CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       26,444
COMMITMENTS
   8,439    4,325    2,278   15,687   19,841   26,404   26,444       40        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,579)
     175      563      -75    1,478    1,090    1,579    1,579        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.9     16.4      8.6     59.3     75.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        7        6        9       10       24       20                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       26,345
COMMITMENTS
   5,012    6,514    1,406   19,927   18,425   26,345   26,345        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        -92)
      -1        0        0      -92      -92      -92      -92        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     24.7      5.3     75.6     69.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        4        5        8        8       16       16                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       41,316
COMMITMENTS
   2,200    5,000    4,979   34,137   31,337   41,316   41,316        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        -14)
       0        0        0      -14      -14      -14      -14        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     12.1     12.1     82.6     75.8    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 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       62,130
COMMITMENTS
   3,088    7,105    5,493   46,050   42,032   54,630   54,630    7,500    7,500

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,709)
     116      627     -358    1,951    1,440    1,709    1,709        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0     11.4      8.8     74.1     67.7     87.9     87.9     12.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        9        8       15       12       27       23                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,060,945
COMMITMENTS
 308,969  385,255  732,933  2987223  2932948  4029125  4051136   31,820    9,809

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     71,279)
     632   32,875   34,905   38,516    3,750   74,053   71,530   -2,774     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      9.5     18.0     73.6     72.2     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      32       39       59      144      120      209      185                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,352,486
COMMITMENTS
 208,647  193,451  1005424  1092774  1131843  2306844  2330718   45,642   21,768

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:   -233,154)
  57,329   69,276 -261,214  -74,490  -62,541 -278,374 -254,479   45,220   21,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      8.2     42.7     46.5     48.1     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      21       21       40       52       49       94       89                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,413
COMMITMENTS
   6,826   10,753    2,097  217,147  219,056  226,070  231,906   11,343    5,507

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -153)
  -1,528    2,939       -2    1,229   -2,682     -301      255      148     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      4.5      0.9     91.5     92.3     95.2     97.7      4.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        6        2       38       33       42       40                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,659
COMMITMENTS
   3,197        0    3,214   99,110  105,207  105,521  108,421    6,138    3,238

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      4,008)
    -704        0      -62    4,895    3,520    4,129    3,458     -121      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      2.9     88.8     94.2     94.5     97.1      5.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        4       28       31       32       35                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      215,918
COMMITMENTS
   3,992    4,652    3,613  194,977  199,373  202,582  207,638   13,336    8,280

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      6,857)
   2,056        0      293    5,450    6,842    7,799    7,135     -942     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      2.2      1.7     90.3     92.3     93.8     96.2      6.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        4       31       31       36       37                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      630,612
COMMITMENTS
   3,495    7,176    5,015  613,862  614,763  622,372  626,954    8,240    3,658

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      5,367)
   1,752    5,041   -1,616    4,835    2,314    4,971    5,739      396     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.1      0.8     97.3     97.5     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        3        3       51       40       56       44                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      318,743
COMMITMENTS
   9,335    3,121    8,502  295,863  300,379  313,700  312,002    5,043    6,741

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      5,599)
  -3,330    1,371       24    8,467    3,948    5,161    5,343      438      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      1.0      2.7     92.8     94.2     98.4     97.9      1.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        4        7       38       41       46       50                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,593
COMMITMENTS
   2,955    3,784    1,998  236,932  237,550  241,885  243,332    4,708    3,261

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     14,947)
   1,403    1,310     -341   13,655   13,729   14,717   14,698      230      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.5      0.8     96.1     96.3     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        2        3       41       44       46       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      107,316
COMMITMENTS
       0    6,876    2,022   99,375   90,995  101,397   99,893    5,919    7,423

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,874)
       0    3,507       70    3,428       78    3,498    3,655      376      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.4      1.9     92.6     84.8     94.5     93.1      5.5      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        2       21       25       23       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,908
COMMITMENTS
     360    4,765    1,630  100,397   95,872  102,387  102,267    6,521    6,641

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,804)
     360     -221      -64    1,563    1,431    1,859    1,146      -55      658

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      4.4      1.5     92.2     88.0     94.0     93.9      6.0      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        3       34       28       38       32                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,238
COMMITMENTS
   3,714    2,267        0   22,098   22,932   25,812   25,199      426    1,039

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      8.6      0.0     84.2     87.4     98.4     96.0      1.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       12        8       13       10                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,408
COMMITMENTS
     174    3,311    1,935   65,873   59,853   67,982   65,099    9,426   12,309

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,414)
    -800    1,719      427    3,639    1,853    3,266    3,999      148     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      4.3      2.5     85.1     77.3     87.8     84.1     12.2     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       16       21       18                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      178,160
COMMITMENTS
       0    2,996        0  172,802  170,043  172,802  173,039    5,358    5,121

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        962)
       0        0        0      963      962      963      962       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.0     97.0     95.4     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       30       24       30       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       95,394
COMMITMENTS
       0        0        0   87,304   92,815   87,304   92,815    8,090    2,579

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,933)
       0        0        0    2,204    2,271    2,204    2,271     -271     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.5     97.3     91.5     97.3      8.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       19       21       19                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      355,613
COMMITMENTS
   5,707    3,005    4,038  338,918  340,137  348,663  347,180    6,950    8,433

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      7,985)
   2,538      159     -373    8,350    8,184   10,515    7,970   -2,530       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.8      1.1     95.3     95.6     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       4        2        3       48       42       52       47                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,211
COMMITMENTS
   2,231      760    1,242   50,555   52,364   54,028   54,366    8,183    7,845

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        815)
    -841      377       88     -610      705   -1,363    1,170    2,178     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      1.2      2.0     81.3     84.2     86.8     87.4     13.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       22       23       24       25                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,735
COMMITMENTS
     258        0    1,212   62,717   61,225   64,187   62,437    4,548    6,298

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,246)
     258   -2,430      357      829    2,773    1,444      700      802    1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.0      1.8     91.2     89.1     93.4     90.8      6.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       16       18       17       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,956
COMMITMENTS
  22,823   12,710        0   70,806   81,378   93,629   94,088    1,327      868

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     25,036)
  16,161   12,710        0    9,791   12,109   25,952   24,819     -916      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     13.4      0.0     74.6     85.7     98.6     99.1      1.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        6        0       27       27       34       33                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      139,876
COMMITMENTS
  25,547   21,007    3,294  109,248  114,483  138,089  138,784    1,787    1,092

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     29,748)
  15,232   11,345    1,674   12,876   16,602   29,782   29,621      -34      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     15.0      2.4     78.1     81.8     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      10        8        5       41       32       52       44                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,389
COMMITMENTS
   2,501      124      240   80,588   82,231   83,329   82,595       60      794

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      7,719)
   2,201      124        0    5,730    7,372    7,931    7,496     -212      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.1      0.3     96.6     98.6     99.9     99.0      0.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       15       25       18       26                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      213,081
COMMITMENTS
   5,718    1,736    1,468  199,636  201,473  206,822  204,677    6,259    8,404

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,071)
     137    1,736       11    1,446     -612    1,594    1,135     -523      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.8      0.7     93.7     94.6     97.1     96.1      2.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        1       35       34       37       36                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       20,482
COMMITMENTS
       0    2,442      120   19,177   15,045   19,297   17,607    1,185    2,875

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,457)
       0      682        0    1,390      434    1,390    1,116       67      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.9      0.6     93.6     73.5     94.2     86.0      5.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        1       12       11       13       15                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,758
COMMITMENTS
       0   11,967    2,119   97,398   80,466   99,517   94,552    6,241   11,206

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,488)
       0    1,882        0    3,457       82    3,457    1,964       31    1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.3      2.0     92.1     76.1     94.1     89.4      5.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        5        2       24       25       26       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,418
COMMITMENTS
   3,968        0       31   91,512  104,741   95,511  104,772   11,907    2,646

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,248)
  -1,205        0     -671      884    2,967     -992    2,296    2,240   -1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.0      0.0     85.2     97.5     88.9     97.5     11.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       20       18       23       19                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,581
COMMITMENTS
   3,957      403        0  108,597  111,268  112,554  111,671    3,027    3,910

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,275)
     961      403        0    1,883    1,928    2,844    2,331     -569      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.3      0.0     94.0     96.3     97.4     96.6      2.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       24       17       26       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,424
COMMITMENTS
      89    1,321      793  106,254  108,679  107,136  110,793    6,288    2,631

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,397)
      89   -1,076      233    1,951    2,902    2,273    2,059      124      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.2      0.7     93.7     95.8     94.5     97.7      5.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       18       16       20       18                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,569
COMMITMENTS
       0   17,631    1,583  143,960  132,018  145,543  151,232   15,026    9,337

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -2,067)
       0       79     -197   -2,471   -2,789   -2,668   -2,907      601      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.0      1.0     89.7     82.2     90.6     94.2      9.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        3       28       27       31       31                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       14,708
COMMITMENTS
       0        0        0   13,794   14,005   13,794   14,005      914      703

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     93.8     95.2     93.8     95.2      6.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       13       14       13                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,011
COMMITMENTS
       0    3,344        0   24,675   21,149   24,675   24,493      336      518

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,782)
       0    1,856        0    4,298    1,798    4,298    3,654     -516      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.4      0.0     98.7     84.6     98.7     97.9      1.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        5        0       15       16       15       21                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,593
COMMITMENTS
     360      796        0   44,551   45,485   44,911   46,281    2,682    1,312

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      6,518)
       0      496        0    6,115    5,805    6,115    6,301      403      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.7      0.0     93.6     95.6     94.4     97.2      5.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       13       19       14       21                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      193,267
COMMITMENTS
      92    5,613    1,366  185,125  179,077  186,583  186,056    6,684    7,211

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,702)
      10     -505     -592    1,641      622    1,059     -475      643    2,177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.9      0.7     95.8     92.7     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        7        5       41       35       46       43                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      100,419
COMMITMENTS
     310        0        0   93,376   95,381   93,686   95,381    6,733    5,038

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,688)
     310        0        0    1,504    1,811    1,814    1,811     -126     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     93.0     95.0     93.3     95.0      6.7      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       20       18       21       18                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,004
COMMITMENTS
       0        0        0   64,196   66,674   64,196   66,674   10,808    8,330

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,154)
       0        0        0    2,172    1,443    2,172    1,443   -1,018     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     85.6     88.9     85.6     88.9     14.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       15       17       15       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,078
COMMITMENTS
     217        0        0   68,212   69,954   68,429   69,954    6,649    5,124

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,632)
     217        0        0    3,208    1,747    3,425    1,747     -793      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     90.9     93.2     91.1     93.2      8.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       20       17       21       17                  
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       19,742
COMMITMENTS
   1,237        0      123   17,346   18,854   18,706   18,977    1,036      765

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.0      0.6     87.9     95.5     94.8     96.1      5.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1        6       14        7       15                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       91,700
COMMITMENTS
   4,082        0        0   83,341   86,399   87,423   86,399    4,277    5,301

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        383)
      62        0        0    4,284    2,066    4,346    2,066   -3,963   -1,683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      0.0      0.0     90.9     94.2     95.3     94.2      4.7      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       12       17       12                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      166,389
COMMITMENTS
  20,999   10,521   17,057  127,680  138,411  165,736  165,989      653      400

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,586)
    -591    1,195    1,835    2,524      553    3,767    3,583     -181        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      6.3     10.3     76.7     83.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      12       14       23       50       54       75       78                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       53,095
COMMITMENTS
     260      749    1,268   51,543   51,078   53,071   53,095       24        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        507)
     106     -617      668     -267      456      507      507        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      1.4      2.4     97.1     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        4       24       23       29       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      449,737
COMMITMENTS
      16   12,078    3,898  445,823  433,761  449,737  449,737        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -1,173)
    -710   -1,632     -274     -189      733   -1,173   -1,173        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.7      0.9     99.1     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       19       17       21       21                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,620,473
COMMITMENTS
  36,422   60,615   19,989  1564062  1539869  1620473  1620473        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     16,593)
   1,960    1,517    7,792    6,841    7,284   16,593   16,593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      3.7      1.2     96.5     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        6        4       39       41       48       49                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,103
COMMITMENTS
   1,834    2,261    1,865   65,404   64,953   69,103   69,079        0       24

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,158)
     103     -127      440      615      845    1,158    1,158        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.3      2.7     94.6     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        6        5       21       20       27       28                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      560,948
COMMITMENTS
       0    9,406    4,674  556,274  546,868  560,948  560,948        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     21,769)
       0   -2,264        0   21,769   24,033   21,769   21,769        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      0.8     99.2     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       21       19       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      450,255
COMMITMENTS
     392      760        0  449,863  449,495  450,255  450,255        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        389)
    -401        0        0      790      389      389      389        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.2      0.0     99.9     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        0       29       32       30       33                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       43,099
COMMITMENTS
     549    1,347      255   41,296   40,652   42,100   42,254      999      845

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -101)
    -316        0        0      237     -101      -79     -101      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.1      0.6     95.8     94.3     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        1       30       25       35       27                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,842
COMMITMENTS
       0        0        0   52,668   52,717   52,668   52,717      174      125

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,950)
     -60        0        0    3,215    3,150    3,155    3,150     -205     -200

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        0        0       37       32       37       32                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,528
COMMITMENTS
      50        0        0   68,978   69,423   69,028   69,423      500      105

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,100)
       0     -580        0    1,100    1,680    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.0     99.2     99.8     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        0        0       35       34       36       34                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,416
COMMITMENTS
       0        0        0   18,276   18,296   18,276   18,296      140      120

CHANGES FROM 11/17/15 (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     99.2     99.3     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       19       21       19                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      242,176
COMMITMENTS
     392        0        0  241,784  242,176  242,176  242,176        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      5,504)
    -392        0        0    5,896    5,504    5,504    5,504        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       24       20       25       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,210
COMMITMENTS
   1,290      184        0    7,797    8,619    9,087    8,803      123      407

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        213)
    -110       44        0      389      147      279      191      -66       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      2.0      0.0     84.7     93.6     98.7     95.6      1.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       19       18       22       19                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,555
COMMITMENTS
     100      225        0    7,025    7,330    7,125    7,555      430        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:         45)
       0       50        0       45       -5       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      3.0      0.0     93.0     97.0     94.3    100.0      5.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       12       13       13       15                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,815
COMMITMENTS
       0      550        0   18,815   18,125   18,815   18,675        0      140

CHANGES FROM 11/17/15 (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      2.9      0.0    100.0     96.3    100.0     99.3      0.0      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       23       20       23       22                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,085
COMMITMENTS
       0      325        0   21,900   21,700   21,900   22,025      185       60

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        595)
       0      250        0      590      345      590      595        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0     99.2     98.3     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        0       27       25       27       27                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,171
COMMITMENTS
     110       82       44   18,806   17,921   18,960   18,047      211    1,124

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        415)
     110        0        0      411      647      521      647     -106     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.4      0.2     98.1     93.5     98.9     94.1      1.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       27       26       29       27                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       63,916
COMMITMENTS
      60    4,708      276   63,135   58,717   63,471   63,701      445      215

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,145)
      35     -367       27    1,083    1,455    1,145    1,115        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.4      0.4     98.8     91.9     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       34       30       38       36                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,544
COMMITMENTS
     406   12,680    1,712   73,395   61,047   75,513   75,439       31      105

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,880)
      35    1,332       12    1,813      491    1,860    1,835       20       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     16.8      2.3     97.2     80.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1       11        5       34       35       39       47                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,630
COMMITMENTS
   1,030        0        0   48,580   49,630   49,610   49,630       20        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      5,250)
     120        0        0    5,130    5,250    5,250    5,250        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       29       16       30       16                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,455
COMMITMENTS
     895        0        0   50,500   51,455   51,395   51,455       60        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      5,055)
     160        0        0    4,895    5,055    5,055    5,055        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     98.1    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       30       17       31       17                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      362,105
COMMITMENTS
  30,060   25,728    2,415  329,630  333,962  362,105  362,105        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      9,350)
   5,407        0     -384    4,327    9,734    9,350    9,350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      7.1      0.7     91.0     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       26       32       29       37                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,059
COMMITMENTS
   5,200    2,376      529   22,110   24,536   27,839   27,441      220      618

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        646)
      94      177       81      469      364      644      622        2       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5      8.5      1.9     78.8     87.4     99.2     97.8      0.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        5       26       30       31       38                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       33,803
COMMITMENTS
     347    3,009    1,329   32,127   29,465   33,803   33,803        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      1,078)
       0      385        0    1,078      693    1,078    1,078        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      8.9      3.9     95.0     87.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        6        3       14       15       20       21                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      388,803
COMMITMENTS
       0    1,586        0  388,803  387,217  388,803  388,803        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:    -32,111)
       0        0        0  -32,111  -32,111  -32,111  -32,111        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       18       21       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       30,927
COMMITMENTS
     636      377        0   30,227   30,103   30,863   30,480       64      447

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     -1,566)
       0        0        0   -1,566   -1,546   -1,566   -1,546        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.2      0.0     97.7     97.3     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        0       17       21       19       23                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      130,067
COMMITMENTS
       0    7,065        0  130,067  123,002  130,067  130,067        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.4      0.0    100.0     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       12       11       12       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,394
COMMITMENTS
   2,112        0      430   13,765   15,144   16,307   15,574       87      820

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        265)
     198       -2        2       65      265      265      265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.0      2.6     84.0     92.4     99.5     95.0      0.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       20       22       24       24                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      195,381
COMMITMENTS
  29,580        0    1,604  164,197  193,777  195,381  195,381        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        784)
       0        0        0      784      784      784      784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      0.0      0.8     84.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       20       23       23       24                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,743
COMMITMENTS
      14      758      149   15,520   14,432   15,683   15,339       60      404

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:         84)
     -69      212      -77      230      -74       84       61        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      4.8      0.9     98.6     91.7     99.6     97.4      0.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       23       25       25       28                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      169,630
COMMITMENTS
   1,986        0    2,711  164,933  166,919  169,630  169,630        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      6,353)
    -784        0      784    6,353    5,569    6,353    6,353        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      1.6     97.2     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       23       20       25       22                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,315
COMMITMENTS
       0      300        0    8,075    7,935    8,075    8,235      240       80

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     97.1     95.4     97.1     99.0      2.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       13       14       14                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,485
COMMITMENTS
      78        0        0   16,407   16,485   16,485   16,485        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -103)
       0        0        0     -103     -103     -103     -103        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:       24)
       1        0        0       15       21       16       21                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,495
COMMITMENTS
       0    1,050        0    9,415    8,335    9,415    9,385       80      110

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        630)
       0      200        0      630      330      630      530        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.1      0.0     99.2     87.8     99.2     98.8      0.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       16       20       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      755,440
COMMITMENTS
  70,735   25,882   81,376  603,329  648,182  755,440  755,440        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:     56,702)
  13,651    2,899    1,157   41,894   52,646   56,702   56,702        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      3.4     10.8     79.9     85.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       23       19       29       23                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,945
COMMITMENTS
       0      525        0   22,545   22,420   22,545   22,945      400        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        805)
       0        0        0      915    1,055      915    1,055     -110     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.0     98.3     97.7     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       16       21       17                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,515
COMMITMENTS
       0      525        0   20,045   19,910   20,045   20,435      470       80

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        810)
       0        0        0      910    1,060      910    1,060     -100     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.0     97.7     97.1     97.7     99.6      2.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       12       18       13                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,364
COMMITMENTS
     250      225        0   23,114   23,139   23,364   23,364        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        305)
       0        0        0      305      305      305      305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.0      0.0     98.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       23       20       24       21                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,854
COMMITMENTS
     250        0        0   21,604   21,854   21,854   21,854        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -100)
       0        0        0     -100     -100     -100     -100        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       21       16       22       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,695
COMMITMENTS
       0      500        0   19,060   19,195   19,060   19,695      635        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.5      0.0     96.8     97.5     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       16        8       16       10                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,155
COMMITMENTS
       0        0        0   15,825   15,995   15,825   15,995      330      160

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        335)
       0        0        0      335      335      335      335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.0     99.0     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       25       11       25       11                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,482
COMMITMENTS
      25      200        0   17,082   17,122   17,107   17,322      375      160

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        445)
       0        0        0      445      445      445      445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.1      0.0     97.7     97.9     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       25       15       26       16                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      122,934
COMMITMENTS
   3,110    1,060       50  119,774  121,824  122,934  122,934        0        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      4,034)
    -100        0        0    4,134    4,034    4,034    4,034        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      0.9      0.0     97.4     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        1       36       34       39       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      129,224
COMMITMENTS
   4,080    1,735      275  124,854  127,144  129,209  129,154       15       70

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,920)
     150       50       75    3,695    3,790    3,920    3,915        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      1.3      0.2     96.6     98.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        5        2       36       37       42       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      153,599
COMMITMENTS
  15,896   12,772    5,266  131,792  135,015  152,954  153,054      645      545

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      3,761)
    -454     -522     -119    3,847    3,917    3,273    3,276      488      485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      8.3      3.4     85.8     87.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      12       10       14       45       43       63       62                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,590
COMMITMENTS
   1,610    2,395    2,500  104,388  103,695  108,498  108,590       92        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:      2,380)
       0   -1,200    1,200    1,180    2,380    2,380    2,380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.2      2.3     96.1     95.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        4       40       36       46       42                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,615
COMMITMENTS
     395      805       60   23,160   22,680   23,615   23,545        0       70

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        575)
       0        0        0      575      575      575      575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      3.4      0.3     98.1     96.0    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       25       14       26       17                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,595
COMMITMENTS
      25        0      125   18,415   18,430   18,565   18,555       30       40

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -290)
       0        0        0     -290     -290     -290     -290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.7     99.0     99.1     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       23       11       24       12                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       30,123
COMMITMENTS
     334      300        5   29,714   29,533   30,053   29,838       70      285

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        545)
       0        0        0      545      345      545      345        0      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      1.0      0.0     98.6     98.0     99.8     99.1      0.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       29       29       31       31                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       12,478
COMMITMENTS
       0        0        0   12,478   12,358   12,478   12,358        0      120

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        705)
       0        0        0      715      585      715      585      -10      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0    100.0     99.0    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       17       17       17                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,130
COMMITMENTS
   3,428    1,770      225   26,192   27,995   29,845   29,990      285      140

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        455)
     275      -25       25      155      450      455      450        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      5.9      0.7     86.9     92.9     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        2       20       25       24       28                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,592
COMMITMENTS
   1,930        0        0   23,470   25,537   25,400   25,537      192       55

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        145)
     -25        0        0      316      145      291      145     -146        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      0.0      0.0     91.7     99.8     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       22       22       24       22                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,514
COMMITMENTS
     211    1,070       90   32,158   31,354   32,459   32,514       55        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        666)
     -10      315       10      856      401      856      726     -190      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      3.3      0.3     98.9     96.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        2       27       29       29       33                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,077
COMMITMENTS
       0      125      140   22,527   22,812   22,667   23,077      410        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -501)
       0        0        0     -511     -471     -511     -471       10      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.6     97.6     98.9     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       25       26       26       27                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,616
COMMITMENTS
       0      702        0   19,452   18,594   19,452   19,296      164      320

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      450      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     99.2     94.8     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       19       17       19       19                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,283
COMMITMENTS
       0      300        0   15,149   14,763   15,149   15,063      134      220

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        579)
       0        0        0      574      579      574      579        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     99.1     96.6     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       18       13       18       14                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,679
COMMITMENTS
   1,629      900       20   34,840   35,654   36,489   36,574      190      105

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:       -620)
       0        0        0     -620     -660     -620     -660        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      2.5      0.1     95.0     97.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        1       29       27       33       30                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,395
COMMITMENTS
     935        0        0   14,340   15,395   15,275   15,395      120        0

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        610)
    -100        0        0      710      666      610      666        0      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.0      0.0     93.1    100.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       21       19       22       19                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,138
COMMITMENTS
   1,918       50        0   13,170   15,058   15,088   15,108       50       30

CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST:        455)
     -80        0        0      565      425      485      425      -30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      0.3      0.0     87.0     99.5     99.7     99.8      0.3      0.2

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



Updated November 30, 2015