CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 22,998 COMMITMENTS 6,960 3,693 3,151 12,832 16,154 22,943 22,998 55 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,248) 547 50 201 501 998 1,249 1,249 -1 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 16.1 13.7 55.8 70.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 5 5 7 11 19 20 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,850 COMMITMENTS 4,745 5,889 1,000 18,105 16,961 23,850 23,850 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 24.7 4.2 75.9 71.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 1 6 7 13 11 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 22,526 COMMITMENTS 5,334 1,050 1,125 16,067 20,351 22,526 22,526 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -373) 202 150 0 -575 -523 -373 -373 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 4.7 5.0 71.3 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 2 4 11 6 18 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,085,955 COMMITMENTS 425,244 354,136 746,127 2873051 2965621 4044422 4065884 41,533 20,071 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 80) -28,328 42,734 -37,593 62,048 -8,897 -3,873 -3,756 3,953 3,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 8.7 18.3 70.3 72.6 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 38 41 63 138 119 208 193 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 460,048 COMMITMENTS 104,405 100,161 104,303 228,972 242,333 437,680 446,797 22,368 13,251 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 26,707) -10,956 1,227 -3,655 18,981 16,305 4,370 13,877 22,337 12,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 21.8 22.7 49.8 52.7 95.1 97.1 4.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 21 23 34 34 63 64 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,226 COMMITMENTS 4,894 10,188 6,539 223,874 227,377 235,307 244,104 15,919 7,122 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,589) -274 -1,533 677 6,267 7,682 6,670 6,826 919 763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 4.1 2.6 89.1 90.5 93.7 97.2 6.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 8 8 36 31 45 40 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,454 COMMITMENTS 16,047 2,726 1,928 96,609 111,360 114,584 116,014 3,870 2,440 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 565) 1,817 -172 -285 -519 590 1,013 133 -448 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 2.3 1.6 81.6 94.0 96.7 97.9 3.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 1 3 32 30 40 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,629 COMMITMENTS 524 12,710 3,941 221,010 208,063 225,475 224,714 8,154 8,915 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 815) -184 760 -455 1,276 -3,449 637 -3,144 178 3,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.4 1.7 94.6 89.1 96.5 96.2 3.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 8 4 30 30 35 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 735,214 COMMITMENTS 67,495 3,113 12,156 647,678 712,966 727,329 728,235 7,885 6,979 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 13,461) -821 25 -378 14,058 14,577 12,859 14,224 602 -763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.4 1.7 88.1 97.0 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 2 2 48 38 50 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,644 COMMITMENTS 401 18,303 1,951 306,745 286,975 309,097 307,229 6,547 8,415 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 5,178) -270 1,010 -92 6,250 5,114 5,888 6,032 -710 -854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.8 0.6 97.2 90.9 97.9 97.3 2.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 6 2 33 34 35 41 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,289 COMMITMENTS 1,228 3,446 6,137 237,870 238,988 245,235 248,571 10,054 6,718 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -2,767) 78 -147 -183 -2,661 -2,197 -2,766 -2,527 -1 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.3 2.4 93.2 93.6 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 3 3 39 42 42 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,120 COMMITMENTS 1,106 3,034 3,995 103,988 99,669 109,089 106,698 4,031 6,422 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,411) -186 2,447 -746 3,557 1,078 2,625 2,779 786 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.7 3.5 91.9 88.1 96.4 94.3 3.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 2 24 21 27 24 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,449 COMMITMENTS 766 4,737 4,654 99,466 97,377 104,886 106,768 6,563 4,681 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,114) 71 -618 146 4,592 4,095 4,809 3,623 -1,695 -509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.3 4.2 89.2 87.4 94.1 95.8 5.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 6 5 33 29 39 36 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,785 COMMITMENTS 2,004 2,970 865 74,667 73,596 77,536 77,431 11,249 11,354 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,909) -25 1,333 -381 2,195 927 1,789 1,879 120 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.3 1.0 84.1 82.9 87.3 87.2 12.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 14 17 16 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 190,678 COMMITMENTS 0 0 0 184,051 182,334 184,051 182,334 6,627 8,344 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 249) 0 0 0 523 739 523 739 -274 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 95.6 96.5 95.6 3.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 27 24 27 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,460 COMMITMENTS 0 0 0 86,990 90,621 86,990 90,621 9,470 5,839 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 6,082) 0 0 0 6,509 6,480 6,509 6,480 -427 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.2 93.9 90.2 93.9 9.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 13 18 13 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 355,698 COMMITMENTS 1,582 387 93 345,503 347,802 347,178 348,282 8,520 7,416 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,210) 0 387 93 6,506 5,913 6,599 6,393 611 817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.1 0.0 97.1 97.8 97.6 97.9 2.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 1 1 47 39 50 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,967 COMMITMENTS 1,923 4,452 3,064 70,914 60,326 75,901 67,842 3,066 11,125 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 734) -240 474 146 861 -214 767 406 -33 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 5.6 3.9 89.8 76.4 96.1 85.9 3.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 25 21 27 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,830 COMMITMENTS 631 2,960 2,438 73,355 67,789 76,424 73,187 3,406 6,643 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 860) -1,054 -60 828 936 -272 710 496 150 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.7 3.1 91.9 84.9 95.7 91.7 4.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 21 16 23 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,356 COMMITMENTS 9,568 330 0 75,174 83,400 84,742 83,730 2,614 3,626 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,408) -3,720 330 0 10,252 6,628 6,532 6,958 876 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 0.4 0.0 86.1 95.5 97.0 95.8 3.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 0 22 19 24 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,208 COMMITMENTS 9,827 9,847 1,240 76,026 76,383 87,093 87,470 2,115 1,738 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 10,072) -3,570 268 62 12,544 9,089 9,036 9,419 1,036 653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 11.0 1.4 85.2 85.6 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 6 2 30 23 37 30 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,976 COMMITMENTS 279 5,636 0 64,360 56,532 64,639 62,168 337 2,808 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,990) 30 0 -30 4,174 3,512 4,174 3,482 -184 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.7 0.0 99.1 87.0 99.5 95.7 0.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 16 25 17 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 166,536 COMMITMENTS 1,363 13,145 702 156,825 144,921 158,890 158,768 7,646 7,768 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 304) -28 670 178 1,299 85 1,449 933 -1,145 -629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 7.9 0.4 94.2 87.0 95.4 95.3 4.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 30 30 31 32 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 30,900 COMMITMENTS 0 682 0 28,694 29,122 28,694 29,804 2,206 1,096 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,820) 0 0 0 3,665 3,400 3,665 3,400 155 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 92.9 94.2 92.9 96.5 7.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 12 14 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,252 COMMITMENTS 2,474 1,427 677 45,409 54,756 48,560 56,860 14,692 6,392 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 4,522) 0 1,252 -643 1,390 3,853 747 4,462 3,775 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.3 1.1 71.8 86.6 76.8 89.9 23.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 13 15 15 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,507 COMMITMENTS 0 4,608 3,471 98,739 95,346 102,210 103,425 7,297 6,082 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,238) 0 744 -231 2,529 1,361 2,298 1,874 -60 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 3.2 90.2 87.1 93.3 94.4 6.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 22 25 24 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,602 COMMITMENTS 1,005 231 974 75,284 78,667 77,263 79,872 8,339 5,730 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,226) 1,005 -548 477 3,920 4,826 5,402 4,755 -2,176 -1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.3 1.1 87.9 91.9 90.3 93.3 9.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 15 16 17 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,342 COMMITMENTS 1,004 15,785 579 90,271 79,034 91,854 95,398 7,488 3,944 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,051) 0 -30 30 505 -1,537 535 -1,537 -1,586 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 15.9 0.6 90.9 79.6 92.5 96.0 7.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 16 20 19 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,985 COMMITMENTS 0 0 0 17,924 16,578 17,924 16,578 61 1,407 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 92.2 99.7 92.2 0.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 8 15 8 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,682 COMMITMENTS 0 11,366 809 106,564 97,051 107,373 109,226 4,309 2,456 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,032) -976 83 161 3,634 2,575 2,819 2,819 213 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.2 0.7 95.4 86.9 96.1 97.8 3.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 20 20 21 23 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 192,253 COMMITMENTS 2,989 20,980 2,451 172,804 164,940 178,244 188,371 14,009 3,882 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,365) 874 1,490 -384 4,433 1,533 4,923 2,639 -2,558 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 10.9 1.3 89.9 85.8 92.7 98.0 7.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 3 31 31 35 36 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,720 COMMITMENTS 2,090 707 310 19,828 20,915 22,228 21,932 492 788 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,320) 510 120 0 1,053 1,020 1,563 1,140 -243 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 3.1 1.4 87.3 92.1 97.8 96.5 2.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 18 17 19 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,646 COMMITMENTS 0 855 0 49,227 50,268 49,227 51,123 2,419 523 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,260) 0 390 0 1,476 1,182 1,476 1,572 -216 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 95.3 97.3 95.3 99.0 4.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 19 16 19 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 267,898 COMMITMENTS 3,377 8,370 3,165 254,205 252,977 260,747 264,512 7,151 3,386 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,021) -162 -130 124 1,740 2,356 1,702 2,350 319 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 3.1 1.2 94.9 94.4 97.3 98.7 2.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 1 4 42 39 47 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 117,661 COMMITMENTS 0 0 0 113,288 115,186 113,288 115,186 4,373 2,475 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,593) 0 0 0 1,501 1,594 1,501 1,594 92 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 97.9 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 24 27 24 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 83,586 COMMITMENTS 1,836 0 0 73,526 74,606 75,362 74,606 8,224 8,980 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,043) -306 0 0 -857 -1,163 -1,163 -1,163 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 88.0 89.3 90.2 89.3 9.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 19 20 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 90,947 COMMITMENTS 0 1,067 0 79,818 85,653 79,818 86,720 11,129 4,227 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,864) 0 59 0 1,556 1,589 1,556 1,648 308 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 87.8 94.2 87.8 95.4 12.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 19 21 20 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 147,588 COMMITMENTS 15,789 9,907 13,053 118,319 124,373 147,161 147,333 427 255 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,944) 1,103 550 -340 1,563 1,865 2,326 2,075 -382 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 6.7 8.8 80.2 84.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 10 11 14 45 52 62 70 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 45,652 COMMITMENTS 511 1,738 1,962 43,179 41,952 45,652 45,652 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,831) -52 502 50 2,833 2,279 2,831 2,831 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.8 4.3 94.6 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 7 3 29 24 34 32 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 425,500 COMMITMENTS 29,942 16,064 13,744 381,814 395,692 425,500 425,500 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 11,460) 960 3,648 -1,312 11,812 9,124 11,460 11,460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 3.8 3.2 89.7 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 5 2 20 21 22 28 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,771,799 COMMITMENTS 51,257 16,874 40,630 1679912 1714295 1771799 1771799 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 29,995) 971 0 0 29,024 29,995 29,995 29,995 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.0 2.3 94.8 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 4 6 36 43 45 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 60,811 COMMITMENTS 2,100 2,784 4,123 54,588 53,904 60,811 60,811 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,927) 473 130 -77 3,531 3,874 3,927 3,927 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 4.6 6.8 89.8 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 5 4 24 23 30 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 386,981 COMMITMENTS 2,296 2,514 27,721 356,964 356,746 386,981 386,981 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 9,203) -1,216 0 608 9,811 8,595 9,203 9,203 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.6 7.2 92.2 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 18 17 20 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 561,446 COMMITMENTS 15,887 10,241 11,929 533,630 539,276 561,446 561,446 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 16,016) -495 289 -289 16,800 16,016 16,016 16,016 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.8 2.1 95.0 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 2 26 32 30 35 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,603 COMMITMENTS 2,782 2,647 2,781 41,398 41,623 46,961 47,051 642 552 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,239) -22 43 22 1,153 706 1,153 771 86 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 5.6 5.8 87.0 87.4 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 2 4 30 32 35 37 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 68,735 COMMITMENTS 150 420 0 68,164 68,231 68,314 68,651 421 84 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,010) 0 0 0 890 950 890 950 120 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.6 0.0 99.2 99.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 0 33 26 34 28 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 3,950 COMMITMENTS 0 50 50 3,800 3,750 3,850 3,850 100 100 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 1.3 96.2 94.9 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 10 12 11 13 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 81,990 COMMITMENTS 110 100 180 81,191 81,650 81,481 81,930 509 60 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 435) 0 0 0 315 375 315 375 120 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.2 99.0 99.6 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 1 35 30 37 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,745 COMMITMENTS 1,190 100 10 17,305 18,555 18,505 18,665 240 80 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,150) 0 0 0 1,150 1,150 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.5 0.1 92.3 99.0 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 21 16 22 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 294,656 COMMITMENTS 0 13,136 6,320 288,336 275,200 294,656 294,656 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 4,712) 0 0 0 4,712 4,712 4,712 4,712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 2.1 97.9 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 22 21 23 24 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,756 COMMITMENTS 2,461 670 110 6,017 7,761 8,588 8,541 168 215 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 587) -4 84 -40 587 543 543 587 44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 7.7 1.3 68.7 88.6 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 1 21 21 26 24 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,935 COMMITMENTS 1,060 500 140 22,515 23,215 23,715 23,855 220 80 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 485) 0 0 0 505 485 505 485 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 2.1 0.6 94.1 97.0 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 24 22 25 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,980 COMMITMENTS 0 685 205 13,385 12,860 13,590 13,750 390 230 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 1.5 95.7 92.0 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 20 19 21 20 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,979 COMMITMENTS 636 76 285 17,383 17,022 18,304 17,383 675 1,596 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 603) 0 0 0 561 602 561 602 42 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.4 1.5 91.6 89.7 96.4 91.6 3.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 24 22 26 24 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,344 COMMITMENTS 0 10,153 1,135 52,823 42,879 53,958 54,167 386 177 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.7 2.1 97.2 78.9 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 5 2 32 30 34 35 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,206 COMMITMENTS 175 10,258 1,817 56,149 46,046 58,141 58,121 65 85 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 493) 100 77 -170 563 586 493 493 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 17.6 3.1 96.5 79.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 6 5 33 33 39 40 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,505 COMMITMENTS 1,570 0 0 46,855 48,430 48,425 48,430 80 75 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 96.6 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 29 17 31 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,490 COMMITMENTS 1,240 0 0 47,090 48,405 48,330 48,405 160 85 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 130) 0 0 0 130 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 97.1 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 28 16 29 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 382,960 COMMITMENTS 68,566 0 18,759 295,635 364,201 382,960 382,960 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,327) 0 0 0 3,327 3,327 3,327 3,327 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 0.0 4.9 77.2 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 0 3 29 33 33 36 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,691 COMMITMENTS 4,050 937 876 18,550 21,429 23,476 23,242 215 449 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 239) -132 -11 -149 498 504 217 344 22 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 4.0 3.7 78.3 90.5 99.1 98.1 0.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 4 6 26 32 32 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,904 COMMITMENTS 438 1,000 616 19,850 19,288 20,904 20,904 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 805) 52 182 -26 779 649 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.8 2.9 95.0 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 18 11 22 14 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 538,016 COMMITMENTS 0 14,316 11,462 526,554 512,238 538,016 538,016 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,104) 0 0 0 -1,104 -1,104 -1,104 -1,104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 2.1 97.9 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 19 20 20 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 46,273 COMMITMENTS 5,808 282 2,806 37,208 42,759 45,822 45,847 451 426 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 110) -44 0 44 110 110 110 154 0 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 0.6 6.1 80.4 92.4 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 4 19 22 24 26 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,912 COMMITMENTS 3,558 371 530 12,144 14,708 16,232 15,609 680 1,303 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 336) 0 0 0 82 316 82 316 254 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 2.2 3.1 71.8 87.0 96.0 92.3 4.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 16 23 21 28 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 189,728 COMMITMENTS 33,827 0 1,159 154,742 188,569 189,728 189,728 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -5,072) 0 0 0 -5,072 -5,072 -5,072 -5,072 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.0 0.6 81.6 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 17 18 20 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,292 COMMITMENTS 1,299 0 176 10,342 11,269 11,817 11,445 475 847 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 45) 0 0 0 64 45 64 45 -19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.0 1.4 84.1 91.7 96.1 93.1 3.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 19 18 22 19 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 109,174 COMMITMENTS 6,633 0 0 102,541 109,174 109,174 109,174 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,152) -368 0 0 1,520 1,152 1,152 1,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.0 0.0 93.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 20 21 21 21 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,574 COMMITMENTS 584 0 1,079 22,911 23,495 24,574 24,574 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 416) 0 0 0 416 416 416 416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 4.4 93.2 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 15 18 16 19 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,260 COMMITMENTS 0 850 50 27,910 27,240 27,960 28,140 300 120 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.2 98.8 96.4 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 21 16 22 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,655 COMMITMENTS 0 900 0 24,335 23,435 24,335 24,335 320 320 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -20 40 -20 40 20 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 98.7 95.1 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 11 19 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,731 COMMITMENTS 0 100 0 25,731 25,631 25,731 25,731 0 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,250) 0 0 0 1,250 1,290 1,250 1,290 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 22 17 22 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,119 COMMITMENTS 0 0 0 22,730 23,104 22,730 23,104 389 15 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,060 1,200 1,060 1,200 140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 99.9 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 12 18 12 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,580 COMMITMENTS 0 150 0 18,870 19,190 18,870 19,340 710 240 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 550) 0 100 0 550 450 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 96.4 98.0 96.4 98.8 3.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 12 15 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,435 COMMITMENTS 0 0 0 11,995 12,375 11,995 12,375 440 60 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 99.5 96.5 99.5 3.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 7 19 7 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,617 COMMITMENTS 0 0 0 13,357 13,617 13,357 13,617 260 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 670) 0 0 0 710 670 710 670 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 100.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 21 8 21 8 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 119,922 COMMITMENTS 2,515 70 50 117,117 119,802 119,682 119,922 240 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,675) 250 0 0 1,305 1,675 1,555 1,675 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.1 0.0 97.7 99.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 1 36 34 39 35 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 141,368 COMMITMENTS 2,115 250 520 138,718 140,598 141,353 141,368 15 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -404) 100 0 0 -504 -404 -404 -404 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.2 0.4 98.1 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 2 3 42 37 46 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 148,184 COMMITMENTS 17,417 4,191 6,813 123,575 137,070 147,805 148,074 379 110 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 723) 215 148 -465 873 1,031 623 714 100 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.8 4.6 83.4 92.5 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 9 7 9 42 40 54 53 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 98,819 COMMITMENTS 1,555 3,230 3,300 93,719 92,274 98,574 98,804 245 15 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,400) -20 1,200 20 1,400 180 1,400 1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.3 3.3 94.8 93.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 6 38 31 45 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,920 COMMITMENTS 150 565 0 25,630 25,355 25,780 25,920 140 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -60 -60 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.2 0.0 98.9 97.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 28 12 29 13 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,285 COMMITMENTS 0 215 50 23,085 22,885 23,135 23,150 150 135 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.2 99.1 98.3 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 24 9 25 10 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 24,955 COMMITMENTS 0 935 265 24,590 23,465 24,855 24,665 100 290 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -40) 0 0 0 -40 -40 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 1.1 98.5 94.0 99.6 98.8 0.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 29 22 30 24 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,622 COMMITMENTS 2,343 2,670 755 30,919 31,137 34,017 34,562 605 60 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 585) 0 0 0 585 585 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 7.7 2.2 89.3 89.9 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 21 23 25 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,976 COMMITMENTS 3,325 0 0 16,937 20,976 20,262 20,976 714 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 115) 50 0 0 65 115 115 115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.0 0.0 80.7 100.0 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 20 20 22 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,978 COMMITMENTS 250 210 200 23,368 23,513 23,818 23,923 160 55 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,295) 0 0 0 -1,295 -1,295 -1,295 -1,295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.9 0.8 97.5 98.1 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 26 26 28 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,041 COMMITMENTS 600 720 0 21,361 21,321 21,961 22,041 80 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -850) 0 0 0 -850 -850 -850 -850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.3 0.0 96.9 96.7 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 23 25 24 26 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,594 COMMITMENTS 0 940 0 15,591 14,654 15,591 15,594 3 0 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 0.0 100.0 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 15 21 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,954 COMMITMENTS 0 0 0 10,134 10,909 10,134 10,909 820 45 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 226) 0 0 0 186 221 186 221 40 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 99.6 92.5 99.6 7.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 13 15 13 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,375 COMMITMENTS 25 2,460 290 29,750 27,385 30,065 30,135 310 240 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,120) 0 0 0 1,120 1,120 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.1 1.0 97.9 90.2 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 26 21 28 23 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,752 COMMITMENTS 975 0 0 7,410 9,617 8,385 9,617 1,367 135 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 36) 0 0 0 0 36 0 36 36 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 76.0 98.6 86.0 98.6 14.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 17 17 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 05/26/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,317 COMMITMENTS 2,063 100 240 8,594 10,597 10,897 10,937 420 380 CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 76) 36 0 0 40 76 76 76 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 0.9 2.1 75.9 93.6 96.3 96.6 3.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 15 17 17 20
Updated May 29, 2015