CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 25,980: 12,040 5,946 1,099 12,787 18,935 25,926 25,980: 54 0 Old : 25,980: 12,040 5,946 1,099 12,787 18,935 25,926 25,980: 54 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,080: 825 275 100 1,170 1,705 2,095 2,080: -1,015 -1,000 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.3 22.9 4.2 49.2 72.9 99.8 100.0: 0.2 0.0 Old : 100.0: 46.3 22.9 4.2 49.2 72.9 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 13 6 5 7 11 23 19: Old : 31: 13 6 5 7 11 23 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 55.7 82.2 81.9 50.1 44.1 62.0 57.5 Old : 56.1 55.7 82.2 81.9 50.1 44.1 62.0 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 24,275: 5,245 5,889 1,000 18,030 17,386 24,275 24,275: 0 0 Old : 24,275: 5,245 5,889 1,000 18,030 17,386 24,275 24,275: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 24.3 4.1 74.3 71.6 100.0 100.0: 0.0 0.0 Old : 100.0: 21.6 24.3 4.1 74.3 71.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 6 4 1 6 7 13 12: Old : 21: 6 4 1 6 7 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.6 76.6 94.7 98.1 56.7 62.8 67.5 68.2 Old : 77.6 76.6 94.7 98.1 56.7 62.8 67.5 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 RGGI CO2 Allowances : : : : All : 22,572: 4,926 2,072 456 17,165 20,044 22,547 22,572: 25 0 Old : 22,572: 4,926 2,072 456 17,165 20,044 22,547 22,572: 25 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 546: 0 400 -52 598 198 546 546: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 9.2 2.0 76.0 88.8 99.9 100.0: 0.1 0.0 Old : 100.0: 21.8 9.2 2.0 76.0 88.8 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 5 5 5 12 7 20 14: Old : 25: 5 5 5 12 7 20 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.7 82.7 89.9 96.1 72.1 82.3 86.4 93.8 Old : 72.7 82.7 89.9 96.1 72.1 82.3 86.4 93.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 4,099,721: 307,469 394,016 815,824 2,938,500 2,875,428 4,061,793 4,085,268: 37,928 14,453 Old : 4,099,721: 307,469 394,016 815,824 2,938,500 2,875,428 4,061,793 4,085,268: 37,928 14,453 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -4,027: -47,089 16,567 -356 41,887 -18,690 -5,558 -2,479: 1,531 -1,548 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 9.6 19.9 71.7 70.1 99.1 99.6: 0.9 0.4 Old : 100.0: 7.5 9.6 19.9 71.7 70.1 99.1 99.6: 0.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 228: 30 50 61 137 117 203 194: Old : 228: 30 50 61 137 117 203 194: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.1 23.9 32.4 41.3 15.3 18.5 24.5 29.3 Old : 20.1 23.9 32.4 41.3 15.3 18.5 24.5 29.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 441,334: 115,403 85,369 118,222 207,678 237,329 441,303 440,920: 31 414 Old : 441,334: 115,403 85,369 118,222 207,678 237,329 441,303 440,920: 31 414 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 11,469: 3,613 4,650 2,444 5,412 4,375 11,469 11,469: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 19.3 26.8 47.1 53.8 100.0 99.9: 0.0 0.1 Old : 100.0: 26.1 19.3 26.8 47.1 53.8 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 76: 18 20 24 36 32 67 63: Old : 76: 18 20 24 36 32 67 63: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.6 39.4 51.7 63.6 17.0 21.8 27.7 31.9 Old : 31.6 39.4 51.7 63.6 17.0 21.8 27.7 31.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 258,798: 13,830 7,889 4,511 226,685 241,243 245,026 253,643: 13,772 5,155 Old : 258,798: 13,830 7,889 4,511 226,685 241,243 245,026 253,643: 13,772 5,155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 12,613: 6,341 -2,663 -147 5,394 13,922 11,588 11,112: 1,025 1,501 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 3.0 1.7 87.6 93.2 94.7 98.0: 5.3 2.0 Old : 100.0: 5.3 3.0 1.7 87.6 93.2 94.7 98.0: 5.3 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 59: 10 2 7 37 32 49 39: Old : 59: 10 2 7 37 32 49 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.3 43.2 50.9 60.9 27.1 37.9 44.0 51.0 Old : 31.3 43.2 50.9 60.9 27.1 37.9 44.0 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 118,195: 9,471 4,704 2,143 103,001 109,182 114,615 116,029: 3,580 2,166 Old : 118,195: 9,471 4,704 2,143 103,001 109,182 114,615 116,029: 3,580 2,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 3,904: -4,172 853 -424 9,289 3,960 4,693 4,389: -789 -485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 4.0 1.8 87.1 92.4 97.0 98.2: 3.0 1.8 Old : 100.0: 8.0 4.0 1.8 87.1 92.4 97.0 98.2: 3.0 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 4 2 3 33 32 38 36: Old : 46: 4 2 3 33 32 38 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 53.5 65.1 68.8 38.7 46.6 56.6 58.8 Old : 41.8 53.5 65.1 68.8 38.7 46.6 56.6 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 227,087: 3,120 10,943 2,782 212,853 203,839 218,755 217,564: 8,332 9,523 Old : 227,087: 3,120 10,943 2,782 212,853 203,839 218,755 217,564: 8,332 9,523 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -485: 1,509 -519 -726 -1,441 -781 -658 -2,026: 173 1,541 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 4.8 1.2 93.7 89.8 96.3 95.8: 3.7 4.2 Old : 100.0: 1.4 4.8 1.2 93.7 89.8 96.3 95.8: 3.7 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 1 7 4 29 29 33 37: Old : 48: 1 7 4 29 29 33 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 44.1 72.7 62.4 49.6 44.1 66.8 61.1 Old : 53.3 44.1 72.7 62.4 49.6 44.1 66.8 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 717,514: 57,558 861 12,088 640,425 698,407 710,071 711,356: 7,443 6,158 Old : 717,514: 57,558 861 12,088 640,425 698,407 710,071 711,356: 7,443 6,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -1: -7,536 -643 -160 7,212 867 -484 64: 483 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 0.1 1.7 89.3 97.3 99.0 99.1: 1.0 0.9 Old : 100.0: 8.0 0.1 1.7 89.3 97.3 99.0 99.1: 1.0 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 1 3 4 47 36 51 40: Old : 52: 1 3 4 47 36 51 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.4 47.8 52.6 73.3 32.4 45.6 49.6 63.9 Old : 33.4 47.8 52.6 73.3 32.4 45.6 49.6 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 316,378: 492 16,751 3,064 306,296 288,399 309,852 308,214: 6,526 8,164 Old : 316,378: 492 16,751 3,064 306,296 288,399 309,852 308,214: 6,526 8,164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 4,864: -116 782 550 4,430 2,833 4,864 4,165: 0 699 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 5.3 1.0 96.8 91.2 97.9 97.4: 2.1 2.6 Old : 100.0: 0.2 5.3 1.0 96.8 91.2 97.9 97.4: 2.1 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 2 5 3 36 35 39 42: Old : 53: 2 5 3 36 35 39 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 49.6 72.1 63.5 47.7 46.8 63.2 58.2 Old : 48.8 49.6 72.1 63.5 47.7 46.8 63.2 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 254,728: 0 4,060 6,842 238,653 237,914 245,495 248,816: 9,233 5,912 Old : 254,728: 0 4,060 6,842 238,653 237,914 245,495 248,816: 9,233 5,912 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 6,221: 0 388 95 6,186 5,831 6,281 6,314: -60 -93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 2.7 93.7 93.4 96.4 97.7: 3.6 2.3 Old : 100.0: 0.0 1.6 2.7 93.7 93.4 96.4 97.7: 3.6 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 0 4 3 37 43 40 47: Old : 54: 0 4 3 37 43 40 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 30.8 73.7 51.4 48.2 30.3 68.8 48.5 Old : 50.2 30.8 73.7 51.4 48.2 30.3 68.8 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 106,440: 2,449 0 3,081 95,099 97,705 100,629 100,786: 5,811 5,654 Old : 106,440: 2,449 0 3,081 95,099 97,705 100,629 100,786: 5,811 5,654 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 220: 581 -147 -244 -749 363 -412 -28: 632 248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.0 2.9 89.3 91.8 94.5 94.7: 5.5 5.3 Old : 100.0: 2.3 0.0 2.9 89.3 91.8 94.5 94.7: 5.5 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 0 2 21 20 24 22: Old : 34: 3 0 2 21 20 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 49.4 76.0 71.7 52.8 49.4 75.4 71.1 Old : 53.4 49.4 76.0 71.7 52.8 49.4 75.4 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 110,652: 997 7,949 3,738 98,087 93,872 102,822 105,559: 7,830 5,093 Old : 110,652: 997 7,949 3,738 98,087 93,872 102,822 105,559: 7,830 5,093 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 5,426: 124 2,653 -128 5,650 3,231 5,646 5,756: -220 -330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 7.2 3.4 88.6 84.8 92.9 95.4: 7.1 4.6 Old : 100.0: 0.9 7.2 3.4 88.6 84.8 92.9 95.4: 7.1 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 2 6 6 30 26 37 33: Old : 45: 2 6 6 30 26 37 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 38.3 66.6 58.9 47.4 37.2 60.6 54.0 Old : 50.2 38.3 66.6 58.9 47.4 37.2 60.6 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 22,095: 0 1,670 0 21,552 20,185 21,552 21,855: 543 240 Old : 22,095: 0 1,670 0 21,552 20,185 21,552 21,855: 543 240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.6 0.0 97.5 91.4 97.5 98.9: 2.5 1.1 Old : 100.0: 0.0 7.6 0.0 97.5 91.4 97.5 98.9: 2.5 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 3 0 12 10 12 13: Old : 22: 0 3 0 12 10 12 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.0 79.4 91.3 93.9 72.6 79.4 87.8 92.8 Old : 73.0 79.4 91.3 93.9 72.6 79.4 87.8 92.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 84,386: 1,286 2,370 1,349 71,945 69,035 74,580 72,754: 9,806 11,632 Old : 84,386: 1,286 2,370 1,349 71,945 69,035 74,580 72,754: 9,806 11,632 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 2,748: 246 -195 72 2,430 2,843 2,748 2,720: 0 28 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 2.8 1.6 85.3 81.8 88.4 86.2: 11.6 13.8 Old : 100.0: 1.5 2.8 1.6 85.3 81.8 88.4 86.2: 11.6 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 1 2 16 17 18 19: Old : 26: 1 1 2 16 17 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 39.0 77.3 64.9 59.8 36.0 70.8 57.7 Old : 63.5 39.0 77.3 64.9 59.8 36.0 70.8 57.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 193,475: 0 0 0 186,379 185,217 186,379 185,217: 7,096 8,258 Old : 193,475: 0 0 0 186,379 185,217 186,379 185,217: 7,096 8,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 6,503: 0 0 0 6,230 6,598 6,230 6,598: 273 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.3 95.7 96.3 95.7: 3.7 4.3 Old : 100.0: 0.0 0.0 0.0 96.3 95.7 96.3 95.7: 3.7 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 0 0 28 22 28 22: Old : 34: 0 0 0 28 22 28 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 54.1 65.6 77.3 38.8 53.7 62.0 75.7 Old : 42.4 54.1 65.6 77.3 38.8 53.7 62.0 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 91,754: 310 0 0 81,628 84,132 81,938 84,132: 9,816 7,622 Old : 91,754: 310 0 0 81,628 84,132 81,938 84,132: 9,816 7,622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -971: 310 0 0 -1,953 -2,441 -1,643 -2,441: 672 1,470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 0.0 89.0 91.7 89.3 91.7: 10.7 8.3 Old : 100.0: 0.3 0.0 0.0 89.0 91.7 89.3 91.7: 10.7 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 0 18 11 19 11: Old : 23: 1 0 0 18 11 19 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 68.0 76.2 88.3 57.0 66.6 74.4 84.0 Old : 58.1 68.0 76.2 88.3 57.0 66.6 74.4 84.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 348,549: 4,220 1,057 0 333,317 341,344 337,537 342,401: 11,012 6,148 Old : 348,549: 4,220 1,057 0 333,317 341,344 337,537 342,401: 11,012 6,148 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 6,041: 1,855 0 0 2,569 5,735 4,424 5,735: 1,617 306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.3 0.0 95.6 97.9 96.8 98.2: 3.2 1.8 Old : 100.0: 1.2 0.3 0.0 95.6 97.9 96.8 98.2: 3.2 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 60: 3 1 0 46 40 49 41: Old : 60: 3 1 0 46 40 49 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 55.8 56.5 78.8 36.1 55.5 54.1 77.7 Old : 37.1 55.8 56.5 78.8 36.1 55.5 54.1 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 83,144: 1,319 4,284 2,824 73,531 67,266 77,674 74,374: 5,470 8,770 Old : 83,144: 1,319 4,284 2,824 73,531 67,266 77,674 74,374: 5,470 8,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 4,579: 59 1,925 -244 5,493 2,072 5,308 3,753: -729 826 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 5.2 3.4 88.4 80.9 93.4 89.5: 6.6 10.5 Old : 100.0: 1.6 5.2 3.4 88.4 80.9 93.4 89.5: 6.6 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 2 2 24 21 26 24: Old : 30: 1 2 2 24 21 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 54.0 73.0 70.5 54.1 50.9 66.4 60.6 Old : 55.9 54.0 73.0 70.5 54.1 50.9 66.4 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 21,483: 0 341 0 18,700 19,616 18,700 19,957: 2,783 1,526 Old : 21,483: 0 341 0 18,700 19,616 18,700 19,957: 2,783 1,526 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 87.0 91.3 87.0 92.9: 13.0 7.1 Old : 100.0: 0.0 1.6 0.0 87.0 91.3 87.0 92.9: 13.0 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 12 12 12 13: Old : 20: 0 1 0 12 12 12 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 78.2 83.2 86.8 59.7 78.2 78.3 84.1 Old : 62.1 78.2 83.2 86.8 59.7 78.2 78.3 84.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 76,033: 960 1,807 1,512 70,329 70,036 72,801 73,355: 3,232 2,678 Old : 76,033: 960 1,807 1,512 70,329 70,036 72,801 73,355: 3,232 2,678 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 2,080: -1,356 792 381 3,125 1,872 2,150 3,045: -70 -965 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 2.4 2.0 92.5 92.1 95.7 96.5: 4.3 3.5 Old : 100.0: 1.3 2.4 2.0 92.5 92.1 95.7 96.5: 4.3 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 1 2 21 19 23 21: Old : 28: 1 1 2 21 19 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 67.1 70.1 80.2 42.6 64.7 65.1 75.3 Old : 47.1 67.1 70.1 80.2 42.6 64.7 65.1 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 90,258: 9,517 0 496 78,603 86,782 88,616 87,278: 1,642 2,980 Old : 90,258: 9,517 0 496 78,603 86,782 88,616 87,278: 1,642 2,980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 0.0 0.5 87.1 96.1 98.2 96.7: 1.8 3.3 Old : 100.0: 10.5 0.0 0.5 87.1 96.1 98.2 96.7: 1.8 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 4 0 1 18 14 22 15: Old : 28: 4 0 1 18 14 22 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 60.4 79.1 89.7 51.4 59.2 65.1 73.4 Old : 60.7 60.4 79.1 89.7 51.4 59.2 65.1 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 82,587: 7,424 391 2,601 70,614 77,196 80,639 80,188: 1,948 2,399 Old : 82,587: 7,424 391 2,601 70,614 77,196 80,639 80,188: 1,948 2,399 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 19,580: 1,330 -1,924 2,601 15,358 18,959 19,289 19,636: 291 -56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 0.5 3.1 85.5 93.5 97.6 97.1: 2.4 2.9 Old : 100.0: 9.0 0.5 3.1 85.5 93.5 97.6 97.1: 2.4 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 6 1 3 26 27 32 31: Old : 49: 6 1 3 26 27 32 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.4 68.0 56.6 84.1 34.2 65.7 52.0 72.6 Old : 35.4 68.0 56.6 84.1 34.2 65.7 52.0 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 62,432: 0 4,892 0 61,974 55,479 61,974 60,371: 458 2,061 Old : 62,432: 0 4,892 0 61,974 55,479 61,974 60,371: 458 2,061 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 3,720: 0 0 0 3,596 3,379 3,596 3,379: 124 341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.8 0.0 99.3 88.9 99.3 96.7: 0.7 3.3 Old : 100.0: 0.0 7.8 0.0 99.3 88.9 99.3 96.7: 0.7 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 1 0 17 25 17 26: Old : 33: 0 1 0 17 25 17 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 38.3 93.6 61.6 73.4 37.4 85.9 58.4 Old : 75.2 38.3 93.6 61.6 73.4 37.4 85.9 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 170,304: 527 11,366 882 159,064 149,573 160,473 161,821: 9,831 8,483 Old : 170,304: 527 11,366 882 159,064 149,573 160,473 161,821: 9,831 8,483 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 2,379: 242 -245 -342 1,271 2,978 1,171 2,391: 1,208 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 6.7 0.5 93.4 87.8 94.2 95.0: 5.8 5.0 Old : 100.0: 0.3 6.7 0.5 93.4 87.8 94.2 95.0: 5.8 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 2 2 29 29 31 32: Old : 38: 1 2 2 29 29 31 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 38.9 70.6 61.5 50.4 29.1 57.6 45.4 Old : 58.1 38.9 70.6 61.5 50.4 29.1 57.6 45.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 30,615: 0 0 0 29,089 29,611 29,089 29,611: 1,526 1,004 Old : 30,615: 0 0 0 29,089 29,611 29,089 29,611: 1,526 1,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 2,496: 0 0 0 2,460 2,707 2,460 2,707: 36 -211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.0 96.7 95.0 96.7: 5.0 3.3 Old : 100.0: 0.0 0.0 0.0 95.0 96.7 95.0 96.7: 5.0 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 13 14 13 14: Old : 23: 0 0 0 13 14 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 63.4 89.4 89.4 71.5 61.1 82.2 82.2 Old : 74.3 63.4 89.4 89.4 71.5 61.1 82.2 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 109,630: 0 2,027 4,028 98,025 97,418 102,053 103,473: 7,577 6,157 Old : 109,630: 0 2,027 4,028 98,025 97,418 102,053 103,473: 7,577 6,157 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 29: 0 809 -66 93 -348 27 395: 2 -366 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 3.7 89.4 88.9 93.1 94.4: 6.9 5.6 Old : 100.0: 0.0 1.8 3.7 89.4 88.9 93.1 94.4: 6.9 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 2 2 22 24 24 26: Old : 34: 0 2 2 22 24 24 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 42.7 77.8 65.5 58.6 39.2 68.4 59.9 Old : 60.2 42.7 77.8 65.5 58.6 39.2 68.4 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 84,165: 1,144 0 932 71,498 77,400 73,574 78,332: 10,591 5,833 Old : 84,165: 1,144 0 932 71,498 77,400 73,574 78,332: 10,591 5,833 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 338: 35 -27 -33 1,263 243 1,265 183: -927 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 1.1 84.9 92.0 87.4 93.1: 12.6 6.9 Old : 100.0: 1.4 0.0 1.1 84.9 92.0 87.4 93.1: 12.6 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 0 2 15 15 17 17: Old : 25: 2 0 2 15 15 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 68.6 73.4 83.3 50.7 67.8 67.7 80.6 Old : 55.1 68.6 73.4 83.3 50.7 67.8 67.7 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 95,857: 884 16,875 459 89,036 76,657 90,379 93,991: 5,478 1,866 Old : 95,857: 884 16,875 459 89,036 76,657 90,379 93,991: 5,478 1,866 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,143: 0 213 0 1,144 1,424 1,144 1,637: -1 -494 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 17.6 0.5 92.9 80.0 94.3 98.1: 5.7 1.9 Old : 100.0: 0.9 17.6 0.5 92.9 80.0 94.3 98.1: 5.7 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 2 1 21 18 22 21: Old : 28: 1 2 1 21 18 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 57.1 71.6 81.0 34.9 43.6 50.4 61.5 Old : 47.5 57.1 71.6 81.0 34.9 43.6 50.4 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 22,653: 620 0 0 21,662 21,004 22,282 21,004: 371 1,649 Old : 22,653: 620 0 0 21,662 21,004 22,282 21,004: 371 1,649 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.0 0.0 95.6 92.7 98.4 92.7: 1.6 7.3 Old : 100.0: 2.7 0.0 0.0 95.6 92.7 98.4 92.7: 1.6 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 0 0 9 17 10 17: Old : 23: 1 0 0 9 17 10 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 46.4 94.4 73.1 61.9 46.4 87.8 73.1 Old : 65.0 46.4 94.4 73.1 61.9 46.4 87.8 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 114,136: 47 12,022 1,271 104,642 97,264 105,960 110,557: 8,176 3,579 Old : 114,136: 47 12,022 1,271 104,642 97,264 105,960 110,557: 8,176 3,579 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 2,735: -468 -1,138 1,138 2,305 2,555 2,975 2,555: -240 180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 10.5 1.1 91.7 85.2 92.8 96.9: 7.2 3.1 Old : 100.0: 0.0 10.5 1.1 91.7 85.2 92.8 96.9: 7.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 4 2 18 17 20 22: Old : 31: 1 4 2 18 17 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 62.4 78.8 80.3 61.1 54.6 76.9 71.7 Old : 61.6 62.4 78.8 80.3 61.1 54.6 76.9 71.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 183,160: 2,419 14,197 4,213 161,924 160,746 168,556 179,156: 14,604 4,004 Old : 183,160: 2,419 14,197 4,213 161,924 160,746 168,556 179,156: 14,604 4,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,192: 28 158 1,079 -103 -1,079 1,004 158: 188 1,034 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 7.8 2.3 88.4 87.8 92.0 97.8: 8.0 2.2 Old : 100.0: 1.3 7.8 2.3 88.4 87.8 92.0 97.8: 8.0 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 2 4 4 29 30 34 36: Old : 44: 2 4 4 29 30 34 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 48.7 62.9 68.0 40.5 48.6 58.2 64.5 Old : 41.7 48.7 62.9 68.0 40.5 48.6 58.2 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 15,282: 4,796 1,104 0 9,971 13,691 14,767 14,795: 515 487 Old : 15,282: 4,796 1,104 0 9,971 13,691 14,767 14,795: 515 487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 7.2 0.0 65.2 89.6 96.6 96.8: 3.4 3.2 Old : 100.0: 31.4 7.2 0.0 65.2 89.6 96.6 96.8: 3.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 1 0 11 11 13 12: Old : 21: 2 1 0 11 11 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 49.0 79.8 79.9 55.0 49.0 75.6 72.2 Old : 55.0 49.0 79.8 79.9 55.0 49.0 75.6 72.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 28,880: 2,685 3,312 552 25,306 24,354 28,543 28,218: 337 662 Old : 28,880: 2,685 3,312 552 25,306 24,354 28,543 28,218: 337 662 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 6,293: 905 0 -688 5,859 7,099 6,076 6,411: 217 -118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 11.5 1.9 87.6 84.3 98.8 97.7: 1.2 2.3 Old : 100.0: 9.3 11.5 1.9 87.6 84.3 98.8 97.7: 1.2 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 1 2 19 17 22 20: Old : 30: 3 1 2 19 17 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 63.8 70.3 79.7 45.6 59.2 65.0 72.7 Old : 46.9 63.8 70.3 79.7 45.6 59.2 65.0 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 52,659: 0 1,940 0 50,406 50,171 50,406 52,111: 2,253 548 Old : 52,659: 0 1,940 0 50,406 50,171 50,406 52,111: 2,253 548 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 5,020: 0 1,550 0 5,296 3,466 5,296 5,016: -276 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.7 0.0 95.7 95.3 95.7 99.0: 4.3 1.0 Old : 100.0: 0.0 3.7 0.0 95.7 95.3 95.7 99.0: 4.3 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 0 16 14 16 15: Old : 28: 0 1 0 16 14 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 66.3 81.8 86.4 52.8 66.3 76.3 83.6 Old : 52.8 66.3 81.8 86.4 52.8 66.3 76.3 83.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 253,470: 2,958 8,452 2,925 241,340 237,368 247,223 248,745: 6,247 4,725 Old : 253,470: 2,958 8,452 2,925 241,340 237,368 247,223 248,745: 6,247 4,725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 2,020: -971 124 62 2,932 1,133 2,023 1,319: -3 701 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 3.3 1.2 95.2 93.6 97.5 98.1: 2.5 1.9 Old : 100.0: 1.2 3.3 1.2 95.2 93.6 97.5 98.1: 2.5 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 3 2 3 41 37 45 41: Old : 56: 3 2 3 41 37 45 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 57.5 64.5 72.9 46.8 54.3 62.5 68.3 Old : 47.5 57.5 64.5 72.9 46.8 54.3 62.5 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 111,851: 0 0 0 109,401 110,687 109,401 110,687: 2,450 1,164 Old : 111,851: 0 0 0 109,401 110,687 109,401 110,687: 2,450 1,164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,857: 0 0 0 1,826 1,918 1,826 1,918: 31 -61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.8 99.0 97.8 99.0: 2.2 1.0 Old : 100.0: 0.0 0.0 0.0 97.8 99.0 97.8 99.0: 2.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 0 0 26 27 26 27: Old : 35: 0 0 0 26 27 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 55.8 71.4 72.8 46.5 51.3 64.2 63.3 Old : 49.6 55.8 71.4 72.8 46.5 51.3 64.2 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 81,056: 984 0 0 74,348 70,657 75,332 70,657: 5,724 10,399 Old : 81,056: 984 0 0 74,348 70,657 75,332 70,657: 5,724 10,399 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 2,690: 0 0 0 3,997 3,542 3,997 3,542: -1,307 -852 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.0 91.7 87.2 92.9 87.2: 7.1 12.8 Old : 100.0: 1.2 0.0 0.0 91.7 87.2 92.9 87.2: 7.1 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 0 0 21 22 22 22: Old : 31: 1 0 0 21 22 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.6 43.7 59.9 64.1 27.9 43.5 44.9 58.0 Old : 35.6 43.7 59.9 64.1 27.9 43.5 44.9 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 91,512: 0 887 0 82,031 88,328 82,031 89,215: 9,481 2,297 Old : 91,512: 0 887 0 82,031 88,328 82,031 89,215: 9,481 2,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,847: 0 0 0 2,520 2,220 2,520 2,220: -673 -373 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.0 0.0 89.6 96.5 89.6 97.5: 10.4 2.5 Old : 100.0: 0.0 1.0 0.0 89.6 96.5 89.6 97.5: 10.4 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 0 23 20 23 21: Old : 29: 0 1 0 23 20 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 69.1 65.0 84.5 45.4 66.3 58.9 78.5 Old : 45.8 69.1 65.0 84.5 45.4 66.3 58.9 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 147,144: 16,567 8,546 13,253 117,173 125,217 146,993 147,016: 151 128 Old : 147,144: 16,567 8,546 13,253 117,173 125,217 146,993 147,016: 151 128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 901: 2,120 142 -1,327 320 2,086 1,113 901: -212 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 5.8 9.0 79.6 85.1 99.9 99.9: 0.1 0.1 Old : 100.0: 11.3 5.8 9.0 79.6 85.1 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 78: 9 14 15 47 51 65 71: Old : 78: 9 14 15 47 51 65 71: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 31.3 59.9 51.0 27.9 21.2 36.5 31.5 Old : 42.7 31.3 59.9 51.0 27.9 21.2 36.5 31.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 51,302: 462 2,034 1,928 48,912 47,340 51,302 51,302: 0 0 Old : 51,302: 462 2,034 1,928 48,912 47,340 51,302 51,302: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 2,611: -71 656 -311 2,993 2,266 2,611 2,611: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 4.0 3.8 95.3 92.3 100.0 100.0: 0.0 0.0 Old : 100.0: 0.9 4.0 3.8 95.3 92.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 2 8 3 29 26 33 35: Old : 41: 2 8 3 29 26 33 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 46.0 74.8 72.4 41.9 39.0 55.2 55.4 Old : 54.9 46.0 74.8 72.4 41.9 39.0 55.2 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 432,806: 28,462 16,048 9,040 395,304 407,718 432,806 432,806: 0 0 Old : 432,806: 28,462 16,048 9,040 395,304 407,718 432,806 432,806: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 18,169: 0 1,632 -648 18,817 17,185 18,169 18,169: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 3.7 2.1 91.3 94.2 100.0 100.0: 0.0 0.0 Old : 100.0: 6.6 3.7 2.1 91.3 94.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 6 1 19 21 21 28: Old : 34: 2 6 1 19 21 21 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 45.8 66.7 70.3 32.3 40.3 51.6 51.5 Old : 41.3 45.8 66.7 70.3 32.3 40.3 51.6 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 1,809,089: 56,571 12,906 43,238 1,709,280 1,752,945 1,809,089 1,809,089: 0 0 Old : 1,809,089: 56,571 12,906 43,238 1,709,280 1,752,945 1,809,089 1,809,089: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 22,324: -1,176 -328 744 22,756 21,908 22,324 22,324: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.7 2.4 94.5 96.9 100.0 100.0: 0.0 0.0 Old : 100.0: 3.1 0.7 2.4 94.5 96.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 6 6 7 38 40 47 51: Old : 58: 6 6 7 38 40 47 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 53.5 75.0 70.0 36.6 33.9 47.5 44.5 Old : 56.0 53.5 75.0 70.0 36.6 33.9 47.5 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 64,742: 1,585 3,159 3,524 59,633 58,059 64,742 64,742: 0 0 Old : 64,742: 1,585 3,159 3,524 59,633 58,059 64,742 64,742: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,818: -619 -26 78 2,359 1,766 1,818 1,818: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 4.9 5.4 92.1 89.7 100.0 100.0: 0.0 0.0 Old : 100.0: 2.4 4.9 5.4 92.1 89.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 3 3 25 21 30 26: Old : 35: 3 3 3 25 21 30 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 69.1 68.7 86.7 39.8 59.0 61.4 70.7 Old : 42.6 69.1 68.7 86.7 39.8 59.0 61.4 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 381,351: 4,505 1,826 24,321 352,525 355,204 381,351 381,351: 0 0 Old : 381,351: 4,505 1,826 24,321 352,525 355,204 381,351 381,351: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 17,595: 0 0 0 17,595 17,595 17,595 17,595: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.5 6.4 92.4 93.1 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.5 6.4 92.4 93.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 2 19 16 21 18: Old : 27: 1 1 2 19 16 21 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 58.6 78.5 84.6 45.5 52.9 61.5 67.3 Old : 55.4 58.6 78.5 84.6 45.5 52.9 61.5 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 569,078: 16,335 8,737 9,385 543,358 550,956 569,078 569,078: 0 0 Old : 569,078: 16,335 8,737 9,385 543,358 550,956 569,078 569,078: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 29,365: 0 0 0 29,365 29,365 29,365 29,365: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 1.5 1.6 95.5 96.8 100.0 100.0: 0.0 0.0 Old : 100.0: 2.9 1.5 1.6 95.5 96.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 3 2 1 27 31 30 34: Old : 43: 3 2 1 27 31 30 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 47.9 73.1 67.2 40.7 45.5 56.1 58.7 Old : 50.9 47.9 73.1 67.2 40.7 45.5 56.1 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 50,087: 2,769 2,433 2,670 44,048 44,274 49,487 49,377: 600 710 Old : 50,087: 2,769 2,433 2,670 44,048 44,274 49,487 49,377: 600 710 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,755: 0 43 -21 1,776 1,581 1,755 1,603: 0 152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 4.9 5.3 87.9 88.4 98.8 98.6: 1.2 1.4 Old : 100.0: 5.5 4.9 5.3 87.9 88.4 98.8 98.6: 1.2 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 4 2 3 30 33 34 38: Old : 42: 4 2 3 30 33 34 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 51.9 72.9 67.0 48.6 49.8 58.9 61.8 Old : 55.2 51.9 72.9 67.0 48.6 49.8 58.9 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 66,333: 150 295 0 65,804 65,931 65,954 66,226: 379 107 Old : 66,333: 150 295 0 65,804 65,931 65,954 66,226: 379 107 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 201: 0 0 0 201 201 201 201: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.4 0.0 99.2 99.4 99.4 99.8: 0.6 0.2 Old : 100.0: 0.2 0.4 0.0 99.2 99.4 99.4 99.8: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 1 0 31 27 32 28: Old : 42: 1 1 0 31 27 32 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 66.9 72.2 84.0 52.5 59.5 63.8 74.7 Old : 57.5 66.9 72.2 84.0 52.5 59.5 63.8 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 80,673: 170 200 80 80,071 80,309 80,321 80,589: 352 84 Old : 80,673: 170 200 80 80,071 80,309 80,321 80,589: 352 84 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 430: 0 0 0 430 430 430 430: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.2 0.1 99.3 99.5 99.6 99.9: 0.4 0.1 Old : 100.0: 0.2 0.2 0.1 99.3 99.5 99.6 99.9: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 2 1 1 34 31 36 33: Old : 45: 2 1 1 34 31 36 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 63.4 71.2 83.9 52.4 54.6 63.7 73.8 Old : 57.1 63.4 71.2 83.9 52.4 54.6 63.7 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,965: 1,200 0 0 18,550 19,895 19,750 19,895: 215 70 Old : 19,965: 1,200 0 0 18,550 19,895 19,750 19,895: 215 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 100: 0 0 0 100 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 0.0 0.0 92.9 99.6 98.9 99.6: 1.1 0.4 Old : 100.0: 6.0 0.0 0.0 92.9 99.6 98.9 99.6: 1.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 0 0 20 15 21 15: Old : 28: 1 0 0 20 15 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 69.2 68.7 88.6 44.4 57.8 61.5 69.5 Old : 45.9 69.2 68.7 88.6 44.4 57.8 61.5 69.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 288,080: 0 14,640 5,896 282,184 267,544 288,080 288,080: 0 0 Old : 288,080: 0 14,640 5,896 282,184 267,544 288,080 288,080: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,216: 0 0 0 1,216 1,216 1,216 1,216: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.1 2.0 98.0 92.9 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 5.1 2.0 98.0 92.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 0 3 1 24 20 25 23: Old : 32: 0 3 1 24 20 25 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 62.2 77.2 80.2 50.9 52.2 61.9 61.9 Old : 52.1 62.2 77.2 80.2 50.9 52.2 61.9 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 7,751: 1,821 508 110 5,668 6,983 7,599 7,601: 152 150 Old : 7,751: 1,821 508 110 5,668 6,983 7,599 7,601: 152 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 235: 0 0 0 212 191 212 191: 23 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 6.6 1.4 73.1 90.1 98.0 98.1: 2.0 1.9 Old : 100.0: 23.5 6.6 1.4 73.1 90.1 98.0 98.1: 2.0 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 2 1 21 22 26 24: Old : 31: 4 2 1 21 22 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 40.6 71.3 62.8 48.4 34.6 60.8 49.3 Old : 50.6 40.6 71.3 62.8 48.4 34.6 60.8 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,410: 1,160 450 40 20,175 20,920 21,375 21,410: 35 0 Old : 21,410: 1,160 450 40 20,175 20,920 21,375 21,410: 35 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 55: 0 0 0 235 125 235 125: -180 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 2.1 0.2 94.2 97.7 99.8 100.0: 0.2 0.0 Old : 100.0: 5.4 2.1 0.2 94.2 97.7 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 1 1 23 23 24 25: Old : 35: 1 1 1 23 23 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 58.5 72.2 82.4 48.5 48.3 66.3 64.2 Old : 48.8 58.5 72.2 82.4 48.5 48.3 66.3 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 13,630: 0 695 180 13,270 12,700 13,450 13,575: 180 55 Old : 13,630: 0 695 180 13,270 12,700 13,450 13,575: 180 55 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 65: 0 0 0 115 190 115 190: -50 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.1 1.3 97.4 93.2 98.7 99.6: 1.3 0.4 Old : 100.0: 0.0 5.1 1.3 97.4 93.2 98.7 99.6: 1.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 1 23 21 24 22: Old : 29: 0 1 1 23 21 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 60.8 63.4 82.9 27.1 29.7 46.6 46.0 Old : 37.8 60.8 63.4 82.9 27.1 29.7 46.6 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 19,042: 660 0 241 17,434 17,218 18,335 17,459: 707 1,583 Old : 19,042: 660 0 241 17,434 17,218 18,335 17,459: 707 1,583 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 62: 0 0 0 16 -26 16 -26: 46 88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 0.0 1.3 91.6 90.4 96.3 91.7: 3.7 8.3 Old : 100.0: 3.5 0.0 1.3 91.6 90.4 96.3 91.7: 3.7 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 0 1 25 25 27 26: Old : 30: 2 0 1 25 25 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 55.1 59.6 71.3 28.8 38.7 43.1 47.7 Old : 39.2 55.1 59.6 71.3 28.8 38.7 43.1 47.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 54,316: 0 9,365 1,335 52,474 43,476 53,809 54,176: 507 140 Old : 54,316: 0 9,365 1,335 52,474 43,476 53,809 54,176: 507 140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -83: 0 -62 0 -102 -21 -102 -83: 19 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.2 2.5 96.6 80.0 99.1 99.7: 0.9 0.3 Old : 100.0: 0.0 17.2 2.5 96.6 80.0 99.1 99.7: 0.9 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 0 4 3 30 30 33 34: Old : 41: 0 4 3 30 30 33 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 36.2 69.3 59.0 46.1 33.4 63.0 53.2 Old : 49.7 36.2 69.3 59.0 46.1 33.4 63.0 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 60,473: 42 10,113 3,008 57,358 47,277 60,408 60,398: 65 75 Old : 60,473: 42 10,113 3,008 57,358 47,277 60,408 60,398: 65 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,180: 42 -147 542 596 775 1,180 1,170: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 16.7 5.0 94.8 78.2 99.9 99.9: 0.1 0.1 Old : 100.0: 0.1 16.7 5.0 94.8 78.2 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 1 9 6 34 35 40 45: Old : 49: 1 9 6 34 35 40 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 36.9 66.2 56.3 42.0 34.1 56.6 50.9 Old : 48.8 36.9 66.2 56.3 42.0 34.1 56.6 50.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 50,360: 1,435 0 0 48,855 50,285 50,290 50,285: 70 75 Old : 50,360: 1,435 0 0 48,855 50,285 50,290 50,285: 70 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 720: 0 0 0 720 720 720 720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 0.0 0.0 97.0 99.9 99.9 99.9: 0.1 0.1 Old : 100.0: 2.8 0.0 0.0 97.0 99.9 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 0 0 29 16 31 16: Old : 34: 2 0 0 29 16 31 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 93.7 73.2 97.7 54.6 88.5 68.3 89.2 Old : 56.2 93.7 73.2 97.7 54.6 88.5 68.3 89.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 54,040: 1,250 0 0 52,660 54,040 53,910 54,040: 130 0 Old : 54,040: 1,250 0 0 52,660 54,040 53,910 54,040: 130 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,225: 20 0 0 1,215 1,270 1,235 1,270: -10 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.0 0.0 97.4 100.0 99.8 100.0: 0.2 0.0 Old : 100.0: 2.3 0.0 0.0 97.4 100.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 0 0 28 19 29 19: Old : 32: 1 0 0 28 19 29 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 93.8 67.5 96.6 50.8 88.5 64.7 89.3 Old : 52.9 93.8 67.5 96.6 50.8 88.5 64.7 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 368,220: 59,774 368 17,822 290,624 350,030 368,220 368,220: 0 0 Old : 368,220: 59,774 368 17,822 290,624 350,030 368,220 368,220: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 4,918: 1,960 0 -784 3,742 5,702 4,918 4,918: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 0.1 4.8 78.9 95.1 100.0 100.0: 0.0 0.0 Old : 100.0: 16.2 0.1 4.8 78.9 95.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 4 1 3 28 33 32 37: Old : 41: 4 1 3 28 33 32 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 41.9 67.1 63.0 32.5 36.2 50.1 48.5 Old : 46.0 41.9 67.1 63.0 32.5 36.2 50.1 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 23,234: 3,591 886 1,091 18,292 20,783 22,974 22,760: 260 474 Old : 23,234: 3,591 886 1,091 18,292 20,783 22,974 22,760: 260 474 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -150: 198 -107 -107 -241 148 -150 -66: 0 -84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 3.8 4.7 78.7 89.5 98.9 98.0: 1.1 2.0 Old : 100.0: 15.5 3.8 4.7 78.7 89.5 98.9 98.0: 1.1 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 4 5 6 26 32 32 41: Old : 42: 4 5 6 26 32 32 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 38.2 68.7 59.3 39.4 35.3 58.0 49.3 Old : 43.2 38.2 68.7 59.3 39.4 35.3 58.0 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 26,597: 797 334 542 25,258 25,721 26,597 26,597: 0 0 Old : 26,597: 797 334 542 25,258 25,721 26,597 26,597: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 356: 155 -235 -51 252 642 356 356: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 1.3 2.0 95.0 96.7 100.0 100.0: 0.0 0.0 Old : 100.0: 3.0 1.3 2.0 95.0 96.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 5 1 2 19 13 24 16: Old : 29: 5 1 2 19 13 24 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.8 79.0 87.0 91.5 62.8 76.7 76.3 84.2 Old : 67.8 79.0 87.0 91.5 62.8 76.7 76.3 84.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 530,432: 0 16,012 9,766 520,666 504,654 530,432 530,432: 0 0 Old : 530,432: 0 16,012 9,766 520,666 504,654 530,432 530,432: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -2,760: 0 0 0 -2,760 -2,760 -2,760 -2,760: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 1.8 98.2 95.1 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 3.0 1.8 98.2 95.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 2 1 19 18 20 20: Old : 28: 0 2 1 19 18 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 88.9 83.1 94.9 60.5 79.3 75.6 83.7 Old : 65.6 88.9 83.1 94.9 60.5 79.3 75.6 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 45,304: 5,768 346 2,586 36,498 41,455 44,852 44,387: 452 917 Old : 45,304: 5,768 346 2,586 36,498 41,455 44,852 44,387: 452 917 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -380: 0 0 0 -380 -336 -380 -336: 0 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 0.8 5.7 80.6 91.5 99.0 98.0: 1.0 2.0 Old : 100.0: 12.7 0.8 5.7 80.6 91.5 99.0 98.0: 1.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 4 1 3 17 19 21 23: Old : 28: 4 1 3 17 19 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 80.3 84.0 89.6 55.7 70.6 71.8 75.7 Old : 61.8 80.3 84.0 89.6 55.7 70.6 71.8 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 17,723: 3,681 455 232 13,253 15,553 17,166 16,240: 557 1,483 Old : 17,723: 3,681 455 232 13,253 15,553 17,166 16,240: 557 1,483 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 694: 496 172 -235 433 716 694 653: 0 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 2.6 1.3 74.8 87.8 96.9 91.6: 3.1 8.4 Old : 100.0: 20.8 2.6 1.3 74.8 87.8 96.9 91.6: 3.1 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 2 4 17 22 22 27: Old : 30: 4 2 4 17 22 22 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 50.4 67.0 66.5 39.0 43.3 56.0 54.9 Old : 48.4 50.4 67.0 66.5 39.0 43.3 56.0 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 195,497: 23,595 0 4,740 167,162 190,757 195,497 195,497: 0 0 Old : 195,497: 23,595 0 4,740 167,162 190,757 195,497 195,497: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 4,288: 1,917 0 1,185 1,186 3,103 4,288 4,288: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 0.0 2.4 85.5 97.6 100.0 100.0: 0.0 0.0 Old : 100.0: 12.1 0.0 2.4 85.5 97.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 0 1 19 19 22 20: Old : 30: 3 0 1 19 19 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 61.0 84.8 85.4 52.2 53.8 65.4 66.8 Old : 63.0 61.0 84.8 85.4 52.2 53.8 65.4 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 12,252: 1,191 0 176 10,361 11,161 11,728 11,337: 524 915 Old : 12,252: 1,191 0 176 10,361 11,161 11,728 11,337: 524 915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -162: 0 0 0 72 6 72 6: -234 -168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 0.0 1.4 84.6 91.1 95.7 92.5: 4.3 7.5 Old : 100.0: 9.7 0.0 1.4 84.6 91.1 95.7 92.5: 4.3 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 0 1 18 20 21 21: Old : 25: 3 0 1 18 20 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 46.6 71.6 71.5 36.8 45.2 54.4 58.9 Old : 48.6 46.6 71.6 71.5 36.8 45.2 54.4 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 124,767: 6,209 0 0 118,558 124,767 124,767 124,767: 0 0 Old : 124,767: 6,209 0 0 118,558 124,767 124,767 124,767: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,145: 0 0 0 1,145 1,145 1,145 1,145: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 0.0 0.0 95.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 5.0 0.0 0.0 95.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 0 0 20 22 21 22: Old : 29: 1 0 0 20 22 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 53.5 75.6 75.7 43.0 35.3 55.7 51.0 Old : 53.6 53.5 75.6 75.7 43.0 35.3 55.7 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 24,371: 534 0 1,004 22,833 23,367 24,371 24,371: 0 0 Old : 24,371: 534 0 1,004 22,833 23,367 24,371 24,371: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 229: 0 0 0 229 279 229 279: 0 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 0.0 4.1 93.7 95.9 100.0 100.0: 0.0 0.0 Old : 100.0: 2.2 0.0 4.1 93.7 95.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 1 15 17 16 18: Old : 22: 1 0 1 15 17 16 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.3 61.9 92.5 84.9 40.8 38.6 46.8 47.5 Old : 79.3 61.9 92.5 84.9 40.8 38.6 46.8 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 25 MWh : : : : All : 184,583: 5,809 0 0 178,774 184,583 184,583 184,583: 0 0 Old : 184,583: 5,809 0 0 178,774 184,583 184,583 184,583: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 0 15 16 16 16: Old : 20: 1 0 0 15 16 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.5 69.7 91.3 89.9 45.5 49.1 53.6 55.9 Old : 70.5 69.7 91.3 89.9 45.5 49.1 53.6 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 27,465: 0 900 0 27,180 26,445 27,180 27,345: 285 120 Old : 27,465: 0 900 0 27,180 26,445 27,180 27,345: 285 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 35: 0 0 0 35 35 35 35: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.0 99.0 96.3 99.0 99.6: 1.0 0.4 Old : 100.0: 0.0 3.3 0.0 99.0 96.3 99.0 99.6: 1.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 20 15 20 16: Old : 26: 0 1 0 20 15 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 79.2 83.7 91.9 51.4 74.5 75.3 84.7 Old : 59.3 79.2 83.7 91.9 51.4 74.5 75.3 84.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,610: 0 900 0 23,065 22,630 23,065 23,530: 545 80 Old : 23,610: 0 900 0 23,065 22,630 23,065 23,530: 545 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.8 0.0 97.7 95.8 97.7 99.7: 2.3 0.3 Old : 100.0: 0.0 3.8 0.0 97.7 95.8 97.7 99.7: 2.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 17 11 17 12: Old : 24: 0 1 0 17 11 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 86.7 81.1 97.1 57.2 84.2 75.2 89.4 Old : 62.5 86.7 81.1 97.1 57.2 84.2 75.2 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,036: 50 150 0 25,986 25,886 26,036 26,036: 0 0 Old : 26,036: 50 150 0 25,986 25,886 26,036 26,036: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 150: 50 0 0 100 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.6 0.0 99.8 99.4 100.0 100.0: 0.0 0.0 Old : 100.0: 0.2 0.6 0.0 99.8 99.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 1 0 23 19 24 20: Old : 35: 1 1 0 23 19 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 68.6 74.1 85.3 45.2 62.7 59.8 71.6 Old : 54.8 68.6 74.1 85.3 45.2 62.7 59.8 71.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,544: 100 0 0 23,444 23,544 23,544 23,544: 0 0 Old : 23,544: 100 0 0 23,444 23,544 23,544 23,544: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.4 0.0 0.0 99.6 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 0 0 19 15 21 15: Old : 29: 2 0 0 19 15 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 74.9 81.4 91.8 62.4 74.6 77.5 87.5 Old : 62.4 74.9 81.4 91.8 62.4 74.6 77.5 87.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,590: 0 150 0 17,930 18,180 17,930 18,330: 660 260 Old : 18,590: 0 150 0 17,930 18,180 17,930 18,330: 660 260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 70: 0 0 0 70 50 70 50: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.8 0.0 96.4 97.8 96.4 98.6: 3.6 1.4 Old : 100.0: 0.0 0.8 0.0 96.4 97.8 96.4 98.6: 3.6 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 14 8 14 9: Old : 21: 0 1 0 14 8 14 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.6 95.1 87.9 98.3 69.6 94.4 87.9 97.5 Old : 69.6 95.1 87.9 98.3 69.6 94.4 87.9 97.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 13,277: 50 0 0 12,992 13,277 13,042 13,277: 235 0 Old : 13,277: 50 0 0 12,992 13,277 13,042 13,277: 235 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 180: 50 0 0 130 180 180 180: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 0.0 0.0 97.9 100.0 98.2 100.0: 1.8 0.0 Old : 100.0: 0.4 0.0 0.0 97.9 100.0 98.2 100.0: 1.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 22 9 23 9: Old : 24: 1 0 0 22 9 23 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 93.9 67.0 99.5 42.4 83.2 61.9 83.3 Old : 45.5 93.9 67.0 99.5 42.4 83.2 61.9 83.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 121,295: 2,215 85 0 118,865 120,990 121,080 121,075: 215 220 Old : 121,295: 2,215 85 0 118,865 120,990 121,080 121,075: 215 220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,935: 50 0 0 1,885 1,835 1,935 1,835: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 0.1 0.0 98.0 99.7 99.8 99.8: 0.2 0.2 Old : 100.0: 1.8 0.1 0.0 98.0 99.7 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 3 2 0 35 31 38 33: Old : 45: 3 2 0 35 31 38 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 65.7 62.8 83.1 36.8 53.3 51.4 63.5 Old : 40.4 65.7 62.8 83.1 36.8 53.3 51.4 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 141,326: 2,415 1,253 70 138,841 140,003 141,326 141,326: 0 0 Old : 141,326: 2,415 1,253 70 138,841 140,003 141,326 141,326: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 873: 0 468 0 873 405 873 873: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.9 0.0 98.2 99.1 100.0 100.0: 0.0 0.0 Old : 100.0: 1.7 0.9 0.0 98.2 99.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 5 4 1 41 38 47 42: Old : 54: 5 4 1 41 38 47 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.1 66.0 67.1 81.9 39.7 59.5 54.9 68.9 Old : 48.1 66.0 67.1 81.9 39.7 59.5 54.9 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 148,823: 19,610 4,356 5,668 123,274 138,589 148,552 148,613: 271 210 Old : 148,823: 19,610 4,356 5,668 123,274 138,589 148,552 148,613: 271 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 700: -218 -432 -9 917 1,231 690 790: 10 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 2.9 3.8 82.8 93.1 99.8 99.9: 0.2 0.1 Old : 100.0: 13.2 2.9 3.8 82.8 93.1 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 10 7 9 43 39 56 52: Old : 64: 10 7 9 43 39 56 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.9 61.1 52.3 73.1 28.3 56.0 45.6 62.9 Old : 30.9 61.1 52.3 73.1 28.3 56.0 45.6 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 99,430: 1,480 2,745 3,230 94,253 93,440 98,963 99,415: 467 15 Old : 99,430: 1,480 2,745 3,230 94,253 93,440 98,963 99,415: 467 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,291: 50 -300 0 1,121 1,591 1,171 1,291: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 2.8 3.2 94.8 94.0 99.5 100.0: 0.5 0.0 Old : 100.0: 1.5 2.8 3.2 94.8 94.0 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 4 3 6 36 31 43 37: Old : 47: 4 3 6 36 31 43 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.1 72.3 54.8 80.7 33.7 60.9 47.4 66.4 Old : 36.1 72.3 54.8 80.7 33.7 60.9 47.4 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 25,270: 0 515 0 25,195 24,745 25,195 25,260: 75 10 Old : 25,270: 0 515 0 25,195 24,745 25,195 25,260: 75 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 45: 0 0 0 45 45 45 45: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 99.7 97.9 99.7 100.0: 0.3 0.0 Old : 100.0: 0.0 2.0 0.0 99.7 97.9 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 1 0 24 11 24 12: Old : 31: 0 1 0 24 11 24 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 85.0 78.2 98.2 56.5 82.5 77.9 95.5 Old : 56.6 85.0 78.2 98.2 56.5 82.5 77.9 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,625: 0 215 50 22,435 22,240 22,485 22,505: 140 120 Old : 22,625: 0 215 50 22,435 22,240 22,485 22,505: 140 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -15: 0 0 0 -15 -15 -15 -15: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.0 0.2 99.2 98.3 99.4 99.5: 0.6 0.5 Old : 100.0: 0.0 1.0 0.2 99.2 98.3 99.4 99.5: 0.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 1 21 8 22 9: Old : 25: 0 1 1 21 8 22 9: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 86.1 79.5 99.4 59.0 81.5 79.4 92.4 Old : 59.0 86.1 79.5 99.4 59.0 81.5 79.4 92.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 27,889: 100 940 235 27,435 26,494 27,770 27,669: 119 220 Old : 27,889: 100 940 235 27,435 26,494 27,770 27,669: 119 220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,030: 100 0 0 930 1,030 1,030 1,030: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 3.4 0.8 98.4 95.0 99.6 99.2: 0.4 0.8 Old : 100.0: 0.4 3.4 0.8 98.4 95.0 99.6 99.2: 0.4 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 2 1 28 25 30 27: Old : 36: 1 2 1 28 25 30 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 47.8 69.2 69.8 46.6 39.8 57.0 56.1 Old : 52.3 47.8 69.2 69.8 46.6 39.8 57.0 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 Mwh : : : : All : 10,360: 680 0 220 9,460 10,140 10,360 10,360: 0 0 Old : 10,360: 680 0 220 9,460 10,140 10,360 10,360: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 0.0 2.1 91.3 97.9 100.0 100.0: 0.0 0.0 Old : 100.0: 6.6 0.0 2.1 91.3 97.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 0 1 16 14 17 15: Old : 20: 1 0 1 16 14 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 67.8 77.8 91.9 39.6 58.4 63.4 67.6 Old : 44.6 67.8 77.8 91.9 39.6 58.4 63.4 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 32,497: 2,533 1,870 505 28,908 30,062 31,946 32,437: 551 60 Old : 32,497: 2,533 1,870 505 28,908 30,062 31,946 32,437: 551 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 274: 25 0 75 174 199 274 274: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 5.8 1.6 89.0 92.5 98.3 99.8: 1.7 0.2 Old : 100.0: 7.8 5.8 1.6 89.0 92.5 98.3 99.8: 1.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 1 3 23 23 27 26: Old : 32: 3 1 3 23 23 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 46.2 76.9 73.5 51.0 44.5 64.1 64.5 Old : 61.9 46.2 76.9 73.5 51.0 44.5 64.1 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,344: 2,559 0 60 19,487 22,284 22,106 22,344: 238 0 Old : 22,344: 2,559 0 60 19,487 22,284 22,106 22,344: 238 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -228: -600 0 60 366 -288 -174 -228: -54 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 0.0 0.3 87.2 99.7 98.9 100.0: 1.1 0.0 Old : 100.0: 11.5 0.0 0.3 87.2 99.7 98.9 100.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 0 1 21 22 23 23: Old : 30: 2 0 1 21 22 23 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 56.7 73.3 79.2 32.3 45.5 54.0 61.1 Old : 47.8 56.7 73.3 79.2 32.3 45.5 54.0 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 25,356: 30 440 455 24,716 24,386 25,201 25,281: 155 75 Old : 25,356: 30 440 455 24,716 24,386 25,201 25,281: 155 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 881: 10 0 0 871 871 881 871: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 1.7 1.8 97.5 96.2 99.4 99.7: 0.6 0.3 Old : 100.0: 0.1 1.7 1.8 97.5 96.2 99.4 99.7: 0.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 2 3 27 26 30 29: Old : 38: 1 2 3 27 26 30 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 66.8 74.0 84.5 50.3 66.4 68.4 81.6 Old : 54.4 66.8 74.0 84.5 50.3 66.4 68.4 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,781: 600 630 0 21,111 21,151 21,711 21,781: 70 0 Old : 21,781: 600 630 0 21,111 21,151 21,711 21,781: 70 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 115: 0 0 0 255 115 255 115: -140 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 2.9 0.0 96.9 97.1 99.7 100.0: 0.3 0.0 Old : 100.0: 2.8 2.9 0.0 96.9 97.1 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 1 0 23 25 24 26: Old : 33: 1 1 0 23 25 24 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 47.4 81.9 71.9 64.9 44.8 75.7 68.5 Old : 67.1 47.4 81.9 71.9 64.9 44.8 75.7 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,512: 0 910 0 14,439 13,602 14,439 14,512: 73 0 Old : 14,512: 0 910 0 14,439 13,602 14,439 14,512: 73 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -7: 0 0 0 -7 -7 -7 -7: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.3 0.0 99.5 93.7 99.5 100.0: 0.5 0.0 Old : 100.0: 0.0 6.3 0.0 99.5 93.7 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 19 15 19 16: Old : 24: 0 1 0 19 15 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 61.2 81.7 85.5 56.6 56.4 81.2 78.4 Old : 57.2 61.2 81.7 85.5 56.6 56.4 81.2 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 10,013: 0 0 0 8,895 9,693 8,895 9,693: 1,118 320 Old : 10,013: 0 0 0 8,895 9,693 8,895 9,693: 1,118 320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : -26: 0 0 0 -26 -26 -26 -26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 88.8 96.8 88.8 96.8: 11.2 3.2 Old : 100.0: 0.0 0.0 0.0 88.8 96.8 88.8 96.8: 11.2 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 15 12 15 12: Old : 21: 0 0 0 15 12 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 73.8 70.5 92.5 43.8 72.2 64.0 81.6 Old : 48.2 73.8 70.5 92.5 43.8 72.2 64.0 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 32,950: 25 2,450 275 32,231 30,075 32,531 32,800: 419 150 Old : 32,950: 25 2,450 275 32,231 30,075 32,531 32,800: 419 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 875: 0 0 0 875 875 875 875: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 7.4 0.8 97.8 91.3 98.7 99.5: 1.3 0.5 Old : 100.0: 0.1 7.4 0.8 97.8 91.3 98.7 99.5: 1.3 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 2 1 28 21 30 23: Old : 36: 1 2 1 28 21 30 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 48.9 71.6 73.8 51.6 44.0 68.2 66.7 Old : 53.6 48.9 71.6 73.8 51.6 44.0 68.2 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 11,042: 2,042 0 0 8,880 10,982 10,922 10,982: 120 60 Old : 11,042: 2,042 0 0 8,880 10,982 10,922 10,982: 120 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 775: 0 0 0 775 775 775 775: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 0.0 0.0 80.4 99.5 98.9 99.5: 1.1 0.5 Old : 100.0: 18.5 0.0 0.0 80.4 99.5 98.9 99.5: 1.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 0 0 18 20 20 20: Old : 28: 2 0 0 18 20 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 69.7 69.9 84.5 42.8 62.3 67.8 75.5 Old : 43.1 69.7 69.9 84.5 42.8 62.3 67.8 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Commitments of Traders - Futures Only, June 23, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 12,987: 2,093 100 175 10,519 12,712 12,787 12,987: 200 0 Old : 12,987: 2,093 100 175 10,519 12,712 12,787 12,987: 200 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2015 : : 1,125: 40 0 0 1,085 1,125 1,125 1,125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 0.8 1.3 81.0 97.9 98.5 100.0: 1.5 0.0 Old : 100.0: 16.1 0.8 1.3 81.0 97.9 98.5 100.0: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 1 1 22 19 24 21: Old : 31: 2 1 1 22 19 24 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 71.9 66.5 84.9 42.1 63.8 65.1 75.2 Old : 42.5 71.9 66.5 84.9 42.1 63.8 65.1 75.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015