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