CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,208
COMMITMENTS
   9,011    4,085      769   12,383   17,354   22,163   22,208       45        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -4,087)
    -549      277     -846   -2,672   -3,519   -4,067   -4,087      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.6     18.4      3.5     55.8     78.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        5        4        8        9       21       16                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       28,804
COMMITMENTS
   5,131    6,464    1,121   22,552   21,219   28,804   28,804        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:       -581)
     291        0     -266     -606     -315     -581     -581        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8     22.4      3.9     78.3     73.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        3        9        7       16       14                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       41,061
COMMITMENTS
   2,300    5,001    4,979   33,782   31,082   41,061   41,061        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        388)
     200      199        0      188      189      388      388        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6     12.2     12.1     82.3     75.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        3        9        8       16       14                  
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       53,022
COMMITMENTS
   6,097    5,044    4,647   37,238   38,332   47,982   48,022    5,040    5,000

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      9,873)
    -976       67     -186    5,994    4,992    4,833    4,873    5,040    5,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      9.5      8.8     70.2     72.3     90.5     90.6      9.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        6        8       13       11       24       21                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    3,826,622
COMMITMENTS
 305,631  380,077  616,687  2870678  2820160  3792996  3816924   33,626    9,698

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:   -192,830)
  13,509  -30,754  -62,503 -145,674 -101,655 -194,668 -194,912    1,838    2,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      9.9     16.1     75.0     73.7     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      31       45       57      140      114      207      181                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,581,840
COMMITMENTS
 151,962  111,052  1270212  1159270  1200120  2581443  2581385      396      455

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     87,691)
  22,357   -2,937   78,395   -3,774   22,513   96,978   97,971   -9,287  -10,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      4.3     49.2     44.9     46.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      22       20       38       55       51       94       92                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,905
COMMITMENTS
   7,960    3,348    2,510  213,823  225,589  224,293  231,447   13,612    6,458

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      6,219)
     747     -678      103    6,116    6,183    6,966    5,608     -747      611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      1.4      1.1     89.9     94.8     94.3     97.3      5.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        3       39       34       44       39                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      120,397
COMMITMENTS
   4,618       26    2,355  107,553  115,808  114,526  118,189    5,871    2,208

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      7,280)
     197      -85      250    6,267    7,246    6,714    7,411      566     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      2.0     89.3     96.2     95.1     98.2      4.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        3       28       31       31       34                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,854
COMMITMENTS
   1,187    5,483    3,505  207,708  206,082  212,400  215,070   12,454    9,784

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      9,181)
   1,091     -828      204    3,416    8,493    4,711    7,869    4,470    1,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.4      1.6     92.4     91.7     94.5     95.6      5.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        4        4       31       32       35       38                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      597,997
COMMITMENTS
   1,705    4,053    4,930  585,323  585,107  591,958  594,090    6,039    3,907

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:    -29,846)
      20     -468   -1,025  -29,770  -28,615  -30,775  -30,108      929      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.7      0.8     97.9     97.8     99.0     99.3      1.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        4       51       40       55       45                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,757
COMMITMENTS
   8,994    5,028    5,654  306,130  309,383  320,778  320,065    4,979    5,692

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -8,828)
     -31    1,527       96   -6,608  -11,461   -6,543   -9,838   -2,285    1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      1.5      1.7     94.0     95.0     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        5        6       35       42       43       49                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,022
COMMITMENTS
   3,757    2,546    3,459  224,143  227,044  231,359  233,049    5,663    3,973

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      7,107)
   1,602    1,034     -723    5,997    6,560    6,876    6,871      231      236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      1.1      1.5     94.6     95.8     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        3       39       44       44       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,856
COMMITMENTS
       0    4,365    1,893   97,178   93,108   99,071   99,366    6,785    6,490

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -2,295)
       0     -675      519   -2,133   -1,859   -1,614   -2,015     -681     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.1      1.8     91.8     88.0     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        2       21       27       23       30                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,132
COMMITMENTS
     266    6,429    2,068   96,032   89,920   98,366   98,417    6,766    6,715

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,580)
    -381    1,255       88      836    1,427      543    2,770    2,037     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.1      2.0     91.3     85.5     93.6     93.6      6.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       29       24       32       29                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,652
COMMITMENTS
   1,530    1,740        0   22,421   22,551   23,951   24,291      701      361

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      -60        0      -60        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      7.1      0.0     91.0     91.5     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       13       12       14       14                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,617
COMMITMENTS
   1,743    2,802      687   63,825   58,496   66,255   61,985    8,362   12,632

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        550)
    -421      341      -45     -294      396     -760      692    1,310     -142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      3.8      0.9     85.5     78.4     88.8     83.1     11.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       21       17       23       19                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      180,972
COMMITMENTS
       0    3,236        0  174,987  172,280  174,987  175,516    5,985    5,456

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,936)
       0        0        0    3,059    2,845    3,059    2,845     -123       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.0     96.7     95.2     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        2        0       30       24       30       26                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       95,105
COMMITMENTS
       0        0        0   85,671   91,799   85,671   91,799    9,434    3,306

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        486)
       0        0        0     -478      426     -478      426      964       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.1     96.5     90.1     96.5      9.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       17       20       17                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,644
COMMITMENTS
     668        0        0   16,817   17,997   17,485   17,997    1,159      647

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        155)
       0        0        0       93       62       93       62       62       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.0      0.0     90.2     96.5     93.8     96.5      6.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       14       18       16       18                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      363,393
COMMITMENTS
     913    1,080    3,867  351,119  348,841  355,899  353,788    7,494    9,605

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      8,212)
     493      519     -113    8,650    8,593    9,030    8,999     -818     -787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.3      1.1     96.6     96.0     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        1        2       48       41       51       44                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,659
COMMITMENTS
   2,387    3,096    1,335   54,704   50,434   58,426   54,865    7,233   10,794

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -1,888)
  -1,034      184       33     -671   -2,431   -1,672   -2,214     -216      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      4.7      2.0     83.3     76.8     89.0     83.6     11.0     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        2       20       19       22       23                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,674
COMMITMENTS
       0    3,477      965   60,856   56,009   61,821   60,451    3,853    5,223

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      3,113)
       0      851      -61    3,113    1,833    3,052    2,623       61      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.3      1.5     92.7     85.3     94.1     92.0      5.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       18       18       20       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,898
COMMITMENTS
   6,978    2,820    1,500   95,441   94,498  103,919   98,818    2,979    8,080

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     14,044)
   2,508   -2,628     -522   11,128    9,990   13,114    6,840      930    7,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      2.6      1.4     89.3     88.4     97.2     92.4      2.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        1       31       26       36       30                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,626
COMMITMENTS
   8,713   14,630    3,470  126,665  122,939  138,848  141,039    3,778    1,587

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     14,674)
    -928    2,604    1,026   12,808   10,899   12,906   14,529    1,768      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     10.3      2.4     88.8     86.2     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       7       10        4       40       37       50       48                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,008
COMMITMENTS
     424      630      240   88,948   87,287   89,612   88,157      396    1,851

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      4,038)
     424     -628        0    3,858    3,738    4,282    3,110     -244      928

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.7      0.3     98.8     97.0     99.6     97.9      0.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       15       25       17       27                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      223,875
COMMITMENTS
   4,817      540    1,565  207,578  212,046  213,960  214,151    9,915    9,724

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      6,512)
    -135      420     -163    5,714    5,514    5,416    5,771    1,096      741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.2      0.7     92.7     94.7     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        2       34       36       37       38                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       22,404
COMMITMENTS
       0    1,109      151   20,702   19,059   20,853   20,319    1,551    2,085

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        329)
       0        0      120      -91      -39       29       81      300      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      0.7     92.4     85.1     93.1     90.7      6.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       14       15       16       18                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,681
COMMITMENTS
   2,968      397      878   37,845   49,983   41,691   51,258   13,990    4,423

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -1,973)
     178      -86     -295   -2,692   -1,475   -2,809   -1,856      836     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3      0.7      1.6     68.0     89.8     74.9     92.1     25.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       13       14       15       16                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,300
COMMITMENTS
   1,149    8,582    1,560   90,272   80,813   92,981   90,955    6,319    8,345

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:       -328)
     707      508   -1,407      186      207     -514     -692      186      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      8.6      1.6     90.9     81.4     93.6     91.6      6.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        2       27       27       29       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,622
COMMITMENTS
   5,191        0    1,044   93,460  106,008   99,695  107,052    8,927    1,570

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,283)
     639        0     -136      608    1,527    1,111    1,391      172     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.0      1.0     86.0     97.6     91.8     98.6      8.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        3       23       20       27       23                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,495
COMMITMENTS
   3,206        0        0  111,507  114,205  114,713  114,205    3,782    4,290

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      4,701)
     638        0        0    4,318    3,148    4,956    3,148     -255    1,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.0     94.1     96.4     96.8     96.4      3.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       23       18       25       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,135
COMMITMENTS
       0    2,478    1,227  106,712  109,085  107,939  112,790    7,196    2,345

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      4,207)
    -181      427     -402    4,668    4,212    4,085    4,237      122      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.2      1.1     92.7     94.7     93.7     98.0      6.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       18       19       20       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      172,172
COMMITMENTS
       0   20,575    2,456  153,931  141,619  156,387  164,650   15,785    7,522

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,624)
    -502    4,842       44      759   -4,694      301      192    1,323    1,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.0      1.4     89.4     82.3     90.8     95.6      9.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        2       28       26       30       30                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,777
COMMITMENTS
       0      775        0   17,567   14,815   17,567   15,590      210    2,187

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          0)
       0   -1,674        0        0        0        0   -1,674        0    1,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.4      0.0     98.8     83.3     98.8     87.7      1.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       15       16       16                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,536
COMMITMENTS
     310    1,329        0   32,426   31,933   32,736   33,262      800      274

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,424)
    -248       60        0    1,424    1,364    1,176    1,424      248        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      4.0      0.0     96.7     95.2     97.6     99.2      2.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       17       18       18       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       50,871
COMMITMENTS
     856      300        0   48,981   49,222   49,837   49,522    1,034    1,349

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        714)
     -60        0        0    1,140    1,200    1,080    1,200     -366     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.6      0.0     96.3     96.8     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        0       20       20       22       21                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      207,117
COMMITMENTS
     594    5,921    2,327  197,912  192,537  200,833  200,785    6,284    6,332

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,184)
    -408      495      682    1,910      577    2,184    1,754        0      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.9      1.1     95.6     93.0     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        7        7       38       32       45       41                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      104,008
COMMITMENTS
     602        0      288   98,025   99,103   98,915   99,391    5,093    4,617

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,423)
     200        0      167    1,624    2,225    1,991    2,392      432       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.3     94.2     95.3     95.1     95.6      4.9      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       19       19       20       20                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       76,284
COMMITMENTS
       0        0        0   64,740   68,049   64,740   68,049   11,544    8,235

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,007)
       0        0        0      978      793      978      793       29      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     84.9     89.2     84.9     89.2     15.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       17       16       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       77,440
COMMITMENTS
   2,354        0        0   67,748   75,809   70,102   75,809    7,338    1,631

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,590)
     428        0        0      888    1,621    1,316    1,621      274      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      0.0     87.5     97.9     90.5     97.9      9.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       21       20       21                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       91,858
COMMITMENTS
   3,404        0        0   84,028   89,483   87,432   89,483    4,426    2,375

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      3,935)
       0        0        0    3,293    3,662    3,293    3,662      642      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.0      0.0     91.5     97.4     95.2     97.4      4.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       15       12       16       12                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      163,662
COMMITMENTS
  21,341    8,684   13,740  127,673  140,788  162,753  163,212      909      450

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,250)
     479      880       50    1,843    1,487    2,372    2,417     -122     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      5.3      8.4     78.0     86.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       18       23       48       49       75       75                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       51,177
COMMITMENTS
     208    1,393      469   50,476   49,290   51,153   51,153       24       24

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -5,469)
     131   -1,816        5   -5,605   -3,658   -5,469   -5,469        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.7      0.9     98.6     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        6        3       24       20       28       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      444,034
COMMITMENTS
       0   16,000    3,610  440,424  424,424  444,034  444,034        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:    -64,217)
       0   -5,569    1,295  -65,512  -59,943  -64,217  -64,217        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.8     99.2     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        2       19       17       21       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,686,006
COMMITMENTS
  23,214   48,531   16,509  1646283  1620966  1686006  1686006        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -4,628)
       0     -443      401   -5,029   -4,586   -4,628   -4,628        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.9      1.0     97.6     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        6        4       37       41       46       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       73,684
COMMITMENTS
   1,292    3,136    1,037   71,355   69,487   73,684   73,660        0       24

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:       -769)
    -395      208     -433       83     -544     -745     -769      -24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      4.3      1.4     96.8     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        8        4       22       21       27       30                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      593,076
COMMITMENTS
     114   10,504    4,864  588,098  577,708  593,076  593,076        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      6,427)
    -976      984      976    6,427    4,467    6,427    6,427        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      0.8     99.2     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        1       21       20       22       24                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      477,773
COMMITMENTS
     401      760      392  476,980  476,621  477,773  477,773        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -9,076)
    -784        0        0   -8,292   -9,076   -9,076   -9,076        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.1     99.8     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       30       32       32       34                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       45,066
COMMITMENTS
     843    1,699      277   43,096   42,217   44,216   44,193      850      873

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:         13)
      41        0        0       35       -9       76       -9      -63       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      3.8      0.6     95.6     93.7     98.1     98.1      1.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        2       29       25       34       28                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,172
COMMITMENTS
       0       40       60   53,823   54,002   53,883   54,102      289       70

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,137)
       0        0        0    2,170    2,240    2,170    2,240      -33     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.1     99.4     99.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        1        1       37       34       38       35                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       71,065
COMMITMENTS
      50      655        0   70,510   70,121   70,560   70,776      505      289

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      4,232)
      50        0        0    4,355    4,045    4,405    4,045     -173      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.9      0.0     99.2     98.7     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        0       36       35       37       36                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,779
COMMITMENTS
     100        0        0   18,544   18,659   18,644   18,659      135      120

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      170      170      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     98.7     99.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       20       23       20                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      249,984
COMMITMENTS
     784        0    1,176  248,024  248,808  249,984  249,984        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,568)
       0        0        0    1,568    1,568    1,568    1,568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.5     99.2     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        1       25       20       26       21                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,370
COMMITMENTS
   1,633      140        0    7,522    8,846    9,155    8,986      215      384

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          2)
       0        0        0        2      -41        2      -41        0       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      1.5      0.0     80.3     94.4     97.7     95.9      2.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        0       18       20       22       21                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,855
COMMITMENTS
      50      175       50    6,380    6,510    6,480    6,735      375      120

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      2.6      0.7     93.1     95.0     94.5     98.2      5.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       12       11       13       14                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,835
COMMITMENTS
       0      650        0   18,835   18,145   18,835   18,795        0       40

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0    100.0     96.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        0       25       22       25       25                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,565
COMMITMENTS
       0        0        0   19,385   19,505   19,385   19,505      180       60

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,425)
       0        0        0    1,560    1,425    1,560    1,425     -135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.1     99.7     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       27       27       27       27                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,221
COMMITMENTS
       0      126        0   17,416   17,054   17,416   17,180      805    1,041

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        296)
       0        0        0      149      255      149      255      147       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.7      0.0     95.6     93.6     95.6     94.3      4.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       24       25       24       26                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,438
COMMITMENTS
     100    5,210      297   59,577   54,726   59,974   60,233      464      205

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        991)
      75     -421      -53      964    1,465      986      991        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      8.6      0.5     98.6     90.5     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        3        4       35       30       40       34                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,285
COMMITMENTS
     409    9,621    2,463   69,385   60,156   72,257   72,240       28       45

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        382)
      60      356        8      309       33      377      397        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     13.3      3.4     96.0     83.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        8        5       36       35       41       45                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,660
COMMITMENTS
     880        0        0   47,650   48,660   48,530   48,660      130        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        270)
     -80        0        0      250      270      170      270      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.0     97.9    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       29       16       30       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,350
COMMITMENTS
     735        0        0   47,435   48,350   48,170   48,350      180        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        210)
     -85        0        0      175      210       90      210      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     98.1    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       31       17       32       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      331,105
COMMITMENTS
  32,133    4,280    2,807  296,165  324,018  331,105  331,105        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -5,154)
   4,680    1,568     -401   -9,433   -6,321   -5,154   -5,154        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      1.3      0.8     89.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        3       28       31       32       37                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,904
COMMITMENTS
   4,555      784      488   19,617   22,867   24,660   24,139      244      765

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:       -224)
     197        3        7     -452     -235     -248     -224       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      3.1      2.0     78.8     91.8     99.0     96.9      1.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        4       25       31       30       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       35,527
COMMITMENTS
   1,256    1,800      641   33,630   33,086   35,527   35,527        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:       -485)
     -72      -19        0     -413     -466     -485     -485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      5.1      1.8     94.7     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        2       15       16       21       22                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      456,586
COMMITMENTS
       0    1,586        0  456,586  454,216  456,586  455,802        0      784

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      5,449)
       0     -784        0    5,449    5,449    5,449    4,665        0      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.0    100.0     99.5    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       15       21       16                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       33,898
COMMITMENTS
     636      509        0   33,176   32,856   33,812   33,365       86      533

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        655)
       0      -44        0      655      613      655      569        0       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      1.5      0.0     97.9     96.9     99.7     98.4      0.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       17       19       19       21                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,985
COMMITMENTS
   2,152       86      365   14,338   15,670   16,855   16,121      130      864

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        120)
     -40       20      -20      180      100      120      100        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      0.5      2.1     84.4     92.3     99.2     94.9      0.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       20       21       23       23                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      195,373
COMMITMENTS
  29,205        0    3,564  162,604  191,809  195,373  195,373        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      5,480)
       0        0        0    5,480    5,480    5,480    5,480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      0.0      1.8     83.2     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       18       23       21       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,279
COMMITMENTS
     168      454      185   13,844   13,302   14,197   13,941       82      338

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        144)
     -19      -60       62       81      226      124      228       20      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      3.2      1.3     97.0     93.2     99.4     97.6      0.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       23       24       25       27                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      176,991
COMMITMENTS
   5,489        0    2,336  169,166  174,655  176,991  176,991        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -7,413)
       0        0        0   -7,413   -7,413   -7,413   -7,413        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      1.3     95.6     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       23       21       25       22                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,255
COMMITMENTS
       0      165      135    8,940    8,925    9,075    9,225      180       30

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      1.5     96.6     96.4     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       14       12       15       13                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,076
COMMITMENTS
      78        0        0   15,998   16,076   16,076   16,076        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     -1,273)
       0        0        0   -1,273   -1,273   -1,273   -1,273        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       19       15       19                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,825
COMMITMENTS
       0      700        0    8,700    8,065    8,700    8,765      125       60

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       35      -15       35      -15      -20       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.9      0.0     98.6     91.4     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       14       17       15                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      634,059
COMMITMENTS
  64,279   27,004   56,986  512,794  550,069  634,059  634,059        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:     68,805)
  10,090      640    2,228   57,238   65,936   69,557   68,805     -752        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      4.3      9.0     80.9     86.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       22       19       28       23                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,240
COMMITMENTS
       0      575        0   22,705   22,415   22,705   22,990      535      250

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       15        0       15        0      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     97.7     96.5     97.7     98.9      2.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       14       21       15                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,540
COMMITMENTS
       0      600        0   19,935   19,690   19,935   20,290      605      250

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       15        0       15        0      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      0.0     97.1     95.9     97.1     98.8      2.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       12       17       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,939
COMMITMENTS
     250      100      100   24,589   24,739   24,939   24,939        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        120)
       0       50        0      120       70      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.4      0.4     98.6     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       25       22       27       23                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,774
COMMITMENTS
     250        0        0   23,434   23,774   23,684   23,774       90        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.0      0.0     98.6    100.0     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       20       16       21       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,105
COMMITMENTS
       0      700        0   19,385   19,245   19,385   19,945      720      160

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      570      630      570      630       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0     96.4     95.7     96.4     99.2      3.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       14        7       14        9                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,505
COMMITMENTS
       0        0        0   16,120   16,335   16,120   16,335      385      170

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.7     99.0     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       24       12       24       12                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,742
COMMITMENTS
      25      200        0   17,257   17,372   17,282   17,572      460      170

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.1      0.0     97.3     97.9     97.4     99.0      2.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       24       15       25       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      113,035
COMMITMENTS
   3,610    1,140       50  109,375  111,845  113,035  113,035        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      540      540      540      540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.0      0.0     96.8     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        1       37       36       40       40                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      122,577
COMMITMENTS
   3,830    1,715      300  118,432  120,487  122,562  122,502       15       75

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,191)
     130      500        0    1,061      686    1,191    1,186        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.4      0.2     96.6     98.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        3       39       35       45       42                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      155,662
COMMITMENTS
  17,434   13,303    5,324  132,717  136,892  155,475  155,518      187      144

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,742)
  -1,178     -325      756    3,174    2,239    2,752    2,670      -10       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      8.5      3.4     85.3     87.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      11       12        9       45       41       61       57                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,558
COMMITMENTS
   1,450    3,730    1,330  105,683  103,498  108,463  108,558       95        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,465)
     -45        0       45    2,465    2,420    2,465    2,465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.4      1.2     97.4     95.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        4       41       36       47       42                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,620
COMMITMENTS
     320      825       85   23,215   22,630   23,620   23,540        0       80

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        215)
     120        0      -40      135      255      215      215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      3.5      0.4     98.3     95.8    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       26       14       27       17                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,575
COMMITMENTS
      50        0      125   19,360   19,370   19,535   19,495       40       80

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       15       25       15       25       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.6     98.9     99.0     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       24       11       25       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       30,658
COMMITMENTS
     349      300        0   30,234   30,253   30,583   30,553       75      105

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,134)
      25        0        0    1,109    1,134    1,134    1,134        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.0      0.0     98.6     98.7     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        1        0       29       27       31       28                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       12,069
COMMITMENTS
       0        0        0   12,069   12,069   12,069   12,069        0        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      230      230      230      230        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       17       18       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,218
COMMITMENTS
   3,188    2,045      300   27,424   28,769   30,912   31,114      306      104

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        202)
      60       25        0      142      117      202      142        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.2      6.6      1.0     87.8     92.2     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        1       22       25       25       28                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,946
COMMITMENTS
   2,425        0        0   23,120   25,921   25,545   25,921      401       25

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        465)
       0        0        0      465      440      465      440        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      0.0      0.0     89.1     99.9     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       19       22       21       22                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,708
COMMITMENTS
     150      655       45   29,361   28,993   29,556   29,693      152       15

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        983)
     -25       -5       -5    1,013    1,006      983      996        0      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.2      0.2     98.8     97.6     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       28       27       30       30                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,600
COMMITMENTS
       0      215      140   24,145   24,215   24,285   24,570      315       30

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      1,113)
       0        0        0    1,283    1,113    1,283    1,113     -170        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.6     98.2     98.4     98.7     99.9      1.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       26       25       27       26                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,854
COMMITMENTS
       0      752        0   18,670   17,782   18,670   18,534      184      320

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        537)
       0       27        0      552      510      552      537      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.0      0.0     99.0     94.3     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       17       18       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,605
COMMITMENTS
       0        0        0   13,070   13,590   13,070   13,590      535       15

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       30       45       30       45       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.1     99.9     96.1     99.9      3.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       14       17       14                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,367
COMMITMENTS
   2,324      900       10   35,838   37,382   38,172   38,292      195       75

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:      2,258)
      25        0        0    2,233    2,258    2,258    2,258        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      2.3      0.0     93.4     97.4     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        1       29       28       34       31                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,190
COMMITMENTS
   1,005        0        0   12,645   14,119   13,650   14,119      540       71

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        497)
      40        0       -8      265      505      297      497      200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.0      0.0     89.1     99.5     96.2     99.5      3.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       19       21       19                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,068
COMMITMENTS
   1,938       75        0   12,945   14,993   14,883   15,068      185        0

CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST:        280)
     -50        0        0      235      280      185      280       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.5      0.0     85.9     99.5     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       23       25       24       26                  



Updated November 6, 2015