CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       10,384
COMMITMENTS
   5,084      931      200    5,078    9,253   10,362   10,384       22        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         68)
      93       50        0      -25       18       68       68        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.0      9.0      1.9     48.9     89.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      11        4        3        8        6       20       12                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       52,446
COMMITMENTS
  23,782    9,315   11,359   17,276   31,762   52,417   52,436       29       10

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        152)
   1,865      126     -822     -892      848      151      152        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3     17.8     21.7     32.9     60.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        8       12        9       10       28       26                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       26,075
COMMITMENTS
  14,150   21,795      850   11,075    3,080   26,075   25,725        0      350

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        500)
     500      500        0        0        0      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.3     83.6      3.3     42.5     11.8    100.0     98.7      0.0      1.3

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 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       11,585
COMMITMENTS
   2,650   10,100      945    7,990      500   11,585   11,545        0       40

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        350)
     300      300       50        0        0      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     87.2      8.2     69.0      4.3    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3       11        3        6        2       12       13                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       62,725
COMMITMENTS
   3,671    7,848    9,042   50,011   45,835   62,725   62,725        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        801)
     260      169   -1,977    2,518    2,609      801      801        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     12.5     14.4     79.7     73.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        8       11       15       14       29       28                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:        7,825
COMMITMENTS
   4,100    6,025      100    3,625    1,700    7,825    7,825        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        200)
     200      200        0        0        0      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.4     77.0      1.3     46.3     21.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        6        1        4        3       12       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:        6,900
COMMITMENTS
   3,275    3,520      320    3,285    3,060    6,880    6,900       20        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        100)
     -50      400        0      150     -300      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.5     51.0      4.6     47.6     44.3     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 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       11,695
COMMITMENTS
   3,545    6,820    1,150    7,000    3,725   11,695   11,695        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        850)
     700     -300      150        0    1,000      850      850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     58.3      9.8     59.9     31.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        5        4        6        2       18        9                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,291,842
COMMITMENTS
 509,608  227,945  703,795  3031019  3344553  4244422  4276293   47,420   15,549

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     60,502)
  30,274  -17,629  -43,226   72,861  121,743   59,909   60,888      593     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      5.3     16.4     70.6     77.9     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      38       38       54      135      121      205      181                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,292,584
COMMITMENTS
  71,640   33,175  1188930  1025915  1068852  2286485  2290957    6,098    1,626

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:    -51,509)
 -20,483  -26,580  -14,547  -16,826  -10,275  -51,855  -51,402      347     -107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      1.4     51.9     44.7     46.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      23       20       35       53       52       92       91                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      278,096
COMMITMENTS
  15,374    7,770   12,999  229,943  246,939  258,316  267,708   19,780   10,388

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -8,789)
  -6,257    2,382   -1,143   -2,502  -10,567   -9,902   -9,328    1,113      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      2.8      4.7     82.7     88.8     92.9     96.3      7.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        6       10       37       32       49       42                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,584
COMMITMENTS
   2,678    9,651    4,649  135,417  133,504  142,744  147,804   10,840    5,780

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      5,289)
    -266     -305      848    5,528    5,060    6,110    5,603     -821     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      6.3      3.0     88.2     86.9     92.9     96.2      7.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        5        4       28       29       32       36                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,452
COMMITMENTS
   1,030    1,902    7,927  203,816  205,816  212,773  215,645   14,679   11,807

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        502)
    -672     -960     -329     -805    1,305   -1,806       16    2,308      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.8      3.5     89.6     90.5     93.5     94.8      6.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        5       28       28       33       33                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      674,295
COMMITMENTS
   6,457    8,793   16,319  639,098  645,258  661,874  670,370   12,421    3,925

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     11,602)
  -1,546      171   -1,771   13,412   13,074   10,095   11,474    1,507      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.3      2.4     94.8     95.7     98.2     99.4      1.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        3        5       53       40       58       46                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      305,917
COMMITMENTS
  16,640    2,584    3,925  274,509  291,060  295,074  297,569   10,843    8,348

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,956)
    -999      277      -30    4,066    3,730    3,037    3,977      -81   -1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.8      1.3     89.7     95.1     96.5     97.3      3.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        2        4       29       38       34       43                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      287,278
COMMITMENTS
  12,433    1,411    2,545  266,391  277,642  281,369  281,598    5,909    5,680

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      7,244)
      75        0      317    7,493    6,767    7,885    7,084     -641      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.5      0.9     92.7     96.6     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        1        4       37       43       42       47                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      126,016
COMMITMENTS
   2,089    1,414    2,705  116,840  111,506  121,634  115,625    4,382   10,391

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      4,170)
     284     -816      939    3,055    1,551    4,278    1,674     -108    2,496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.1      2.1     92.7     88.5     96.5     91.8      3.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       22       23       24       26                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,637
COMMITMENTS
   7,390    4,247    1,114  107,760  107,412  116,264  112,773    7,373   10,864

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,455)
      29     -118     -421    7,283    3,755    6,891    3,216   -3,436      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      3.4      0.9     87.2     86.9     94.0     91.2      6.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        2       27       22       29       24                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,735
COMMITMENTS
     440    3,223    1,413   92,074   92,413   93,927   97,049   12,808    9,686

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,944)
    -123    2,948     -765    2,866     -231    1,978    1,952      -34       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.0      1.3     86.3     86.6     88.0     90.9     12.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       14       19       16       21                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      163,171
COMMITMENTS
       0        0        0  156,053  151,770  156,053  151,770    7,118   11,401

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,696)
       0        0        0    5,382    3,881    5,382    3,881   -1,686     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     93.0     95.6     93.0      4.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       28       21       28       21                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,144
COMMITMENTS
       0        0        0   80,726   86,684   80,726   86,684   11,418    5,460

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        -28)
       0        0        0    1,226       32    1,226       32   -1,254      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     87.6     94.1     87.6     94.1     12.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       15       15       15                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      325,125
COMMITMENTS
     358    3,925    6,069  307,488  308,206  313,915  318,200   11,210    6,925

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      4,407)
      27      459     -242    4,427    4,295    4,212    4,512      195     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.2      1.9     94.6     94.8     96.6     97.9      3.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        4        4       44       39       48       45                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,401
COMMITMENTS
     266    2,160    2,175   71,541   73,023   73,982   77,358    9,419    6,043

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         -2)
    -418     -454      123      209      273      -86      -58       84       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      2.6      2.6     85.8     87.6     88.7     92.8     11.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       21       20       23       23                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,978
COMMITMENTS
     321    5,693    1,556   67,348   65,687   69,225   72,936    7,753    4,042

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,924)
    -360      610       78    3,754    2,870    3,472    3,558      452      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      7.4      2.0     87.5     85.3     89.9     94.7     10.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       17       15       19       18                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,463
COMMITMENTS
  12,602      660        0   57,160   70,205   69,762   70,865    1,701      598

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      6,803)
   3,690      660        0    2,907    5,779    6,597    6,439      206      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      0.9      0.0     80.0     98.2     97.6     99.2      2.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       16       15       19       16                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,247
COMMITMENTS
  27,940      970      465   68,626   96,076   97,031   97,511    2,216    1,736

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      5,760)
   3,225      195      465    1,806    5,100    5,496    5,760      264        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2      1.0      0.5     69.1     96.8     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      16        3        1       31       22       48       25                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,205
COMMITMENTS
     248      372        0   63,729   63,971   63,977   64,343    1,228      862

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     12,032)
       0        0        0   11,914   11,604   11,914   11,604      118      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      0.6      0.0     97.7     98.1     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       14       17       15       18                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      219,286
COMMITMENTS
     175        0    1,239  211,467  211,050  212,881  212,289    6,405    6,997

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      8,522)
     175     -532      237    7,685    8,610    8,097    8,315      425      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.6     96.4     96.2     97.1     96.8      2.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        0        1       33       32       34       33                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,262
COMMITMENTS
       0    5,176    1,003   35,419   41,623   36,422   47,802   16,840    5,460

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,231)
       0     -542      227      120    1,486      347    1,171      884       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.7      1.9     66.5     78.1     68.4     89.7     31.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        2       11       15       13       18                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,747
COMMITMENTS
       0   18,632    1,137  105,199   90,319  106,336  110,088   10,411    6,659

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,828)
       0      -26      178    2,048    1,496    2,226    1,648     -398      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.0      1.0     90.1     77.4     91.1     94.3      8.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        1       15       24       16       27                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,352
COMMITMENTS
  13,356        0      646   91,044  109,730  105,046  110,376   10,306    4,976

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,792)
     433        0       10    1,815    2,755    2,258    2,765      534       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      0.0      0.6     78.9     95.1     91.1     95.7      8.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        0        2       16       14       22       16                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,824
COMMITMENTS
       0        0        0  102,362  105,327  102,362  105,327    4,462    1,497

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,764)
       0        0        0    1,976    1,828    1,976    1,828     -212      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.8     98.6     95.8     98.6      4.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       18       19       18                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      125,509
COMMITMENTS
   2,081    2,135    1,666  114,174  119,496  117,921  123,297    7,588    2,212

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     -1,197)
   1,135    1,131      335   -2,131   -1,357     -661      109     -536   -1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      1.7      1.3     91.0     95.2     94.0     98.2      6.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       15       17       17       21                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,973
COMMITMENTS
   3,304   13,880    1,304  120,526  120,162  125,134  135,346   18,839    8,627

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      4,284)
    -230    1,800       70    4,721    5,261    4,561    7,131     -277   -2,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      9.6      0.9     83.7     83.5     86.9     94.0     13.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        2       25       28       27       32                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,282
COMMITMENTS
       0    3,866        0   18,388   15,044   18,388   18,910      894      372

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     20.0      0.0     95.4     78.0     95.4     98.1      4.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       12       12       14                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,337
COMMITMENTS
       0    1,944        0   39,022   37,785   39,022   39,729    1,315      608

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.8      0.0     96.7     93.7     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       10       13       10       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,704
COMMITMENTS
       0        0        0   47,829   48,964   47,829   48,964    1,875      740

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,544)
       0        0        0    1,424    1,544    1,424    1,544      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     96.2     98.5     96.2     98.5      3.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       15       14       15       14                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      201,846
COMMITMENTS
   1,556    6,377    1,855  191,329  185,649  194,740  193,881    7,106    7,965

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,038)
     292     -276     -568    3,407    2,811    3,131    1,967      -93    1,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      3.2      0.9     94.8     92.0     96.5     96.1      3.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        5        3       35       31       38       38                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       89,103
COMMITMENTS
       0        0        0   77,501   76,593   77,501   76,593   11,602   12,510

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        885)
       0        0        0      950      394      950      394      -65      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     87.0     86.0     87.0     86.0     13.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       14       13       14                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       90,680
COMMITMENTS
       0    1,443      331   80,792   86,651   81,123   88,425    9,557    2,255

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,895)
       0       30      -30    2,925    2,895    2,895    2,895        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.6      0.4     89.1     95.6     89.5     97.5     10.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       18       17       19       18                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       93,369
COMMITMENTS
   2,712        0        0   84,330   88,212   87,042   88,212    6,327    5,157

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,586)
       0        0        0    2,423     -302    2,423     -302     -837    1,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.0     90.3     94.5     93.2     94.5      6.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       11       17       11                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      164,979
COMMITMENTS
  24,322    8,848   17,745  122,096  138,139  164,163  164,732      816      247

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,932)
    -144   -1,827    1,904    1,151    2,877    2,910    2,954       22      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      5.4     10.8     74.0     83.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14       16       22       50       52       78       76                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       53,157
COMMITMENTS
   2,626    1,774      663   49,869   50,720   53,157   53,157        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,207)
     306      100     -306    2,207    2,413    2,207    2,207        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.3      1.2     93.8     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        2       27       27       33       31                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      463,138
COMMITMENTS
  22,352        0   11,767  429,019  451,371  463,138  463,138        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     12,504)
   5,154     -822       14    7,336   13,312   12,504   12,504        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.0      2.5     92.6     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        0        2       25       22       30       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,586,594
COMMITMENTS
  61,782   91,464   14,800  1510012  1480330  1586594  1586594        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     26,265)
   6,248    3,040      408   19,609   22,817   26,265   26,265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      5.8      0.9     95.2     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        7        3       34       41       39       50                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       67,770
COMMITMENTS
   3,045    5,565    2,549   62,176   59,656   67,770   67,770        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        938)
     592      931     -297      643      304      938      938        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      8.2      3.8     91.7     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        8        5       22       24       31       33                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      464,092
COMMITMENTS
     344   16,094    1,866  461,882  446,132  464,092  464,092        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        335)
       0    1,600        0      335   -1,265      335      335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      3.5      0.4     99.5     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        1       20       17       22       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      382,585
COMMITMENTS
       0    5,456        0  382,585  377,129  382,585  382,585        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      7,040)
       0        0        0    7,040    7,040    7,040    7,040        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        0       29       33       29       34                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       37,042
COMMITMENTS
   1,185       84      405   34,318   35,214   35,908   35,703    1,134    1,339

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:       -251)
    -102       84        0     -105       29     -207      113      -44     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.2      1.1     92.6     95.1     96.9     96.4      3.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        1       26       26       30       28                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,591
COMMITMENTS
       0        8       86   49,088   49,470   49,174   49,564      417       27

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.2     99.0     99.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        1        1       35       32       36       33                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       67,261
COMMITMENTS
     407        0       58   66,238   67,156   66,703   67,214      558       47

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        965)
     300        0        0      630      960      930      960       35        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.0      0.1     98.5     99.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        1       36       31       39       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,248
COMMITMENTS
      50        0        0   19,078   19,248   19,128   19,248      120        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50      170       50      170        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.0      0.0     99.1    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       17       14       18       14                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      325,680
COMMITMENTS
   1,616        0      368  323,696  325,312  325,680  325,680        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     10,440)
       0        0        0   10,440   10,440   10,440   10,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.1     99.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       25       19       26       20                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,190
COMMITMENTS
   1,651        0       21    8,389    9,911   10,061    9,932      129      258

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        278)
       0        0       21      236      257      257      278       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      0.0      0.2     82.3     97.3     98.7     97.5      1.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        1       19       18       23       19                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,060
COMMITMENTS
   5,500        0        0    7,500   13,000   13,000   13,000       60       60

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.1      0.0      0.0     57.4     99.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0        9       15       11       15                  
 
 
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV                     Code-0643AF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        6,945
COMMITMENTS
       0      300        0    6,885    6,595    6,885    6,895       60       50

CHANGES FROM 03/08/16 (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      4.3      0.0     99.1     95.0     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       15       10       15       11                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,415
COMMITMENTS
   1,145      200       50    9,650   11,115   10,845   11,365      570       50

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        770)
     -50        0       50      770      720      770      770        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      1.8      0.4     84.5     97.4     95.0     99.6      5.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       16       16       18       18                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       26,456
COMMITMENTS
       0      650        0   26,456   25,806   26,456   26,456        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        625)
       0      450        0      625      295      625      745        0     -120

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        0       22       22       22       24                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,562
COMMITMENTS
       0      125        0   23,382   23,432   23,382   23,557      180        5

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     99.2     99.4     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       25       22       25       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       22,563
COMMITMENTS
     215      126        0   22,199   21,645   22,414   21,771      149      792

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,025)
       0        0        0    1,004    1,111    1,004    1,111       21      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.6      0.0     98.4     95.9     99.3     96.5      0.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       27       24       28       25                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,373
COMMITMENTS
     233    1,908    1,535   55,372   53,720   57,140   57,163      233      210

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        343)
       0     -524      -18      383      848      365      306      -22       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      3.3      2.7     96.5     93.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        4       33       30       37       35                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       70,669
COMMITMENTS
     315    4,464    3,325   67,029   62,810   70,669   70,599        0       70

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,472)
    -113      151      185    1,400    1,131    1,472    1,467        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      6.3      4.7     94.8     88.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        8        9       35       32       45       42                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,907
COMMITMENTS
   1,180        0        0   41,305   42,847   42,485   42,847      422       60

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        282)
       0        0        0      280      267      280      267        2       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     96.3     99.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       25       13       26       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,017
COMMITMENTS
   1,535        0        0   46,432   48,017   47,967   48,017       50        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        212)
       0        0        0      212      212      212      212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      0.0      0.0     96.7    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       27       16       28       16                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      340,020
COMMITMENTS
  25,492   21,495    7,102  307,426  311,423  340,020  340,020        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     11,116)
 -14,046        0    4,390   20,772    6,726   11,116   11,116        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      6.3      2.1     90.4     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        1       29       29       32       34                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,136
COMMITMENTS
   4,357    1,355      598   21,139   24,160   26,094   26,113       42       23

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        771)
    -420       21       66    1,210      705      856      792      -85      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7      5.2      2.3     80.9     92.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        6        8       27       32       35       42                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       38,485
COMMITMENTS
     105    3,573    1,134   37,246   33,778   38,485   38,485        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,590)
       0      259       25    3,565    3,306    3,590    3,590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      9.3      2.9     96.8     87.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        6        4       15       15       21       22                  
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      322,815
COMMITMENTS
       0    4,734        0  322,815  318,081  322,815  322,815        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,904)
       0    1,904        0    1,904        0    1,904    1,904        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:       20)
       0        2        0       12       12       12       14                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      349,280
COMMITMENTS
       0      759        0  349,280  348,521  349,280  349,280        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      5,602)
       0        0        0    5,602    5,602    5,602    5,602        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:       27)
       0        1        0       23       16       23       17                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       28,497
COMMITMENTS
     659      497        0   27,774   27,593   28,433   28,090       64      407

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        -41)
      63        0        0     -104      -21      -41      -21        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      1.7      0.0     97.5     96.8     99.8     98.6      0.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       17       19       19       21                  
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      127,810
COMMITMENTS
       0    3,920        0  127,810  123,890  127,810  127,810        0        0

CHANGES FROM 03/08/16 (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      3.1      0.0    100.0     96.9    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 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,567
COMMITMENTS
   1,796      623      215   11,108   11,553   13,119   12,391      448    1,176

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        325)
     107      191      -86       27      199       48      304      277       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      4.6      1.6     81.9     85.2     96.7     91.3      3.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       15       18       19       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      166,581
COMMITMENTS
   6,861        0    1,586  158,134  164,995  166,581  166,581        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        384)
     768        0        0     -384      384      384      384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      0.0      1.0     94.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       14       18       17       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,027
COMMITMENTS
     365    2,183       21   18,555   16,525   18,941   18,729       86      298

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        853)
     151       63        0      702      852      853      915        0      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     11.5      0.1     97.5     86.9     99.5     98.4      0.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       23       23       26       26                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      184,661
COMMITMENTS
   1,152    4,588    2,385  181,124  177,688  184,661  184,661        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      4,688)
  -2,036    4,588    1,260    5,464   -1,160    4,688    4,688        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.5      1.3     98.1     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       19       15       21       16                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,260
COMMITMENTS
       0      760      120    8,080    7,330    8,200    8,210       60       50

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:       -530)
       0     -120       70     -600     -480     -530     -530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      9.2      1.5     97.8     88.7     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       18       12       20       15                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,560
COMMITMENTS
     619        0        0   19,941   20,560   20,560   20,560        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        771)
     181        0        0      590      771      771      771        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      0.0     97.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       18       16       19       16                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,125
COMMITMENTS
       0    1,630        0   10,215    9,480   10,215   11,110      910       15

CHANGES FROM 03/08/16 (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     14.7      0.0     91.8     85.2     91.8     99.9      8.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       15       15       16                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      539,820
COMMITMENTS
  12,819   48,065  105,999  419,492  385,756  538,310  539,820    1,510        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:     31,674)
   2,366   25,773   -2,697   31,709    8,597   31,379   31,674      295        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      8.9     19.6     77.7     71.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        4       18       16       23       21                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,630
COMMITMENTS
       0        0        0   18,570   18,630   18,570   18,630       60        0

CHANGES FROM 03/08/16 (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      0.0      0.0     99.7    100.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,590
COMMITMENTS
       0      225        0   22,320   22,320   22,320   22,545      270       45

CHANGES FROM 03/08/16 (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      1.0      0.0     98.8     98.8     98.8     99.8      1.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       19       15       19       16                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,110
COMMITMENTS
       0      225        0   19,620   19,855   19,620   20,080      490       30

CHANGES FROM 03/08/16 (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      1.1      0.0     97.6     98.7     97.6     99.9      2.4      0.1

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 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,543
COMMITMENTS
     750       50        0   18,673   19,483   19,423   19,533      120       10

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,835)
      50        0        0    1,785    1,835    1,835    1,835        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.3      0.0     95.5     99.7     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       18       20       20       21                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,608
COMMITMENTS
     250        0        0   16,995   17,598   17,245   17,598      363       10

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,245)
       0        0        0    1,245    1,245    1,245    1,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     96.5     99.9     97.9     99.9      2.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       17       18       18       18                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,785
COMMITMENTS
       0      200        0   21,080   21,585   21,080   21,785      705        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        820)
    -100      200     -200    1,120      820      820      820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.0     96.8     99.1     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       14       15       15                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,890
COMMITMENTS
       0        0        0   22,410   22,770   22,410   22,770      480      120

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      2,515)
       0        0        0    2,515    2,515    2,515    2,515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.9     99.5     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       12       19       12                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,577
COMMITMENTS
     200        0        0   20,962   21,477   21,162   21,477      415      100

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,925)
       0        0        0    1,925    1,925    1,925    1,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.0      0.0     97.1     99.5     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       20       13       21       13                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      118,045
COMMITMENTS
   3,880      550        0  114,045  117,465  117,925  118,015      120       30

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      3,145)
     255     -110      -15    2,905    3,270    3,145    3,145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      0.5      0.0     96.6     99.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        0       37       32       41       34                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      132,574
COMMITMENTS
   2,655    4,790      805  129,114  126,949  132,574  132,544        0       30

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,875)
     250      265     -360    1,985    1,980    1,875    1,885        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.6      0.6     97.4     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        7        3       41       33       45       43                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      162,379
COMMITMENTS
   8,465   14,525    7,684  146,058  140,115  162,207  162,324      172       55

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      5,151)
     629    2,248      243    4,275    2,615    5,147    5,106        4       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      8.9      4.7     89.9     86.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10       12        9       46       43       63       57                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,680
COMMITMENTS
   1,531    1,900    2,449  111,614  111,331  115,594  115,680       86        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      4,900)
       0      300        0    4,900    4,600    4,900    4,900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      1.6      2.1     96.5     96.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        4       42       33       47       37                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,620
COMMITMENTS
     430      795      290   35,855   35,525   36,575   36,610       45       10

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,340)
     -40       95      145    1,245    1,130    1,350    1,370      -10      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.2      0.8     97.9     97.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       26       16       31       19                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,955
COMMITMENTS
       0      305       25   32,930   32,625   32,955   32,955        0        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:      1,545)
    -110      255      -15    1,670    1,335    1,545    1,575        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.9      0.1     99.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       24       15       25       17                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       29,093
COMMITMENTS
     219      500       20   28,799   28,538   29,038   29,058       55       35

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         95)
       0        0        0       85       95       85       95       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      1.7      0.1     99.0     98.1     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       30       27       31       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       17,032
COMMITMENTS
       0        0        0   16,862   17,032   16,862   17,032      170        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        -85)
       0        0        0      -85      -85      -85      -85        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       19       18       19       18                  
 
 
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-0643F2
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,685
COMMITMENTS
       0        0        0   14,265   14,685   14,265   14,685      420        0

CHANGES FROM 03/08/16 (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      0.0      0.0     97.1    100.0     97.1    100.0      2.9      0.0

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 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,809
COMMITMENTS
   1,990    1,848      183   26,551   26,778   28,724   28,809       85        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        878)
     -50      108       32      896      738      878      878        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      6.4      0.6     92.2     93.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        3        5       27       25       34       31                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,202
COMMITMENTS
     570        0       90   20,387   20,979   21,047   21,069      155      133

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        619)
     -50        0       35      629      624      614      659        5      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.0      0.4     96.2     98.9     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       20       23       22       24                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,301
COMMITMENTS
   1,095    3,982      225   36,961   34,079   38,281   38,286       20       15

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        876)
       0      645       50      821      181      871      876        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9     10.4      0.6     96.5     89.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        2       29       27       33       32                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,743
COMMITMENTS
     390       25        0   21,708   22,718   22,098   22,743      645        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        225)
       0        0        0      225      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.1      0.0     95.4     99.9     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       22       19       23       20                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,243
COMMITMENTS
       0    2,240        0   21,220   19,003   21,220   21,243       23        0

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        160)
       0      110        0      160       50      160      160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.5      0.0     99.9     89.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       20       18       20       20                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,387
COMMITMENTS
       0      500        0   14,369   13,575   14,369   14,075       18      312

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         20)
       0        0        0       20       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.5      0.0     99.9     94.4     99.9     97.8      0.1      2.2

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 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,376
COMMITMENTS
     224      200       95   35,882   35,926   36,201   36,221      175      155

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        960)
      50      200        0      900      760      950      960       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.5      0.3     98.6     98.8     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       28       27       30       29                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,641
COMMITMENTS
     429        0       20   13,410   14,459   13,859   14,479      782      162

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:         87)
       0        0        0       75       75       75       75       12       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.1     91.6     98.8     94.7     98.9      5.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       16       19       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,101
COMMITMENTS
   1,320        0        0   12,019   14,086   13,339   14,086      762       15

CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST:        211)
       0        0        0      209      271      209      271        2      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      0.0      0.0     85.2     99.9     94.6     99.9      5.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       24       16       25       16                  



Updated March 18, 2016