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CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       16,924
COMMITMENTS
   6,272    5,494    2,533    8,100    8,897   16,905   16,924       19        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        168)
     -93      -18      -62      323      248      168      168        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     32.5     15.0     47.9     52.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        9        4        8        8       19       19
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       23,671
COMMITMENTS
  10,020    6,744    1,575   12,076   15,352   23,671   23,671        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
    -100        0        0      100        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     28.5      6.7     51.0     64.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        3        9        8       18       14
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       19,068
COMMITMENTS
   1,380    1,288        0   17,688   17,780   19,068   19,068        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,025)
       0     -200        0    1,025    1,225    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      6.8      0.0     92.8     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        6        0        9        8       13       14
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,509,672
COMMITMENTS
 418,208  339,237  924,715  3133194  3233021  4476117  4496973   33,555   12,699

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     30,070)
 -49,636  -31,638   34,239   46,150   27,172   30,753   29,773     -683      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      7.5     20.5     69.5     71.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      43       27       59      145      113      212      175
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      515,769
COMMITMENTS
 134,424  101,856  113,158  268,144  300,035  515,726  515,049       43      720

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     16,203)
  14,015     -479    1,117    1,071   15,165   16,203   15,803        0      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     19.7     21.9     52.0     58.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17       18       26       38       40       68       71
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,138
COMMITMENTS
   9,338    3,436    5,495  193,822  207,841  208,655  216,772   15,483    7,366

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -1,587)
  -2,620     -141      246     -160   -4,066   -2,534   -3,961      947    2,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      1.5      2.5     86.5     92.7     93.1     96.7      6.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        4       32       33       37       37
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       95,917
COMMITMENTS
   8,600        0      852   80,636   90,598   90,088   91,450    5,829    4,467

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        242)
   1,986        0     -173   -1,435     -232      378     -405     -136      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      0.9     84.1     94.5     93.9     95.3      6.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        0        2       24       29       27       31
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      212,929
COMMITMENTS
   6,345   11,721    4,863  194,269  189,473  205,477  206,057    7,452    6,872

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,422)
  -1,675   -2,184    2,338      310    1,081      973    1,235      449      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      5.5      2.3     91.2     89.0     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        4        4       26       27       32       33
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      670,781
COMMITMENTS
  15,922   18,463   15,668  631,548  628,472  663,138  662,603    7,643    8,178

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      5,297)
    -515      282      549    4,697    4,324    4,731    5,155      566      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.8      2.3     94.2     93.7     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        4       47       33       51       39
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,874
COMMITMENTS
   1,737   14,566    2,332  263,907  249,675  267,976  266,573    4,898    6,301

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     11,444)
    -135     -129      890   12,013   11,305   12,768   12,066   -1,324     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.3      0.9     96.7     91.5     98.2     97.7      1.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        3        5       33       31       38       38
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      265,635
COMMITMENTS
   1,318    3,524    5,954  252,912  252,718  260,184  262,196    5,451    3,439

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     10,667)
      18      498      794   10,532    9,782   11,344   11,074     -677     -407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.3      2.2     95.2     95.1     97.9     98.7      2.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        2        4       37       44       43       48
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      116,046
COMMITMENTS
   7,422        0    2,941  100,796  105,039  111,159  107,980    4,887    8,066

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      7,741)
     739     -519    1,193    6,135   10,266    8,067   10,940     -326   -3,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      2.5     86.9     90.5     95.8     93.0      4.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       22       21       24       23
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,690
COMMITMENTS
       0    1,049    5,755   86,195   90,126   91,950   96,930   14,740    9,760

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,765)
       0     -105      161      167    1,377      328    1,433    1,437      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      5.4     80.8     84.5     86.2     90.9     13.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       19       22       20
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,119
COMMITMENTS
     645      961        0   23,857   23,079   24,502   24,040      617    1,079

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,550)
     -31      155        0    1,364    1,302    1,333    1,457      217       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      3.8      0.0     95.0     91.9     97.5     95.7      2.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       17       11       19       12
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,756
COMMITMENTS
      15      330    2,858   79,944   78,887   82,817   82,075    6,939    7,681

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      4,243)
     -94      -94      238    4,468    5,177    4,612    5,321     -369   -1,078

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      3.2     89.1     87.9     92.3     91.4      7.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       15       17       17       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      206,163
COMMITMENTS
       0        0        0  198,900  199,833  198,900  199,833    7,263    6,330

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        608)
       0        0        0      608      608      608      608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.5     96.9     96.5     96.9      3.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        0        0       25       25       25       25
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,028
COMMITMENTS
       0        0        0   82,431   84,762   82,431   84,762    7,597    5,266

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        141)
       0        0        0      141      141      141      141        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.6     94.2     91.6     94.2      8.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       19       17       19       17
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      328,886
COMMITMENTS
       0      210        0  320,640  318,295  320,640  318,505    8,246   10,381

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -1,069)
       0      210        0     -169   -1,965     -169   -1,755     -900      686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.0     97.5     96.8     97.5     96.8      2.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        1        0       43       36       43       37
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,696
COMMITMENTS
       0    8,645    2,142   74,403   56,756   76,545   67,543    5,151   14,153

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,843)
  -1,646    1,000      544    2,197    1,356    1,095    2,900      748   -1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.6      2.6     91.1     69.5     93.7     82.7      6.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       18       15       20       17
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,639
COMMITMENTS
   1,146        0    1,701   58,005   57,824   60,852   59,525    5,787    7,114

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,246)
    -496        0      250      977      996      731    1,246      515        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      2.6     87.0     86.8     91.3     89.3      8.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        2       15       15       17       17
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,234
COMMITMENTS
  19,473    1,457      372   82,559   96,232  102,404   98,061      830    5,173

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     11,989)
   4,341    1,457     -372   10,849   11,171   14,818   12,256   -2,829     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.4      0.4     80.0     93.2     99.2     95.0      0.8      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        1       19       24       24       27
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,240
COMMITMENTS
  18,771    5,487    1,420   65,032   77,324   85,223   84,231    1,017    2,009

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     13,074)
   4,372    1,395     -310    9,012   11,865   13,074   12,950        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8      6.4      1.6     75.4     89.7     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        6        3       40       31       47       39
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,655
COMMITMENTS
   1,054    5,500        0   62,826   58,194   63,880   63,694      775      961

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      8,325)
     465        0        0    7,767    8,697    8,232    8,697       93     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      8.5      0.0     97.2     90.0     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        0       18       21       20       22
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,702
COMMITMENTS
   2,457        0    1,565  148,998  150,284  153,020  151,849    7,682    8,853

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        654)
    -328        0        9    1,593      415    1,274      424     -620      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      1.0     92.7     93.5     95.2     94.5      4.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        0        2       31       28       34       30
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,810
COMMITMENTS
   2,165    1,763    1,406   45,211   48,365   48,782   51,534    7,028    4,276

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,921)
      31      117      467    1,074      916    1,572    1,500      349      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      3.2      2.5     81.0     86.7     87.4     92.3     12.6      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       15       16       17       18
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,767
COMMITMENTS
       0    3,234    2,147   98,277   92,546  100,424   97,927    3,343    5,840

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,586)
    -321    1,990      170    1,792    2,788    1,641    4,948      945   -2,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      2.1     94.7     89.2     96.8     94.4      3.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        2       23       27       25       29
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,621
COMMITMENTS
   2,665        0      511   72,556   73,123   75,732   73,634    2,889    4,987

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,807)
    -194        0       90    1,984    1,688    1,880    1,778      -73       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      0.6     92.3     93.0     96.3     93.7      3.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       20       16       23       18
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,281
COMMITMENTS
   4,523      301        0   18,355   22,614   22,878   22,915      403      366

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,116)
     310      301        0      527      930      837    1,231      279     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      1.3      0.0     78.8     97.1     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0        9       15       11       16
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,509
COMMITMENTS
     475   10,968    1,059  111,423  108,211  112,957  120,238    8,552    1,271

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -1,152)
  -1,062   -1,337      451      -89     -266     -700   -1,152     -452        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      9.0      0.9     91.7     89.1     93.0     99.0      7.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       15       18       17
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      209,167
COMMITMENTS
   3,695   12,721    3,622  189,006  188,208  196,323  204,551   12,844    4,616

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        725)
     136    1,593      159     -148     -280      147    1,472      578     -747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      6.1      1.7     90.4     90.0     93.9     97.8      6.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        2       32       29       34       33
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,140
COMMITMENTS
     980      837      279   19,537   21,280   20,796   22,396    2,344      744

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      3,472)
       0     -279      279    3,069    3,379    3,348    3,379      124       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      3.6      1.2     84.4     92.0     89.9     96.8     10.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       12       17       15       18
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,614
COMMITMENTS
       0        0        0   27,792   29,516   27,792   29,516    2,822    1,098

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,811)
       0        0        0    1,724    1,823    1,724    1,823       87      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.8     96.4     90.8     96.4      9.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       13       17       13       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      252,078
COMMITMENTS
       0   19,158    2,158  236,711  226,525  238,869  247,841   13,209    4,237

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,098)
       0   -1,102      234    1,244    3,040    1,478    2,172      620      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.6      0.9     93.9     89.9     94.8     98.3      5.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       0        3        3       36       33       39       36
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       70,981
COMMITMENTS
       0        0        0   67,397   66,403   67,397   66,403    3,584    4,578

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        786)
       0        0        0      574    1,132      574    1,132      212     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.0     93.6     95.0     93.6      5.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       18       21       18
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       78,969
COMMITMENTS
       0        0        0   75,809   74,802   75,809   74,802    3,160    4,167

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        -28)
       0        0        0      -28      -28      -28      -28        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.0     94.7     96.0     94.7      4.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       17       21       17
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       74,218
COMMITMENTS
       0        0        0   68,983   68,900   68,983   68,900    5,235    5,318

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      4,177)
       0        0        0    3,851    2,806    3,851    2,806      326    1,371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.9     92.8     92.9     92.8      7.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       13       21       13
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       21,084
COMMITMENTS
       0      310       31   20,123   19,224   20,154   19,565      930    1,519

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.1     95.4     91.2     95.6     92.8      4.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1        7       14        8       15
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      139,522
COMMITMENTS
  15,703   11,594   12,164  110,655  115,099  138,522  138,857    1,000      665

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,369)
  -2,209      548      382    4,196    1,139    2,369    2,069        0      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      8.3      8.7     79.3     82.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       7       16       15       51       52       66       75
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       42,481
COMMITMENTS
   2,003        0    2,182   38,296   40,299   42,481   42,481        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        927)
    -213   -2,611     -250    1,390    3,788      927      927        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.0      5.1     90.1     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        3       25       21       29       24
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      346,368
COMMITMENTS
  13,602    5,338   29,007  303,759  312,023  346,368  346,368        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      7,953)
   1,960  -15,794      -24    6,017   23,771    7,953    7,953        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.5      8.4     87.7     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       22       23       24       27
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,481,571
COMMITMENTS
  16,262   21,724   52,665  1412644  1407182  1481571  1481571        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     37,279)
  -1,472   -1,967    2,319   36,432   36,927   37,279   37,279        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.5      3.6     95.3     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5        6        8       41       43       50       54
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       47,922
COMMITMENTS
   1,981    1,027    4,380   41,542   42,496   47,903   47,903       19       19

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        777)
     952   -4,735     -568      393    6,157      777      854        0      -77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      2.1      9.1     86.7     88.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        3       20       18       24       23
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      293,269
COMMITMENTS
   6,063   24,072   24,392  262,814  244,805  293,269  293,269        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     10,409)
    -952  -20,864      952   10,409   30,321   10,409   10,409        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      8.2      8.3     89.6     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       15       15       18       16
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      653,289
COMMITMENTS
  30,836   16,168   12,157  610,296  624,964  653,289  653,289        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     19,012)
   2,280    4,728   -5,488   22,220   19,772   19,012   19,012        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.5      1.9     93.4     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        2       30       28       35       30
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       54,566
COMMITMENTS
   4,729    5,269    2,283   46,592   46,717   53,604   54,269      962      297

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        897)
     -67      144      -57    1,021      766      897      853        0       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      9.7      4.2     85.4     85.6     98.2     99.5      1.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        3       25       28       30       31
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       61,705
COMMITMENTS
      50        0      370   60,430   60,870   60,850   61,240      855      465

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,765)
      50        0        0    2,895    2,765    2,945    2,765     -180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.6     97.9     98.6     98.6     99.2      1.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        1       26       22       27       23
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       74,055
COMMITMENTS
       0        5      455   73,290   73,520   73,745   73,980      310       75

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,305)
       0        0        0    2,305    2,590    2,305    2,590        0     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.6     99.0     99.3     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       33       23       34       24
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,015
COMMITMENTS
     100      110        0   17,855   17,905   17,955   18,015       60        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        300)
      50        0        0      250      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.6      0.0     99.1     99.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       22       18       23       19
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      264,448
COMMITMENTS
   8,792        0    3,544  252,112  260,904  264,448  264,448        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -1,632)
    -872        0      408   -1,168   -2,040   -1,632   -1,632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      1.3     95.3     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       22       20       24       21
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,797
COMMITMENTS
   3,277      128      175    5,023    8,215    8,475    8,518      322      279

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        411)
     389     -366       21        1      776      411      431        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3      1.5      2.0     57.1     93.4     96.3     96.8      3.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       16       16       20       18
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,250
COMMITMENTS
   4,800      100        0   10,450   15,150   15,250   15,250        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        550)
     600     -650        0      -50    1,200      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      0.7      0.0     68.5     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       12       14       13
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,120
COMMITMENTS
       0      210        0   18,880   18,910   18,880   19,120      240        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        950)
       0     -100        0      950    1,050      950      950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     98.7     98.9     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       22       22       22       23
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,667
COMMITMENTS
       0      685      380   12,917   12,602   13,297   13,667      370        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        225)
       0       50        0      125      175      125      225      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      2.8     94.5     92.2     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        1       24       21       25       22
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,154
COMMITMENTS
   1,359      120      411   14,833   15,728   16,603   16,259      551      895

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        877)
     145       82        0      776      836      921      918      -44      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.7      2.4     86.5     91.7     96.8     94.8      3.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        2       23       25       25       28
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       48,361
COMMITMENTS
       0   11,073    1,233   46,852   36,047   48,085   48,353      276        8

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        764)
       0     -130       50      699      844      749      764       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     22.9      2.5     96.9     74.5     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        1       34       34       35       38
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,444
COMMITMENTS
      82   10,246    1,515   53,553   43,597   55,150   55,358      294       86

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        619)
       2      251      -40      657      408      619      619        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     18.5      2.7     96.6     78.6     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        6        2       35       35       38       41
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,130
COMMITMENTS
     100    1,375        0   43,740   42,730   43,840   44,105      290       25

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,140)
       0        0        0    2,140    2,140    2,140    2,140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      3.1      0.0     99.1     96.8     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       27       12       28       13
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,025
COMMITMENTS
       0    1,375        0   49,785   48,650   49,785   50,025      240        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,145)
       0        0        0    2,145    2,145    2,145    2,145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.0     99.5     97.3     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       31       15       31       16
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      383,644
COMMITMENTS
  87,915        0   17,708  278,021  365,936  383,644  383,644        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,280)
     760        0        0    1,520    2,280    2,280    2,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      0.0      4.6     72.5     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       27       29       31       30
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,044
COMMITMENTS
   6,181        4      702   19,035   24,932   25,918   25,638      126      406

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:         74)
    -151        0       40      185       34       74       74        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      0.0      2.7     73.1     95.7     99.5     98.4      0.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        1        4       24       30       31       34
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       13,729
COMMITMENTS
     657        0    1,078   11,994   12,651   13,729   13,729        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:       -151)
    -208     -228        0       57       77     -151     -151        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      7.9     87.4     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       19       10       21       11
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      556,748
COMMITMENTS
   3,876        0   20,744  532,128  536,004  556,748  556,748        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     15,718)
       0        0        0   15,718   15,718   15,718   15,718        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      3.7     95.6     96.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       25       21       27       22
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       50,891
COMMITMENTS
   8,916        0    2,856   38,648   47,570   50,420   50,426      471      465

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        407)
    -203        0      336      253       50      386      386       21       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.0      5.6     75.9     93.5     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       22       20       26       22
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       53,191
COMMITMENTS
       0    5,816        0   53,191   47,375   53,191   53,191        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:       -760)
       0        0        0     -760     -760     -760     -760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.9      0.0    100.0     89.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       12       13       12       15
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,331
COMMITMENTS
   4,515        0      490   11,156   15,519   16,161   16,009      170      322

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          2)
     164        0        0     -162        2        2        2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      0.0      3.0     68.3     95.0     99.0     98.0      1.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        3       19       22       24       25
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      201,745
COMMITMENTS
  32,966        0    3,040  165,739  198,705  201,745  201,745        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     17,086)
       0        0        0   17,086   17,086   17,086   17,086        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      0.0      1.5     82.2     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       16       20       19       21
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,843
COMMITMENTS
   1,419      224      286    9,949   11,226   11,654   11,736      189      107

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        828)
     -63       60       44      869      809      850      913      -22      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0      1.9      2.4     84.0     94.8     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       19       21       23       25
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      109,997
COMMITMENTS
   6,129        0    2,327  101,541  107,670  109,997  109,997        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:     -1,536)
     408        0        0   -1,944   -1,536   -1,536   -1,536        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.0      2.1     92.3     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       20       19       23       21
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,235
COMMITMENTS
       0    1,484    1,771   20,464   18,980   22,235   22,235        0        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        180)
    -307     -490      310      177      360      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      8.0     92.0     85.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       19       15       20       17
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,260
COMMITMENTS
       0      925        0   19,670   19,335   19,670   20,260      590        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0     97.1     95.4     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       13       19       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,040
COMMITMENTS
       0    1,000        0   16,460   16,040   16,460   17,040      580        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      0.0     96.6     94.1     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       10       17       11
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,255
COMMITMENTS
     100    5,000        0   25,155   20,185   25,255   25,185        0       70

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:       -100)
       0     -400        0     -100      300     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     19.8      0.0     99.6     79.9    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       22       11       23       12
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,655
COMMITMENTS
       0    2,700        0   16,655   13,945   16,655   16,645        0       10

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:         80)
       0     -300        0       80      380       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.2      0.0    100.0     83.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18        8       18        9
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,090
COMMITMENTS
      50       50        0   18,325   19,040   18,375   19,090      715        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      0.0     96.0     99.7     96.3    100.0      3.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       10       18       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,685
COMMITMENTS
     200       50        0   18,830   19,635   19,030   19,685      655        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      0.0     95.7     99.7     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       21       10       22       11
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,500
COMMITMENTS
     250       25        0   19,615   20,475   19,865   20,500      635        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.1      0.0     95.7     99.9     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       24       11       25       12
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      109,132
COMMITMENTS
   2,110      480      820  106,032  107,832  108,962  109,132      170        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      2,326)
    -150        0      250    2,236    2,076    2,336    2,326      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.4      0.8     97.2     98.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        3       35       31       38       37
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      137,707
COMMITMENTS
   4,410      380      270  132,957  137,057  137,637  137,707       70        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,605)
     650        0        0      955    1,605    1,605    1,605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.3      0.2     96.6     99.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        1        2       39       37       43       40
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      158,092
COMMITMENTS
  21,130    7,261    6,467  130,377  144,226  157,974  157,954      118      138

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,605)
     414    2,328     -235    1,423     -496    1,602    1,597        3        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      4.6      4.1     82.5     91.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11        4        8       43       37       56       47
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       95,341
COMMITMENTS
   2,474    2,270    1,621   91,061   91,450   95,156   95,341      185        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,760)
      95      600        5    1,710    1,155    1,810    1,760      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.4      1.7     95.5     95.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        3       37       34       42       40
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,895
COMMITMENTS
     620    1,120        0   16,660   16,775   17,280   17,895      615        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      6.3      0.0     93.1     93.7     96.6    100.0      3.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       24       16       25       17
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,110
COMMITMENTS
   1,225      365       25   15,400   16,720   16,650   17,110      460        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        225)
     225        0        0        0      225      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.1      0.1     90.0     97.7     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       21       15       22       17
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       15,470
COMMITMENTS
     125        0      175   14,340   14,680   14,640   14,855      830      615

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,140)
     -25        0       25      900    1,115      900    1,140      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      1.1     92.7     94.9     94.6     96.0      5.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       19       21       20       22
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,214
COMMITMENTS
   3,523    2,600      670   25,553   26,944   29,746   30,214      468        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,263)
     900        0        0      363    1,263    1,263    1,263        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      8.6      2.2     84.6     89.2     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        3       24       24       29       27
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,313
COMMITMENTS
   4,460        0       35   14,282   18,980   18,777   19,015      536      298

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:         41)
       0        0        0       41       41       41       41        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      0.0      0.2     74.0     98.3     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       19       19       21       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,826
COMMITMENTS
       0      959       85   21,123   20,687   21,208   21,731      618       95

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        121)
       0     -331       20      218      432      238      121     -117        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.4     96.8     94.8     97.2     99.6      2.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        1       26       25       27       29
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,599
COMMITMENTS
       0      891      225   19,235   18,383   19,460   19,499      139      100

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        220)
       0      -50       50      575      220      625      220     -405        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      1.1     98.1     93.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        1       24       22       25       24
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,390
COMMITMENTS
     100      750        0   14,105   13,640   14,205   14,390      185        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:        485)
       0      300        0      485      185      485      485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      5.2      0.0     98.0     94.8     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       16       14       17       16
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,454
COMMITMENTS
       0      210        0    9,119    9,244    9,119    9,454      335        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:         70)
       0        0        0      670       75      670       75     -600       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0     96.5     97.8     96.5    100.0      3.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       15       15       15       16
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,485
COMMITMENTS
      50    3,005      340   16,805   14,040   17,195   17,385      290      100

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,150)
       0      175        0    1,165      985    1,165    1,160      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     17.2      1.9     96.1     80.3     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        1       27       26       29       29
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        6,345
COMMITMENTS
      75        0        0    6,140    6,315    6,215    6,315      130       30

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     96.8     99.5     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       18       13       19       13
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 12/23/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        9,572
COMMITMENTS
     630      350      450    7,972    8,772    9,052    9,572      520        0

CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST:      1,060)
       0      150        0    1,060      910    1,060    1,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      3.7      4.7     83.3     91.6     94.6    100.0      5.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       17       15       18       17
```

----

Updated December 30, 2014