CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       12,042
COMMITMENTS
   4,256    1,780    1,106    6,658    9,156   12,020   12,042       22        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,120)
     377      327      569    1,171    1,225    2,116    2,120        4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.3     14.8      9.2     55.3     76.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        5        4        8        6       23       14                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       47,785
COMMITMENTS
  16,397    9,444   13,535   17,847   24,806   47,779   47,785        6        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      9,126)
   3,956    3,102    5,685     -515      338    9,126    9,126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     19.8     28.3     37.3     51.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        7       11       11       10       30       24                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       25,375
COMMITMENTS
  13,450   21,145      850   11,075    3,030   25,375   25,025        0      350

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -150)
    -150     -150        0        0        0     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.0     83.3      3.3     43.6     11.9    100.0     98.6      0.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        7        4        6        2       15       10                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       11,835
COMMITMENTS
   1,275   10,400      895    9,665      500   11,835   11,795        0       40

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        500)
     500      500        0        0        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8     87.9      7.6     81.7      4.2    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3       12        3        6        2       12       14                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       28,006
COMMITMENTS
   4,459    5,424    2,497   20,762   19,853   27,718   27,774      288      232

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -3,188)
    -412      262   -1,414   -1,172   -1,866   -2,998   -3,018     -191     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9     19.4      8.9     74.1     70.9     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        4        6        6        7       15       16                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       60,825
COMMITMENTS
   4,606    6,571   11,204   44,669   42,704   60,479   60,479      345      345

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     11,160)
     358     -744    2,123    8,334    9,436   10,815   10,815      345      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     10.8     18.4     73.4     70.2     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      10        6        9       15       13       29       24                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:        7,475
COMMITMENTS
   4,925    5,675      100    2,450    1,700    7,475    7,475        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        500)
     500      500        0        0        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.9     75.9      1.3     32.8     22.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       6        8        1        4        3       11       11                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:        6,440
COMMITMENTS
   3,375    3,070      420    2,625    2,950    6,420    6,440       20        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        450)
     350        0        0      100      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.4     47.7      6.5     40.8     45.8     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        4        1        5        4       13        9                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       10,795
COMMITMENTS
   2,545    7,270    1,000    7,250    2,525   10,795   10,795        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:          0)
      50     -200      300     -350     -100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     67.3      9.3     67.2     23.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        3        6        2       17        9                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,409,083
COMMITMENTS
 531,318  212,154  831,393  3005532  3352636  4368243  4396183   40,840   12,900

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    129,562)
 -26,411  -10,255   82,552   75,725   60,332  131,866  132,629   -2,304   -3,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      4.8     18.9     68.2     76.0     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      38       40       59      140      122      210      190                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,769,538
COMMITMENTS
 102,672   79,587  1441770  1224163  1246676  2768606  2768034      932    1,504

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    342,162)
  -9,434   11,733  223,682  127,791  106,811  342,039  342,226      123      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      2.9     52.1     44.2     45.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      26       24       44       57       52      103      100                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      296,370
COMMITMENTS
  17,758   11,984   15,781  241,846  258,350  275,385  286,115   20,985   10,255

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      5,444)
    -646     -735    1,798    5,154    4,756    6,306    5,819     -862     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      4.0      5.3     81.6     87.2     92.9     96.5      7.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        7       10       38       31       50       42                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,103
COMMITMENTS
   6,163    7,958    3,119  134,499  137,131  143,781  148,208    9,322    4,895

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      5,283)
   3,261      745     -860    2,993    4,481    5,394    4,366     -111      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      5.2      2.0     87.8     89.6     93.9     96.8      6.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        5       30       32       35       40                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,280
COMMITMENTS
   1,922    8,271    8,271  219,572  214,943  229,765  231,485   11,515    9,795

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:         36)
     396     -240      111      817    1,913    1,324    1,784   -1,288   -1,748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.4      3.4     91.0     89.1     95.2     95.9      4.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        4       34       33       38       39                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      676,256
COMMITMENTS
   4,237   15,013   17,527  642,426  637,121  664,190  669,661   12,066    6,595

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     18,714)
   3,183      212    1,042   13,766   18,231   17,991   19,485      723     -771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.2      2.6     95.0     94.2     98.2     99.0      1.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        6        7       50       42       57       50                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      310,697
COMMITMENTS
   9,126    2,251    8,835  285,374  290,793  303,335  301,879    7,362    8,818

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,734)
  -2,576    1,578    1,296    4,965    1,423    3,685    4,297     -951   -1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.7      2.8     91.8     93.6     97.6     97.2      2.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        2        5       35       38       41       44                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      298,051
COMMITMENTS
   9,953    2,364    3,097  278,779  287,606  291,829  293,067    6,222    4,984

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      5,428)
  -1,037      627     -677    7,020    5,422    5,306    5,372      122       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.8      1.0     93.5     96.5     97.9     98.3      2.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        2        5       42       44       48       49                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      136,132
COMMITMENTS
   2,902    5,583    1,510  126,686  122,096  131,098  129,189    5,034    6,943

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     10,425)
   1,326      749     -194   10,488   10,865   11,620   11,420   -1,195     -995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      4.1      1.1     93.1     89.7     96.3     94.9      3.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        4        2       25       26       27       31                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,074
COMMITMENTS
   6,055    6,827    1,403  105,240  102,675  112,698  110,905    7,376    9,169

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,290)
   1,897     -704     -377      -19    3,161    1,501    2,080      789      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      5.7      1.2     87.6     85.5     93.9     92.4      6.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        3       29       24       32       31                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,814
COMMITMENTS
       0    3,368    2,298   99,211   95,707  101,509  101,373   10,305   10,441

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        593)
    -834    1,315      491    1,709     -670    1,366    1,136     -773     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      2.1     88.7     85.6     90.8     90.7      9.2      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       17       19       19       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      167,232
COMMITMENTS
       0        0        0  159,916  158,716  159,916  158,716    7,316    8,516

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:         22)
       0        0        0       23      -39       23      -39       -1       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     94.9     95.6     94.9      4.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       29       21       29       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,715
COMMITMENTS
       0        0        0   76,720   83,177   76,720   83,177    8,995    2,538

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,012)
       0        0        0    3,717    2,922    3,717    2,922     -705       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.5     97.0     89.5     97.0     10.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       20       19       20       19                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      325,591
COMMITMENTS
   2,708    4,217    4,938  309,091  310,487  316,737  319,642    8,854    5,949

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     12,494)
     364   -1,725    2,090    9,888   12,006   12,342   12,371      152      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.3      1.5     94.9     95.4     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        4        3       48       41       52       47                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,158
COMMITMENTS
       0    4,385    2,195   79,100   77,274   81,295   83,854    8,863    6,304

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,780)
       0   -1,101      668    2,850    2,967    3,518    2,534     -738      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.9      2.4     87.7     85.7     90.2     93.0      9.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        2       23       23       25       26                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,009
COMMITMENTS
     737        0        0   14,326   14,051   15,063   14,051    1,946    2,958

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.0      0.0     84.2     82.6     88.6     82.6     11.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        9       13       11       13                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,732
COMMITMENTS
     182    5,026    2,060   70,114   67,791   72,356   74,877    6,376    3,855

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        498)
    -767      191      786      512     -415      531      562      -33      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      6.4      2.6     89.1     86.1     91.9     95.1      8.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        2       16       17       18       20                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,916
COMMITMENTS
   8,841      148    1,712   71,575   81,508   82,128   83,368    1,788      548

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     21,483)
   4,029      148    1,712   15,794   19,313   21,535   21,173      -52      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5      0.2      2.0     85.3     97.1     97.9     99.3      2.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        1        1       28       21       35       22                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,967
COMMITMENTS
  11,150    1,360    2,383   84,420   95,054   97,953   98,797    2,014    1,170

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     21,061)
   4,366     -146    2,006   13,900   19,135   20,272   20,995      789       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.2      1.4      2.4     84.4     95.1     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        2        3       36       27       47       30                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       61,276
COMMITMENTS
     509      765       87   59,635   59,286   60,231   60,138    1,045    1,138

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      7,940)
     161      765       87    7,177    7,072    7,425    7,924      515       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.2      0.1     97.3     96.8     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       14       18       16       21                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      217,976
COMMITMENTS
       0    1,055      707  213,586  209,832  214,293  211,594    3,683    6,382

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      6,761)
       0      113      -66    9,038    8,556    8,972    8,603   -2,211   -1,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.3     98.0     96.3     98.3     97.1      1.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        1        1       41       38       42       39                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,794
COMMITMENTS
       0    2,252    1,619   39,301   44,155   40,920   48,026   11,874    4,768

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,639)
       0      -81       89      867    1,328      956    1,336      683      303

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.3      3.1     74.4     83.6     77.5     91.0     22.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       17       18       19       20                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,469
COMMITMENTS
       0   16,744      875  110,493   94,373  111,368  111,992    9,101    8,477

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      7,449)
       0    1,139       34    6,658    8,510    6,692    9,683      757   -2,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.9      0.7     91.7     78.3     92.4     93.0      7.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        5        1       22       25       23       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,151
COMMITMENTS
  16,226        0      646   88,507  106,407  105,379  107,053    6,772    5,098

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,799)
     457        0      -16      994      589    1,435      573      364    1,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.5      0.0      0.6     78.9     94.9     94.0     95.5      6.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        0        1       22       16       28       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,134
COMMITMENTS
     310        0        0  101,616  105,567  101,926  105,567    5,208    1,567

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        801)
     310        0        0    2,736    1,246    3,046    1,246   -2,245     -445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     94.8     98.5     95.1     98.5      4.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       19       20       19                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,657
COMMITMENTS
     217    1,317    1,541  125,102  126,241  126,860  129,099    4,797    2,558

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        623)
  -1,515      318      716    3,712    1,216    2,913    2,250   -2,290   -1,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.0      1.2     95.0     95.9     96.4     98.1      3.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       19       19       22       22                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      138,653
COMMITMENTS
   2,925   11,688    3,222  117,157  114,288  123,304  129,198   15,349    9,455

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        461)
   1,052    1,177   -2,045    3,203    3,150    2,210    2,282   -1,749   -1,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      8.4      2.3     84.5     82.4     88.9     93.2     11.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        4        3       33       30       36       35                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,644
COMMITMENTS
       0    2,666        0   18,486   16,345   18,486   19,011    1,158      633

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.6      0.0     94.1     83.2     94.1     96.8      5.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       11       10       13                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,986
COMMITMENTS
   1,015    1,226       29   44,618   45,137   45,662   46,392    1,324      594

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      4,374)
       0      883        0    3,971    3,429    3,971    4,312      403       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      2.6      0.1     95.0     96.1     97.2     98.7      2.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       13       16       15       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,091
COMMITMENTS
       0    1,276        0   46,658   46,950   46,658   48,226    2,433      865

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      6,000)
       0        0        0    5,324    5,657    5,324    5,657      676      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.6      0.0     95.0     95.6     95.0     98.2      5.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       16       13       16       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      206,123
COMMITMENTS
   1,926    8,333    1,564  195,093  189,387  198,583  199,284    7,540    6,839

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      6,466)
    -270      -21      709    4,290    5,008    4,729    5,696    1,737      770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      4.0      0.8     94.6     91.9     96.3     96.7      3.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        7        4       38       32       42       40                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       89,175
COMMITMENTS
       0        0        0   85,838   85,149   85,838   85,149    3,337    4,026

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        787)
       0        0        0    3,109    1,309    3,109    1,309   -2,322     -522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.3     95.5     96.3     95.5      3.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       20       18       20                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       88,173
COMMITMENTS
       0        0        0   78,043   78,916   78,043   78,916   10,130    9,257

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,200)
       0        0        0    2,191    2,232    2,191    2,232        9      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.5     89.5     88.5     89.5     11.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       16       16       16       16                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       86,378
COMMITMENTS
       0        0        0   78,568   83,411   78,568   83,411    7,810    2,967

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,202)
       0        0        0    2,111    2,787    2,111    2,787       91     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.0     96.6     91.0     96.6      9.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       22       19       22       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       90,679
COMMITMENTS
   3,072        0        0   80,888   87,462   83,960   87,462    6,719    3,217

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,721)
       0        0        0    1,110    1,262    1,110    1,262      611      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.0      0.0     89.2     96.5     92.6     96.5      7.4      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       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 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      167,470
COMMITMENTS
  22,760   12,069   15,980  128,018  138,887  166,758  166,936      712      534

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      8,213)
    -619    1,507    2,403    6,304    4,297    8,088    8,206      125        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      7.2      9.5     76.4     82.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      11       17       21       52       51       76       76                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       52,530
COMMITMENTS
   1,624    1,322    1,250   49,551   49,853   52,424   52,424      106      106

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        400)
     313      749       -3       90     -346      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      2.5      2.4     94.3     94.9     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        3       30       26       35       30                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      473,357
COMMITMENTS
  21,921        0    9,035  442,401  464,322  473,357  473,357        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     13,074)
   2,189        0     -615   11,811   14,000   13,385   13,385     -311     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      0.0      1.9     93.5     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        0        3       23       23       28       26                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,617,022
COMMITMENTS
  70,771   84,325   19,120  1527131  1513577  1617022  1617022        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     40,237)
   5,064    5,560        0   35,744   34,677   40,808   40,237     -571        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      5.2      1.2     94.4     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        6        4       36       42       41       51                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,724
COMMITMENTS
   2,389    4,378    2,985   63,350   61,037   68,724   68,400        0      324

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        -24)
     590      173      151     -764     -672      -24     -348        0      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      6.4      4.3     92.2     88.8    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        8        3       23       24       30       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      495,449
COMMITMENTS
   1,480   12,590    4,602  489,367  478,257  495,449  495,449        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     10,765)
       0     -304        0   10,765   11,069   10,765   10,765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.5      0.9     98.8     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       20       19       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      394,357
COMMITMENTS
       0    5,816        0  394,357  388,541  394,357  394,357        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      4,680)
       0        0        0    4,680    4,680    4,680    4,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0    100.0     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        2        0       33       33       33       35                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       39,121
COMMITMENTS
     717        0      468   36,864   37,465   38,049   37,933    1,072    1,188

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -104)
     342        0      -86     -315        4      -59      -82      -45      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      1.2     94.2     95.8     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        2       28       28       32       30                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,819
COMMITMENTS
       8       50       98   50,277   50,637   50,383   50,785      436       34

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,420)
    -990        0        0    2,410    1,420    1,420    1,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.2     98.9     99.6     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        1       35       32       36       34                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       69,270
COMMITMENTS
     203       50       58   68,467   69,113   68,728   69,221      542       49

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,562)
  -1,140        0      -32    3,694    2,594    2,522    2,562       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.1      0.1     98.8     99.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        1       35       30       37       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,517
COMMITMENTS
       0        0        0   19,397   19,397   19,397   19,397      120      120

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        -18)
       0        0        0      -18      -18      -18      -18        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.4     99.4     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       14       19       14                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      298,624
COMMITMENTS
     376        0        0  298,248  298,624  298,624  298,624        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,152)
     376        0        0    2,776    3,152    3,152    3,152        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       26       19       27       19                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,872
COMMITMENTS
   1,539        0        0    8,247    9,828    9,786    9,828       86       44

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,192)
     368        0        0    1,824    2,192    2,192    2,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6      0.0      0.0     83.5     99.6     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       18       19       20       19                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,910
COMMITMENTS
   4,900        0        0    7,950   12,850   12,850   12,850       60       60

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0      0.0      0.0     61.6     99.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        9       16       11       16                  
 
 
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV                     Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,220
COMMITMENTS
       0      300        0    7,160    6,865    7,160    7,165       60       55

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.2      0.0     99.2     95.1     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15        9       15       10                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,538
COMMITMENTS
     905      300      150    6,898    8,033    7,953    8,483      585       55

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,200)
     330       50        0      870    1,150    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      3.5      1.8     80.8     94.1     93.1     99.4      6.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        1       14       15       16       18                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,075
COMMITMENTS
       0      250        0   26,075   25,705   26,075   25,955        0      120

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        485)
       0       50        0      485      435      485      485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.0      0.0    100.0     98.6    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       24       21       24       23                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,976
COMMITMENTS
       0      125        0   22,766   22,851   22,766   22,976      210        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,096)
       0        0        0    1,096    1,151    1,096    1,151        0      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     99.1     99.5     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       25       21       25       23                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       21,710
COMMITMENTS
      63      213       42   21,455   20,644   21,560   20,899      150      811

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        508)
       0        2       42      443      508      485      552       23      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.0      0.2     98.8     95.1     99.3     96.3      0.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        1       27       22       29       25                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,009
COMMITMENTS
     160    3,623    1,120   58,478   55,079   59,758   59,822      251      187

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,256)
       0     -923      679    1,616    2,473    2,295    2,229      -39       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.0      1.9     97.4     91.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        3       32       32       36       38                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       72,889
COMMITMENTS
     217    9,541    2,233   70,439   61,040   72,889   72,814        0       75

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,735)
     -93   -1,574      695    1,133    2,634    1,735    1,755        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     13.1      3.1     96.6     83.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2       10        9       35       36       44       48                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,575
COMMITMENTS
   1,215        0        0   44,930   46,530   46,145   46,530      430       45

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,340)
    -935        0     -220    2,175    1,545    1,020    1,325      320       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.0     96.5     99.9     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       26       13       27       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,070
COMMITMENTS
   1,630        0        0   50,205   52,055   51,835   52,055      235       15

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,180)
  -1,915        0      -95    3,190    1,260    1,180    1,165        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.0     96.4    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       26       14       27       14                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      355,428
COMMITMENTS
  32,329   24,559   10,057  313,042  320,812  355,428  355,428        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -4,330)
   5,445        0        0   -9,775   -4,330   -4,330   -4,330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      6.9      2.8     88.1     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        2       29       30       32       36                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,303
COMMITMENTS
   4,791    2,096      447   20,917   23,695   26,155   26,238      148       65

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        436)
      29     -107       23      363      520      415      436       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2      8.0      1.7     79.5     90.1     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        4       27       32       32       40                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       35,554
COMMITMENTS
     105    3,165    1,593   33,856   30,796   35,554   35,554        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -328)
       0        0        0     -328     -328     -328     -328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      8.9      4.5     95.2     86.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        6        4       14       14       20       21                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      354,873
COMMITMENTS
       0      759        0  354,873  354,114  354,873  354,873        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      3,904)
       0        0        0    3,904    3,904    3,904    3,904        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       21       17       21       18                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       29,516
COMMITMENTS
     722      560        0   28,753   28,249   29,475   28,809       41      707

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        312)
      21      176        0      291      113      312      289        0       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      1.9      0.0     97.4     95.7     99.9     97.6      0.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        0       17       16       20       18                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      133,570
COMMITMENTS
       0    5,000        0  133,570  128,570  133,570  133,570        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        759)
       0        0        0      759      759      759      759        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.7      0.0    100.0     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,785
COMMITMENTS
   1,691      471      406   12,560   12,522   14,657   13,399      128    1,386

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,021)
      24       51      170      868      715    1,062      936      -41       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      3.2      2.7     85.0     84.7     99.1     90.6      0.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       18       20       22       23                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      180,753
COMMITMENTS
  10,773        0    1,586  168,394  179,167  180,753  180,753        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        750)
       0        0        0      750      750      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      0.9     93.2     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       18       20       21       21                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,181
COMMITMENTS
     170    1,418       65   16,861   15,336   17,096   16,819       85      362

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,364)
      19      210      -40    1,364    1,111    1,343    1,281       21       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      8.3      0.4     98.1     89.3     99.5     97.9      0.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       25       24       27       27                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      181,852
COMMITMENTS
   2,828        0    1,485  177,539  180,367  181,852  181,852        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      4,376)
       0        0        0    4,376    4,376    4,376    4,376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.8     97.6     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        2       19       20       21       22                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,170
COMMITMENTS
       0      700       50    9,060    8,365    9,110    9,115       60       55

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        495)
       0        0        0      660      495      660      495     -165        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.6      0.5     98.8     91.2     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        1       17       13       18       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,427
COMMITMENTS
     229        0        0   20,198   20,427   20,427   20,427        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        332)
     104      -26        0      228      358      332      332        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:       26)
       1        0        0       17       19       18       19                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,980
COMMITMENTS
       0        0        0    9,005    9,895    9,005    9,895      975       85

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        360)
       0        0        0      350      360      350      360       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     90.2     99.1     90.2     99.1      9.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       11       16       11                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,585
COMMITMENTS
       0    1,680        0   11,865   10,905   11,865   12,585      720        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        490)
       0      150        0      480      340      480      490       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.3      0.0     94.3     86.7     94.3    100.0      5.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       17       22       18                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      490,323
COMMITMENTS
  22,663   25,698   97,410  367,935  367,214  488,008  490,323    2,315        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,194)
  12,028   -2,233    2,712  -15,967   -1,673   -1,227   -1,194       33        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      5.2     19.9     75.0     74.9     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        2        3       17       13       22       17                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,930
COMMITMENTS
       0      300        0   23,635   23,570   23,635   23,870      295       60

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      205      215      205      215       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.0     98.8     98.5     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       20       15       20       16                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,895
COMMITMENTS
       0      300        0   20,400   20,555   20,400   20,855      495       40

CHANGES FROM 02/16/16 (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      1.4      0.0     97.6     98.4     97.6     99.8      2.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       13       16       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,274
COMMITMENTS
     700       50        0   19,454   20,224   20,154   20,274      120        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,500)
       0        0        0   -1,500   -1,500   -1,500   -1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.2      0.0     96.0     99.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        0       19       17       21       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,134
COMMITMENTS
     250        0        0   18,570   19,124   18,820   19,124      314       10

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,265)
       0        0        0   -1,265   -1,265   -1,265   -1,265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      0.0      0.0     97.1     99.9     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       15       18       15                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,305
COMMITMENTS
     300       50        0   20,290   21,255   20,590   21,305      715        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        720)
     300        0        0      420      720      720      720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.2      0.0     95.2     99.8     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       17       14       18       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,680
COMMITMENTS
       0       25        0   18,035   18,545   18,035   18,570      645      110

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,540)
       0        0        0    1,540    1,540    1,540    1,540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.1      0.0     96.5     99.3     96.5     99.4      3.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       13       20       14                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,792
COMMITMENTS
     100       25      100   18,177   18,557   18,377   18,682      415      110

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,337)
       0        0        0    1,337    1,337    1,337    1,337        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.1      0.5     96.7     98.7     97.8     99.4      2.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       16       22       18                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      120,410
COMMITMENTS
   2,125      645        0  118,285  119,765  120,410  120,410        0        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -415)
    -605        0        0      190     -415     -415     -415        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.5      0.0     98.2     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        0       34       34       37       37                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      139,556
COMMITMENTS
   3,290    3,410      455  135,811  135,649  139,556  139,514        0       42

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,442)
    -525    1,275       50    1,917      117    1,442    1,442        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      2.4      0.3     97.3     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        7        3       39       37       44       46                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      161,900
COMMITMENTS
   7,247   14,878    8,755  145,727  138,230  161,729  161,863      171       37

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      4,085)
     592    3,243     -471    3,899    1,309    4,020    4,081       65        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      9.2      5.4     90.0     85.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
       7       16       11       46       45       63       62                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,385
COMMITMENTS
   1,760    1,650    2,350  110,149  110,385  114,259  114,385      126        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -325)
       0      100      -50     -275     -375     -325     -325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      1.4      2.1     96.3     96.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        2       41       34       48       37                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,280
COMMITMENTS
     285      970       80   33,855   33,190   34,220   34,240       60       40

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,020)
     -25      300        0    1,045      720    1,020    1,020        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      2.8      0.2     98.8     96.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       25       16       27       19                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,125
COMMITMENTS
       0       75       25   29,100   28,985   29,125   29,085        0       40

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        530)
       0        0        0      530      530      530      530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.3      0.1     99.9     99.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       23       10       24       11                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       30,184
COMMITMENTS
     254      500        0   29,885   29,644   30,139   30,144       45       40

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,720)
       0        0        0    1,720    1,720    1,720    1,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.7      0.0     99.0     98.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        0       28       28       29       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       16,742
COMMITMENTS
       0        0        0   16,567   16,742   16,567   16,742      175        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        652)
       0        0        0      652      652      652      652        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20       17       20       17                  
 
 
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,310
COMMITMENTS
       0        0        0   14,980   15,295   14,980   15,295      330       15

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.8     99.9     97.8     99.9      2.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       10       16       10                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,380
COMMITMENTS
   2,303    2,016       62   24,784   24,942   27,149   27,020      231      360

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,195)
      13       55       62    1,120    1,058    1,195    1,175        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      7.4      0.2     90.5     91.1     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        2       23       24       28       29                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,333
COMMITMENTS
     440      116       40   19,727   19,975   20,207   20,131      126      202

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:         80)
       0       10        0       80       58       80       68        0       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.6      0.2     97.0     98.2     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       21       22       23       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,554
COMMITMENTS
   1,125    3,205      175   36,224   34,174   37,524   37,554       30        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        527)
     -15      325       15      527      187      527      527        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      8.5      0.5     96.5     91.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        2       29       30       32       35                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,772
COMMITMENTS
     470       95        0   22,907   23,662   23,377   23,757      395       15

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -181)
       0        0        0     -181     -181     -181     -181        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      0.4      0.0     96.4     99.5     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       26       22       27       23                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,806
COMMITMENTS
       0    1,665        0   21,747   20,131   21,747   21,796       59       10

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        336)
       0        5        0      315      331      315      336       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.6      0.0     99.7     92.3     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       20       19       20       21                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,274
COMMITMENTS
       0      550        0   15,219   14,532   15,219   15,082       55      192

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        220)
       0        0        0      220      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.6      0.0     99.6     95.1     99.6     98.7      0.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       16       15       16       17                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,171
COMMITMENTS
     274        0      100   36,622   36,911   36,996   37,011      175      160

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,605)
     -95        0       55    1,645    1,550    1,605    1,605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.3     98.5     99.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        0        1       29       28       32       29                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       15,503
COMMITMENTS
     537        0       18   14,228   15,332   14,783   15,350      720      153

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        -41)
       0        0        0     -131     -161     -131     -161       90      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.0      0.1     91.8     98.9     95.4     99.0      4.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       16       22       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,034
COMMITMENTS
   1,464       50        0   11,920   13,984   13,384   14,034      650        0

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        -26)
     -35        0        0        9      -26      -26      -26        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.4      0.4      0.0     84.9     99.6     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       24       17       25       18                  



Updated February 26, 2016