CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 19,591 COMMITMENTS 8,097 3,750 387 11,058 15,454 19,542 19,591 49 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -3,407) 1,137 57 -2,764 -1,774 -700 -3,401 -3,407 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 19.1 2.0 56.4 78.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 6 4 6 11 20 18 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| 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 05/26/15 (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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 20,201 COMMITMENTS 5,659 1,450 200 14,342 18,551 20,201 20,201 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -2,325) 325 400 -925 -1,725 -1,800 -2,325 -2,325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 7.2 1.0 71.0 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 3 3 9 6 16 11 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,928,362 COMMITMENTS 344,321 373,482 770,300 2778388 2771499 3893009 3915281 35,353 13,081 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -157,593) -80,923 19,346 24,173 -94,663 -194,122 -151,413 -150,603 -6,180 -6,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 9.5 19.6 70.7 70.6 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 33 52 64 137 116 207 200 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 393,690 COMMITMENTS 104,399 79,077 94,302 194,558 219,837 393,259 393,216 431 474 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -66,358) -6 -21,084 -10,001 -34,414 -22,496 -44,421 -53,581 -21,937 -12,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 20.1 24.0 49.4 55.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 17 18 22 34 31 63 59 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,934 COMMITMENTS 8,349 9,850 7,023 225,582 232,466 240,954 249,339 14,980 6,595 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,708) 3,455 -338 484 1,708 5,089 5,647 5,235 -939 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 3.8 2.7 88.1 90.8 94.1 97.4 5.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 7 8 35 31 45 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,211 COMMITMENTS 18,005 3,215 2,548 98,736 114,775 119,289 120,538 3,922 2,673 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,757) 1,958 489 620 2,127 3,415 4,705 4,524 52 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 2.6 2.1 80.1 93.2 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 1 4 32 31 41 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,240 COMMITMENTS 32 12,056 4,817 220,918 208,545 225,767 225,418 8,473 8,822 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 611) -492 -654 876 -92 482 292 704 319 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 2.1 94.3 89.0 96.4 96.2 3.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 8 4 31 31 35 40 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 701,900 COMMITMENTS 68,145 1,641 12,519 614,033 679,507 694,697 693,667 7,203 8,233 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -33,314) 650 -1,472 363 -33,645 -33,459 -32,632 -34,568 -682 1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.2 1.8 87.5 96.8 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 1 3 47 38 50 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 324,905 COMMITMENTS 242 18,830 2,640 315,360 295,854 318,242 317,324 6,663 7,581 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 9,261) -159 527 689 8,615 8,879 9,145 10,095 116 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.8 0.8 97.1 91.1 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 6 3 34 34 37 41 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,742 COMMITMENTS 0 4,303 6,585 243,451 242,855 250,036 253,743 10,706 6,999 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 5,453) -1,228 857 448 5,581 3,867 4,801 5,172 652 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 2.5 93.4 93.1 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 0 4 3 38 43 41 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,309 COMMITMENTS 1,463 1,530 4,209 103,715 101,809 109,387 107,548 4,922 6,761 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,189) 357 -1,504 214 -273 2,140 298 850 891 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.3 3.7 90.7 89.1 95.7 94.1 4.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 2 24 20 27 23 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,466 COMMITMENTS 494 4,923 4,523 99,573 98,085 104,590 107,531 7,876 4,935 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,017) -272 186 -131 107 708 -296 763 1,313 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.4 4.0 88.5 87.2 93.0 95.6 7.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 6 5 32 30 38 37 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,838 COMMITMENTS 1,911 2,939 865 74,240 70,831 77,016 74,635 11,822 14,203 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 53) -93 -31 0 -427 -2,765 -520 -2,796 573 2,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.3 1.0 83.6 79.7 86.7 84.0 13.3 16.0 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 192,089 COMMITMENTS 0 0 0 185,404 182,390 185,404 182,390 6,685 9,699 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,411) 0 0 0 1,353 56 1,353 56 58 1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 95.0 96.5 95.0 3.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 27 23 27 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,412 COMMITMENTS 0 0 0 86,910 88,687 86,910 88,687 10,502 8,725 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 952) 0 0 0 -80 -1,934 -80 -1,934 1,032 2,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.2 91.0 89.2 91.0 10.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 13 18 13 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,096 COMMITMENTS 210 0 0 19,142 19,506 19,352 19,506 1,744 1,590 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 90.7 92.5 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 12 11 13 11 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 362,278 COMMITMENTS 877 1,527 93 351,521 353,145 352,491 354,765 9,787 7,513 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 6,580) -705 1,140 0 6,018 5,343 5,313 6,483 1,267 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.4 0.0 97.0 97.5 97.3 97.9 2.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 2 1 47 38 49 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,296 COMMITMENTS 1,872 3,479 3,248 71,281 63,855 76,401 70,582 5,895 11,714 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,329) -51 -973 184 367 3,529 500 2,740 2,829 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.2 3.9 86.6 77.6 92.8 85.8 7.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 25 22 27 25 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,789 COMMITMENTS 19 2,193 2,544 73,385 68,501 75,948 73,238 3,841 6,551 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -41) -612 -767 106 30 712 -476 51 435 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 3.2 92.0 85.9 95.2 91.8 4.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 21 16 23 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,782 COMMITMENTS 6,268 2,315 0 77,610 79,836 83,878 82,151 3,904 5,631 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 426) -3,300 1,985 0 2,436 -3,564 -864 -1,579 1,290 2,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 2.6 0.0 88.4 90.9 95.6 93.6 4.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 0 22 22 23 24 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,538 COMMITMENTS 7,547 6,066 1,240 74,419 74,323 83,206 81,629 7,332 8,909 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,330) -2,280 -3,781 0 -1,607 -2,060 -3,887 -5,841 5,217 7,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 6.7 1.4 82.2 82.1 91.9 90.2 8.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 5 2 30 29 37 35 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,764 COMMITMENTS 279 4,892 0 67,655 59,494 67,934 64,386 830 4,378 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,788) 0 -744 0 3,295 2,962 3,295 2,218 493 1,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 7.1 0.0 98.4 86.5 98.8 93.6 1.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 18 25 19 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 170,937 COMMITMENTS 1,595 12,533 568 159,388 149,950 161,551 163,051 9,386 7,886 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,401) 232 -612 -134 2,563 5,029 2,661 4,283 1,740 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 7.3 0.3 93.2 87.7 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 29 31 30 33 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 31,932 COMMITMENTS 0 682 0 29,696 29,851 29,696 30,533 2,236 1,399 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,032) 0 0 0 1,002 729 1,002 729 30 303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 93.0 93.5 93.0 95.6 7.0 4.4 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 06/02/15 | --------------------------------------------------------------| 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 45,004 54,816 48,155 56,920 15,097 6,332 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -405 60 -405 60 405 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.3 1.1 71.2 86.7 76.1 90.0 23.9 10.0 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,657 COMMITMENTS 0 3,062 3,997 99,600 97,488 103,597 104,547 8,060 7,110 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,150) 0 -1,546 526 861 2,142 1,387 1,122 763 1,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 3.6 89.2 87.3 92.8 93.6 7.2 6.4 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,757 COMMITMENTS 645 524 1,198 76,765 78,600 78,608 80,322 9,149 7,435 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,155) -360 293 224 1,481 -67 1,345 450 810 1,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.6 1.4 87.5 89.6 89.6 91.5 10.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 15 15 17 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,031 COMMITMENTS 1,030 16,027 853 89,625 79,431 91,508 96,311 7,523 2,720 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -311) 26 242 274 -646 397 -346 913 35 -1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 16.2 0.9 90.5 80.2 92.4 97.3 7.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 19 17 21 20 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,473 COMMITMENTS 0 0 0 18,412 16,942 18,412 16,942 61 1,531 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 488) 0 0 0 488 364 488 364 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 91.7 99.7 91.7 0.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 9 16 9 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,550 COMMITMENTS 0 12,317 557 111,801 100,591 112,358 113,465 5,192 4,085 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 5,868) 0 951 -252 5,237 3,540 4,985 4,239 883 1,629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.5 0.5 95.1 85.6 95.6 96.5 4.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 1 19 18 20 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 195,473 COMMITMENTS 3,274 20,305 3,201 172,720 167,570 179,195 191,076 16,278 4,397 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,220) 285 -675 750 -84 2,630 951 2,705 2,269 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 10.4 1.6 88.4 85.7 91.7 97.8 8.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 4 3 31 31 34 36 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| 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 18,619 20,915 21,019 21,932 1,701 788 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -1,209 0 -1,209 0 1,209 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 3.1 1.4 81.9 92.1 92.5 96.5 7.5 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 53,436 COMMITMENTS 0 855 0 51,017 51,630 51,017 52,485 2,419 951 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,790) 0 0 0 1,790 1,362 1,790 1,362 0 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 95.5 96.6 95.5 98.2 4.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 19 14 19 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 271,646 COMMITMENTS 4,554 8,340 2,844 256,281 257,178 263,679 268,362 7,967 3,284 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,748) 1,177 -30 -321 2,076 4,201 2,932 3,850 816 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.1 1.0 94.3 94.7 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 1 4 42 38 48 42 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 117,328 COMMITMENTS 0 0 0 113,325 115,044 113,325 115,044 4,003 2,284 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -333) 0 0 0 37 -142 37 -142 -370 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.6 98.1 96.6 98.1 3.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 28 26 28 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 86,354 COMMITMENTS 1,836 0 0 76,114 75,003 77,950 75,003 8,404 11,351 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,768) 0 0 0 2,588 397 2,588 397 180 2,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 88.1 86.9 90.3 86.9 9.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 20 20 20 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,315 COMMITMENTS 0 1,097 0 80,944 87,776 80,944 88,873 12,371 4,442 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,368) 0 30 0 1,126 2,123 1,126 2,153 1,242 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 86.7 94.1 86.7 95.2 13.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 17 19 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 148,694 COMMITMENTS 16,857 9,722 12,834 118,444 125,888 148,135 148,444 559 250 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,106) 1,068 -185 -219 125 1,515 974 1,111 132 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 6.5 8.6 79.7 84.7 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 9 12 13 45 50 61 68 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 44,281 COMMITMENTS 284 1,982 1,817 42,180 40,482 44,281 44,281 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,371) -227 244 -145 -999 -1,470 -1,371 -1,371 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.5 4.1 95.3 91.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 7 3 27 25 31 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 389,315 COMMITMENTS 27,550 14,216 10,592 351,173 364,507 389,315 389,315 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -36,185) -2,392 -1,848 -3,152 -30,641 -31,185 -36,185 -36,185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 3.7 2.7 90.2 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 7 2 19 21 21 29 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,797,760 COMMITMENTS 52,425 16,874 42,582 1702753 1738304 1797760 1797760 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 25,961) 1,168 0 1,952 22,841 24,009 25,961 25,961 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.9 2.4 94.7 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 5 7 36 44 45 54 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 62,952 COMMITMENTS 1,645 2,684 4,351 56,956 55,917 62,952 62,952 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,141) -455 -100 228 2,368 2,013 2,141 2,141 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.3 6.9 90.5 88.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 4 4 24 22 30 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 393,985 COMMITMENTS 5,481 2,514 27,417 361,087 364,054 393,985 393,985 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 7,004) 3,185 0 -304 4,123 7,308 7,004 7,004 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.6 7.0 91.6 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 19 18 21 21 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 565,283 COMMITMENTS 15,519 7,889 11,929 537,835 545,465 565,283 565,283 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,837) -368 -2,352 0 4,205 6,189 3,837 3,837 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.4 2.1 95.1 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 2 28 33 32 36 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,272 COMMITMENTS 2,805 2,433 2,887 43,895 44,356 49,587 49,676 685 596 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,669) 23 -214 106 2,497 2,733 2,626 2,625 43 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 4.8 5.7 87.3 88.2 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 4 31 32 36 37 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,535 COMMITMENTS 200 420 0 68,914 69,031 69,114 69,451 421 84 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 800) 50 0 0 750 800 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.6 0.0 99.1 99.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 0 33 27 34 29 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 82,575 COMMITMENTS 110 200 180 81,776 82,135 82,066 82,515 509 60 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 585) 0 100 0 585 485 585 585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 0.2 99.0 99.5 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 1 35 31 37 33 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,015 COMMITMENTS 1,190 100 10 17,575 18,825 18,775 18,935 240 80 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.5 0.1 92.4 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 297,368 COMMITMENTS 0 13,920 6,320 291,048 277,128 297,368 297,368 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,712) 0 784 0 2,712 1,928 2,712 2,712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 2.1 97.9 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 23 21 24 24 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,929 COMMITMENTS 2,461 693 110 6,234 8,082 8,805 8,885 124 44 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 173) 0 23 0 217 321 217 344 -44 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 7.8 1.2 69.8 90.5 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 1 20 23 25 26 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,995 COMMITMENTS 1,060 500 140 22,575 23,275 23,775 23,915 220 80 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,945 COMMITMENTS 0 685 205 13,350 12,825 13,555 13,715 390 230 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 19,143 COMMITMENTS 636 76 285 17,525 17,164 18,446 17,525 697 1,618 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 164) 0 0 0 142 142 142 142 22 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.4 1.5 91.5 89.7 96.4 91.5 3.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 25 23 27 25 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,243 COMMITMENTS 0 9,997 1,135 53,647 43,951 54,782 55,083 461 160 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 899) 0 -156 0 824 1,072 824 916 75 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.1 2.1 97.1 79.6 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 6 2 33 30 35 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,720 COMMITMENTS 25 10,412 1,907 57,693 47,316 59,625 59,635 95 85 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,514) -150 154 90 1,544 1,270 1,484 1,514 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.4 3.2 96.6 79.2 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 7 5 34 35 40 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,025 COMMITMENTS 1,570 0 0 48,375 49,950 49,945 49,950 80 75 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,520) 0 0 0 1,520 1,520 1,520 1,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.7 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 29 18 31 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,695 COMMITMENTS 1,260 0 0 48,275 49,610 49,535 49,610 160 85 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,205) 20 0 0 1,185 1,205 1,205 1,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 385,550 COMMITMENTS 65,134 368 20,302 300,114 364,880 385,550 385,550 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,590) -3,432 368 1,543 4,479 679 2,590 2,590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 0.1 5.3 77.8 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 3 29 32 33 36 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,216 COMMITMENTS 3,924 826 1,027 19,006 21,892 23,957 23,745 259 471 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 525) -126 -111 151 456 463 481 503 44 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 3.4 4.2 78.5 90.4 98.9 98.1 1.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 4 6 25 32 31 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,885 COMMITMENTS 490 948 642 22,753 22,295 23,885 23,885 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,981) 52 -52 26 2,903 3,007 2,981 2,981 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.0 2.7 95.3 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 2 19 13 24 16 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 202,261 COMMITMENTS 11,262 1,312 9,656 181,343 191,293 202,261 202,261 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.6 4.8 89.7 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 1 13 7 16 9 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 545,008 COMMITMENTS 0 14,316 11,462 533,546 519,230 545,008 545,008 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 6,992) 0 0 0 6,992 6,992 6,992 6,992 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 2.1 97.9 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 19 21 20 23 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 46,460 COMMITMENTS 5,808 282 2,806 37,185 42,968 45,799 46,056 661 404 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 187) 0 0 0 -23 209 -23 209 210 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 0.6 6.0 80.0 92.5 98.6 99.1 1.4 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,350 COMMITMENTS 3,220 543 358 12,794 15,146 16,372 16,047 978 1,303 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 438) -338 172 -172 650 438 140 438 298 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 3.1 2.1 73.7 87.3 94.4 92.5 5.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 4 16 23 21 28 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 209,256 COMMITMENTS 33,043 0 1,159 175,054 208,097 209,256 209,256 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 19,528) -784 0 0 20,312 19,528 19,528 19,528 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 0.0 0.6 83.7 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 18 18 21 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,250 COMMITMENTS 1,299 0 176 10,086 10,963 11,561 11,139 689 1,111 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -42) 0 0 0 -256 -306 -256 -306 214 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.0 1.4 82.3 89.5 94.4 90.9 5.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 18 17 21 18 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 113,830 COMMITMENTS 6,633 0 0 107,197 113,830 113,830 113,830 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,656) 0 0 0 4,656 4,656 4,656 4,656 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 0.0 94.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 20 23 21 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,624 COMMITMENTS 534 0 1,004 22,086 22,620 23,624 23,624 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -950) -50 0 -75 -825 -875 -950 -950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 4.2 93.5 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 15 17 16 18 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,860 COMMITMENTS 0 850 50 28,510 27,840 28,560 28,740 300 120 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.2 98.8 96.5 99.0 99.6 1.0 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 06/02/15 | --------------------------------------------------------------| 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 05/26/15 (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 3.7 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,146 COMMITMENTS 0 150 0 26,146 25,996 26,146 26,146 0 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 415) 0 50 0 415 365 415 415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 23 17 23 18 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,819 COMMITMENTS 50 0 0 23,629 23,819 23,679 23,819 140 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 700) 50 0 0 899 715 949 715 -249 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.2 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 19 13 20 13 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,530 COMMITMENTS 0 150 0 18,820 19,140 18,820 19,290 710 240 CHANGES FROM 05/26/15 (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 0.8 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 06/02/15 | --------------------------------------------------------------| 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 05/26/15 (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 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,597 COMMITMENTS 0 0 0 13,337 13,597 13,337 13,597 260 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -20 -20 -20 -20 0 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 122,171 COMMITMENTS 2,515 155 50 119,366 121,966 121,931 122,171 240 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,249) 0 85 0 2,249 2,164 2,249 2,249 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.1 0.0 97.7 99.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 1 36 34 39 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 146,068 COMMITMENTS 2,165 285 520 143,368 145,263 146,053 146,068 15 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,700) 50 35 0 4,650 4,665 4,700 4,700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.2 0.4 98.2 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 2 3 42 36 47 40 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 148,547 COMMITMENTS 17,717 4,783 6,111 124,421 137,573 148,249 148,467 298 80 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 363) 300 592 -702 846 503 444 393 -81 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 3.2 4.1 83.8 92.6 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 8 9 43 39 55 53 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,469 COMMITMENTS 1,555 3,230 3,300 94,369 92,924 99,224 99,454 245 15 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 650) 0 0 0 650 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.2 3.3 94.9 93.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 6 37 31 44 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,940 COMMITMENTS 150 565 0 25,650 25,375 25,800 25,940 140 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 20 20 20 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 13 29 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,455 COMMITMENTS 0 215 50 23,255 23,055 23,305 23,320 150 135 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 26,145 COMMITMENTS 0 935 265 25,770 24,655 26,035 25,855 110 290 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,190) 0 0 0 1,180 1,190 1,180 1,190 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 1.0 98.6 94.3 99.6 98.9 0.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 1 29 21 30 23 PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,578 COMMITMENTS 320 0 0 12,954 13,578 13,274 13,578 304 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 95.4 100.0 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 10 17 10 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,717 COMMITMENTS 2,693 1,870 355 29,993 31,432 33,041 33,657 676 60 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -905) 350 -800 -400 -926 295 -976 -905 71 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 5.5 1.1 89.0 93.2 98.0 99.8 2.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 3 23 23 27 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,811 COMMITMENTS 3,475 0 0 18,582 22,811 22,057 22,811 754 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,835) 150 0 0 1,645 1,835 1,795 1,835 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.0 0.0 81.5 100.0 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 22 20 24 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,642 COMMITMENTS 250 160 200 23,007 23,107 23,457 23,467 185 175 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -336) 0 -50 0 -361 -406 -361 -456 25 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.7 0.8 97.3 97.7 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 27 26 29 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,144 COMMITMENTS 600 720 0 21,464 21,269 22,064 21,989 80 155 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 103) 0 0 0 103 -52 103 -52 0 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.3 0.0 96.9 96.0 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 23 26 24 27 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,234 COMMITMENTS 0 940 0 15,231 14,294 15,231 15,234 3 0 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -360) 0 0 0 -360 -360 -360 -360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.2 0.0 100.0 93.8 100.0 100.0 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 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,414 COMMITMENTS 0 0 0 9,269 10,269 9,269 10,269 1,145 145 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -540) 0 0 0 -865 -640 -865 -640 325 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.0 98.6 89.0 98.6 11.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 12 15 12 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,570 COMMITMENTS 25 2,460 290 30,895 28,580 31,210 31,330 360 240 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,195) 0 0 0 1,145 1,195 1,145 1,195 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.8 0.9 97.9 90.5 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 27 21 29 23 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 10,247 COMMITMENTS 975 0 0 7,880 10,087 8,855 10,087 1,392 160 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 495) 0 0 0 470 470 470 470 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.0 76.9 98.4 86.4 98.4 13.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 17 19 18 19 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 06/02/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,562 COMMITMENTS 2,073 100 240 8,989 11,197 11,302 11,537 260 25 CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 245) 10 0 0 395 600 405 600 -160 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 0.9 2.1 77.7 96.8 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 18 19 20 22
Updated June 5, 2015