990      819   97,532  101,026  104,316  103,835    3,931    4,412

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -15,131)
  -3,944   -1,279     -636  -10,219  -13,097  -14,799  -15,012     -332     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      1.8      0.8     90.1     93.3     96.4     95.9      3.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        2       30       31       33       34                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,005
COMMITMENTS
   1,712   14,261    3,048  200,975  188,619  205,735  205,928    8,270    8,077

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -17,442)
  -1,062    1,150       90  -16,287  -17,943  -17,259  -16,703     -183     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      6.7      1.4     93.9     88.1     96.1     96.2      3.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        8        3       27       30       30       39                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      664,039
COMMITMENTS
  57,366    1,459    9,412  590,229  647,468  657,007  658,339    7,032    5,700

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -58,016)
    -477      899   -2,235  -54,681  -56,524  -57,393  -57,860     -623     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      0.2      1.4     88.9     97.5     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        3        4       45       38       49       43                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      301,385
COMMITMENTS
       0   16,235    2,215  292,365  275,514  294,580  293,964    6,805    7,421

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -20,643)
    -682   -2,200     -670  -19,537  -17,335  -20,889  -20,205      246     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.4      0.7     97.0     91.4     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        6        2       36       37       38       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      235,890
COMMITMENTS
       0    3,779    6,375  221,245  219,274  227,620  229,428    8,270    6,462

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -26,396)
       0       32     -695  -25,404  -25,307  -26,099  -25,970     -297     -426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      2.7     93.8     93.0     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        4        3       34       41       37       45                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       97,197
COMMITMENTS
   3,127        0    2,921   85,279   89,294   91,327   92,215    5,870    4,982

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -11,513)
     800        0     -691  -11,405  -10,766  -11,296  -11,457     -217      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      3.0     87.7     91.9     94.0     94.9      6.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        2       21       22       23       24                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,138
COMMITMENTS
   1,148    6,975    2,621   90,475   88,047   94,244   97,643    6,894    3,495

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -13,349)
      -4   -1,888     -879  -13,404  -10,036  -14,287  -12,803      938     -546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      6.9      2.6     89.5     87.1     93.2     96.5      6.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        5       32       27       38       33                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,681
COMMITMENTS
       0    2,077        0   17,340   15,542   17,340   17,619      341       62

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -5,406)
       0     -146        0   -4,956   -5,232   -4,956   -5,378     -450      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.7      0.0     98.1     87.9     98.1     99.6      1.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        4        0       13        8       13       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,348
COMMITMENTS
   1,160    1,098    1,622   65,186   63,892   67,968   66,612    9,380   10,736

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,313)
      51   -1,152      -51   -6,887   -5,214   -6,887   -6,417     -426     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.4      2.1     84.3     82.6     87.9     86.1     12.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       15       17       17       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      183,945
COMMITMENTS
       0        0        0  178,202  179,664  178,202  179,664    5,743    4,281

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -11,634)
       0        0        0  -10,337  -11,165  -10,337  -11,165   -1,297     -469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.9     97.7     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       29       24       29       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,031
COMMITMENTS
       0        0        0   76,246   78,029   76,246   78,029    8,785    7,002

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,266)
       0        0        0   -5,204   -5,956   -5,204   -5,956   -1,062     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.7     91.8     89.7     91.8     10.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       17       11       17       11                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      330,416
COMMITMENTS
   2,440    1,057      674  315,606  321,625  318,720  323,356   11,696    7,060

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -14,625)
  -2,028      -86      365  -12,908  -15,285  -14,571  -15,006      -54      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.3      0.2     95.5     97.3     96.5     97.9      3.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        1        1       47       40       50       42                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,767
COMMITMENTS
     629    2,937    3,019   65,379   60,615   69,027   66,571    4,740    7,196

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -8,763)
    -318   -1,470      -53   -7,786   -6,732   -8,157   -8,255     -606     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      4.0      4.1     88.6     82.2     93.6     90.2      6.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       24       21       26       23                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,349
COMMITMENTS
     281    2,068    1,625   62,721   59,948   64,627   63,641    3,722    4,708

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,189)
    -160      261       -6   -7,299   -9,595   -7,465   -9,340      276    2,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.0      2.4     91.8     87.7     94.6     93.1      5.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       15       20       17                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,456
COMMITMENTS
   9,938    2,449    1,736   69,511   76,659   81,185   80,844    1,271    1,612

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -22,008)
   1,848      198   -2,778  -20,515  -17,697  -21,445  -20,277     -563   -1,731

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      3.0      2.1     84.3     93.0     98.5     98.0      1.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        5        1       26       21       32       27                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,495
COMMITMENTS
       0    3,872        0   45,061   40,637   45,061   44,509      434      986

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -17,960)
       0   -1,020        0  -17,784  -15,830  -17,784  -16,850     -176   -1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.5      0.0     99.0     89.3     99.0     97.8      1.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       12       26       12       27                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      164,827
COMMITMENTS
     506    9,974    1,465  157,816  146,162  159,787  157,601    5,040    7,226

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -9,175)
     164   -1,023       45   -4,901   -7,618   -4,692   -8,596   -4,483     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.1      0.9     95.7     88.7     96.9     95.6      3.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       32       33       33       35                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       26,841
COMMITMENTS
   1,209        0        0   24,647   25,880   25,856   25,880      985      961

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,750)
       0        0        0   -6,333   -6,180   -6,333   -6,180     -417     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.0     91.8     96.4     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       10       13       11       13                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,332
COMMITMENTS
   1,730      115    1,060   45,313   54,830   48,103   56,005   14,229    6,327

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.2      1.7     72.7     88.0     77.2     89.8     22.8     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       12       17       14       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,944
COMMITMENTS
       0    1,784    3,378   90,557   90,153   93,935   95,315    7,009    5,629

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -9,859)
       0     -671     -546   -8,807   -7,655   -9,353   -8,872     -506     -987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      3.3     89.7     89.3     93.1     94.4      6.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        2       22       25       24       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,886
COMMITMENTS
       0      423    1,949   84,654   92,148   86,603   94,520   12,283    4,366

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     13,662)
  -1,112      423      951   12,615   13,570   12,454   14,944    1,208   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      2.0     85.6     93.2     87.6     95.6     12.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       13       16       14                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,837
COMMITMENTS
     667   15,287      459   77,195   67,727   78,321   83,473    7,516    2,364

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -10,607)
    -217   -1,433      -81  -12,593   -9,937  -12,891  -11,451    2,284      844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     17.8      0.5     89.9     78.9     91.2     97.2      8.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       22       19       23       21                  
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,442
COMMITMENTS
     930        0        0   19,326   18,565   20,256   18,565      186    1,877

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,140)
     120        0     -120   -4,110   -4,368   -4,110   -4,488      -30      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.0     94.5     90.8     99.1     90.8      0.9      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0        9       17       11       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,466
COMMITMENTS
      65    9,598    1,274  104,015   96,893  105,354  107,765    6,112    3,701

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,313)
    -628   -1,537     -121   -5,539   -5,405   -6,288   -7,063   -1,025     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      8.6      1.1     93.3     86.9     94.5     96.7      5.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       20       17       22       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      180,639
COMMITMENTS
   4,159   14,695    2,274  160,944  160,303  167,377  177,272   13,262    3,367

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -10,906)
     943   -3,191     -995   -9,890   -6,394   -9,942  -10,580     -964     -326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      8.1      1.3     89.1     88.7     92.7     98.1      7.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       29       31       33       37                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,204
COMMITMENTS
     837    3,684        0   20,747   18,334   21,584   22,018      620      186

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -7,079)
  -1,848      372     -552   -4,562   -6,299   -6,962   -6,479     -117     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     16.6      0.0     93.4     82.6     97.2     99.2      2.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       16       11       18       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,762
COMMITMENTS
       0    2,201        0   40,902   41,189   40,902   43,390    2,860      372

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -10,410)
       0     -390        0  -10,490   -9,782  -10,490  -10,172       80     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      0.0     93.5     94.1     93.5     99.1      6.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       14       11       14       13                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      232,495
COMMITMENTS
   1,582    9,183    2,670  223,431  217,189  227,683  229,042    4,812    3,453

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -21,944)
    -702    1,474     -378  -19,492  -22,934  -20,572  -21,838   -1,372     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.9      1.1     96.1     93.4     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        3        2       42       37       45       41                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      105,866
COMMITMENTS
       0        0        0  102,049  104,002  102,049  104,002    3,817    1,864

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -11,115)
       0        0        0  -12,148  -11,507  -12,148  -11,507    1,033      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.4     98.2     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       26       28       26       28                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       72,524
COMMITMENTS
     736        0        0   66,480   61,361   67,216   61,361    5,308   11,163

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -8,656)
    -248        0        0   -8,023   -9,358   -8,271   -9,358     -385      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     91.7     84.6     92.7     84.6      7.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       22       19       23       19                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,011
COMMITMENTS
       0      792        0   74,586   78,957   74,586   79,749    7,425    2,262

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -12,286)
       0     -125        0  -10,290  -12,398  -10,290  -12,523   -1,996      237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0     90.9     96.3     90.9     97.2      9.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       24       20       24       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       67,188
COMMITMENTS
       0        0        0   62,936   58,522   62,936   58,522    4,252    8,666

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.7     87.1     93.7     87.1      6.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16        8       16        8                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      155,840
COMMITMENTS
  16,244    8,575   17,106  121,703  129,508  155,053  155,189      787      651

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,024)
    -766     -697      -56   -5,818   -5,315   -6,641   -6,068      617       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      5.5     11.0     78.1     83.1     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12       14       19       48       50       68       75                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       58,335
COMMITMENTS
     436    2,235    1,923   55,924   54,177   58,283   58,335       52        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,245)
     -26      -65     -360   -1,885   -1,222   -2,271   -1,647       26     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      3.8      3.3     95.9     92.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        8        2       29       24       32       32                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      414,020
COMMITMENTS
  30,358    4,432    6,360  377,302  403,228  414,020  414,020        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -36,534)
     584   -1,208   -2,680  -34,438  -23,222  -36,534  -27,110        0   -9,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      1.1      1.5     91.1     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        3       19       17       22       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,770,202
COMMITMENTS
  50,306   15,591   41,837  1678059  1712774  1770202  1770202        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -72,002)
  -1,104   -2,296   -1,472  -69,426  -68,234  -72,002  -72,002        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.9      2.4     94.8     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        5        6       36       39       44       48                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,731
COMMITMENTS
   1,805    1,658    4,341   62,586   62,733   68,731   68,731        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,738)
    -118     -104      204   -2,823   -2,837   -2,738   -2,738        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      2.4      6.3     91.1     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        5       27       20       33       27                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      420,262
COMMITMENTS
   4,809    3,081   21,281  394,172  395,900  420,262  420,262        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      5,621)
     304    1,255   -3,040    8,357    7,406    5,621    5,621        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.7      5.1     93.8     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       19       17       21       19                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      548,083
COMMITMENTS
  15,975    8,001    9,017  523,091  531,065  548,083  548,083        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -17,126)
    -736     -736     -368  -16,022  -16,022  -17,126  -17,126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.5      1.6     95.4     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       27       28       29       31                  
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,386
COMMITMENTS
   2,661    2,389    2,450   45,334   45,647   50,445   50,486      941      900

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -382)
    -345        0     -284      -94     -267     -723     -551      341      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      4.6      4.8     88.2     88.8     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       26       28       30       32                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,356
COMMITMENTS
       0      270        0   60,979   60,991   60,979   61,261      377       95

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,893)
    -150      -25        0   -4,725   -4,860   -4,875   -4,885      -18       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     99.4     99.4     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       30       28       30       29                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       79,202
COMMITMENTS
      80      700       80   78,687   78,347   78,847   79,127      355       75

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -5,059)
     -90     -100        0   -4,954   -4,952   -5,044   -5,052      -15       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.9      0.1     99.3     98.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        1       35       30       36       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,720
COMMITMENTS
   1,200        0        0   19,305   20,650   20,505   20,650      215       70

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.0      0.0     93.2     99.7     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       15       23       15                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      290,784
COMMITMENTS
       0   14,640    5,896  284,888  270,248  290,784  290,784        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      1,992)
       0        0        0    1,992    1,992    1,992    1,992        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      2.0     98.0     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       24       21       25       24                  
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,254
COMMITMENTS
   1,959      552      110    6,033    7,440    8,102    8,102      152      152

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        391)
       0       21        0      391      389      391      410        0      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7      6.7      1.3     73.1     90.1     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        1       19       21       25       23                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,025
COMMITMENTS
   1,160      450       40   20,790   21,535   21,990   22,025       35        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        525)
       0        0        0      525      525      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      2.0      0.2     94.4     97.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       23       23       24       25                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,690
COMMITMENTS
       0      695      180   14,330   13,815   14,510   14,690      180        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      1,000)
       0        0        0    1,000    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      1.2     97.5     94.0     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       25       22       26       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,634
COMMITMENTS
     637        0      264   18,493   18,150   19,394   18,414      240    1,220

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        704)
       0        0        0      662      767      662      767       42      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      1.3     94.2     92.4     98.8     93.8      1.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       29       28       31       30                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,158
COMMITMENTS
       0    8,747    1,231   50,415   42,055   51,646   52,033      512      125

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,259)
       0     -513     -126   -3,118   -2,595   -3,244   -3,234      -15      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.8      2.4     96.7     80.6     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        3       31       30       34       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,477
COMMITMENTS
      87    8,850    2,926   54,454   45,640   57,467   57,416       10       61

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,942)
      28     -994       35   -2,960   -1,929   -2,897   -2,888      -45      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     15.4      5.1     94.7     79.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        8        6       35       34       41       43                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,470
COMMITMENTS
   1,260        0        0   46,150   47,410   47,410   47,410       60       60

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,810)
    -175        0        0   -3,625   -3,795   -3,800   -3,795      -10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     97.2     99.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        0       30       14       32       14                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,925
COMMITMENTS
   1,080        0        0   51,725   52,925   52,805   52,925      120        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,125)
    -170        0        0   -2,945   -3,125   -3,115   -3,125      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     97.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       28       19       29       19                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      352,971
COMMITMENTS
  51,077        0   23,078  278,816  329,893  352,971  352,971        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -18,314)
 -10,627     -368    5,256  -12,943  -23,202  -18,314  -18,314        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      0.0      6.5     79.0     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        0        3       28       32       32       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,822
COMMITMENTS
   3,771      797      943   18,890   21,870   23,604   23,610      218      212

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -592)
      74      -90      -41     -468     -395     -435     -526     -157      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      3.3      4.0     79.3     91.8     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        6       25       32       31       41                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       28,615
COMMITMENTS
     877      100      306   27,432   28,209   28,615   28,615        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        947)
     104      -26     -260    1,103    1,233      947      947        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.3      1.1     95.9     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       12       21       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      510,294
COMMITMENTS
       0   15,644    8,662  501,632  485,988  510,294  510,294        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:    -24,044)
       0     -368   -1,104  -22,940  -22,572  -24,044  -24,044        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      1.7     98.3     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       16       20       18                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       42,670
COMMITMENTS
   5,283      394    2,344   34,720   39,249   42,347   41,987      323      683

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,594)
    -462      -44     -242   -1,738   -2,074   -2,442   -2,360     -152     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.4      0.9      5.5     81.4     92.0     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        2       18       19       22       23                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,039
COMMITMENTS
   3,225      192      150   13,025   15,541   16,400   15,883      639    1,156

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -614)
    -242      192        0     -454     -416     -696     -224       82     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      1.1      0.9     76.4     91.2     96.2     93.2      3.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        3       17       21       22       25                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      195,227
COMMITMENTS
  21,827        0    3,564  169,836  191,663  195,227  195,227        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -4,590)
  -2,944        0        0   -1,646   -4,590   -4,590   -4,590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      0.0      1.8     87.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       18       20       20       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,441
COMMITMENTS
   1,076        0      134    9,946   10,566   11,156   10,700      285      741

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -313)
     -25        0        0     -182     -568     -207     -568     -106      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      0.0      1.2     86.9     92.4     97.5     93.5      2.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       20       22       23       23                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      135,153
COMMITMENTS
   5,473        0        0  129,680  135,153  135,153  135,153        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:      6,432)
    -736        0        0    7,168    6,432    6,432    6,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      0.0      0.0     96.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       21       21       21                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,127
COMMITMENTS
     482        0      874   21,771   22,253   23,127   23,127        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,247)
     -52        0     -130   -1,065   -1,117   -1,247   -1,247        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.0      3.8     94.1     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       16       16       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      120,339
COMMITMENTS
   4,245      276   16,064   99,654  103,520  119,962  119,859      376      480

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,229)
     799   -1,271     -522   -3,451   -1,406   -3,174   -3,198      -55      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.2     13.3     82.8     86.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       18       16       22       19                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,540
COMMITMENTS
       0      825        0   26,160   25,715   26,160   26,540      380        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,005)
       0      -75        0   -1,100     -930   -1,100   -1,005       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.1      0.0     98.6     96.9     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       21       16       21       17                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,645
COMMITMENTS
       0      825        0   22,005   21,720   22,005   22,545      640      100

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -965)
       0      -75        0   -1,060     -910   -1,060     -985       95       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     97.2     95.9     97.2     99.6      2.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       10       17       11                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,166
COMMITMENTS
     100        0        0   25,066   25,166   25,166   25,166        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,950)
       0     -150        0   -1,950   -1,800   -1,950   -1,950        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       23       19       24       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,754
COMMITMENTS
     450        0        0   22,060   22,739   22,510   22,739      244       15

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,170)
      50        0        0   -2,464   -2,185   -2,414   -2,185      244       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.0      0.0     96.9     99.9     98.9     99.9      1.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       15       20       15                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,910
COMMITMENTS
       0      100        0   18,305   18,570   18,305   18,670      605      240

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -2,630)
       0      -50        0   -2,575   -2,560   -2,575   -2,610      -55      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     96.8     98.2     96.8     98.7      3.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,700
COMMITMENTS
      75        0        0   10,015   10,590   10,090   10,590      610      110

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -890)
       0        0        0     -845     -880     -845     -880      -45      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.0     93.6     99.0     94.3     99.0      5.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       17        8       18        8                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,382
COMMITMENTS
      50        0        0   12,122   12,382   12,172   12,382      210        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -955)
       0        0        0     -930     -955     -930     -955      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      0.0     97.9    100.0     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       22        9       23        9                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,789
COMMITMENTS
   1,685    1,200      315  113,769  114,074  115,769  115,589       20      200

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -8,211)
    -805       15       95   -7,496   -8,211   -8,206   -8,101       -5     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.0      0.3     98.3     98.5    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        1       35       34       38       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      132,925
COMMITMENTS
   2,010    2,208       70  130,845  130,557  132,925  132,835        0       90

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -9,671)
    -405     -145        0   -9,266   -9,526   -9,671   -9,671        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.7      0.1     98.4     98.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        1       40       37       45       41                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      141,567
COMMITMENTS
  18,715    5,426    3,837  118,806  132,108  141,358  141,371      209      196

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -6,840)
    -893      255     -284   -5,626   -6,777   -6,803   -6,806      -37      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      3.8      2.7     83.9     93.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       8        9        9       43       40       56       54                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       97,637
COMMITMENTS
     835    3,160    3,035   93,138   91,442   97,008   97,637      629        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -3,668)
     -45     -185     -105   -3,560   -3,363   -3,710   -3,653       42      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      3.2      3.1     95.4     93.7     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        5       35       34       41       40                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,555
COMMITMENTS
       0      385        0   24,525   24,170   24,525   24,555       30        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,370)
       0      -80        0   -1,325   -1,280   -1,325   -1,360      -45      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.0     99.9     98.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       26       12       26       13                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,995
COMMITMENTS
       0      185       50   21,865   21,650   21,915   21,885       80      110

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,150)
       0      -30        0   -1,130   -1,110   -1,130   -1,140      -20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.8      0.2     99.4     98.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       23        9       24       10                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       26,779
COMMITMENTS
     100      945      205   26,350   25,399   26,655   26,549      124      230

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -945)
       0        5      -30     -910     -910     -940     -935       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.5      0.8     98.4     94.8     99.5     99.1      0.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       27       25       29       27                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       10,450
COMMITMENTS
     680        0      220    9,550   10,230   10,450   10,450        0        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      0.0      2.1     91.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       16       16       17       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,223
COMMITMENTS
   2,873    1,470      305   26,514   28,408   29,692   30,183      531       40

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:     -1,634)
    -160        0        0   -1,453   -1,614   -1,613   -1,614      -21      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.5      4.9      1.0     87.7     94.0     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       22       23       25       26                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,661
COMMITMENTS
   2,274        0       60   20,074   22,383   22,408   22,443      253      218

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -748)
    -285        0        0     -478     -966     -763     -966       15      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      0.0      0.3     88.6     98.8     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       19       21       21       22                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,982
COMMITMENTS
     310       40      200   25,292   25,687   25,802   25,927      180       55

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:         53)
     250     -135     -250       28      433       28       48       25        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.2      0.8     97.3     98.9     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       26       25       29       26                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,845
COMMITMENTS
     600      540        0   21,185   21,305   21,785   21,845       60        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -413)
       0      -90        0     -403     -323     -403     -413      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      2.5      0.0     97.0     97.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       25       25       26       26                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,657
COMMITMENTS
       0      860        0   14,594   13,797   14,594   14,657       63        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -935)
       0      -50        0     -925     -885     -925     -935      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.9      0.0     99.6     94.1     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       15       16       16                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,166
COMMITMENTS
       0        0        0    9,356   10,036    9,356   10,036      810      130

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        -65)
       0        0        0      240      125      240      125     -305     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     92.0     98.7     92.0     98.7      8.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,065
COMMITMENTS
      25    2,415      260   32,656   30,220   32,941   32,895      124      170

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:        -85)
       0      -35      -15      -65      -35      -80      -85       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.3      0.8     98.8     91.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        1       27       19       29       21                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       10,767
COMMITMENTS
   2,027        0        0    8,620   10,707   10,647   10,707      120       60

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -290)
     -15        0        0     -275     -290     -290     -290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8      0.0      0.0     80.1     99.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       17       19       19       19                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       12,597
COMMITMENTS
   2,038      100      150   10,234   12,347   12,422   12,597      175        0

CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST:       -450)
     -55        0      -25     -345     -425     -425     -450      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      0.8      1.2     81.2     98.0     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       22       18       24       20                  



Updated July 10, 2015