CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,980 COMMITMENTS 12,040 5,946 1,099 12,787 18,935 25,926 25,980 54 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,080) 825 275 100 1,170 1,705 2,095 2,080 -1,015 -1,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 22.9 4.2 49.2 72.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 6 5 7 11 23 19 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,275 COMMITMENTS 5,245 5,889 1,000 18,030 17,386 24,275 24,275 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 24.3 4.1 74.3 71.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 1 6 7 13 12 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 22,572 COMMITMENTS 4,926 2,072 456 17,165 20,044 22,547 22,572 25 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 546) 0 400 -52 598 198 546 546 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 9.2 2.0 76.0 88.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 5 12 7 20 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,099,721 COMMITMENTS 307,469 394,016 815,824 2938500 2875428 4061793 4085268 37,928 14,453 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -4,027) -47,089 16,567 -356 41,887 -18,690 -5,558 -2,479 1,531 -1,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 9.6 19.9 71.7 70.1 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 30 50 61 137 117 203 194 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 441,334 COMMITMENTS 115,403 85,369 118,222 207,678 237,329 441,303 440,920 31 414 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 11,469) 3,613 4,650 2,444 5,412 4,375 11,469 11,469 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 19.3 26.8 47.1 53.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 18 20 24 36 32 67 63 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,798 COMMITMENTS 13,830 7,889 4,511 226,685 241,243 245,026 253,643 13,772 5,155 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 12,613) 6,341 -2,663 -147 5,394 13,922 11,588 11,112 1,025 1,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 3.0 1.7 87.6 93.2 94.7 98.0 5.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 2 7 37 32 49 39 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,195 COMMITMENTS 9,471 4,704 2,143 103,001 109,182 114,615 116,029 3,580 2,166 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,904) -4,172 853 -424 9,289 3,960 4,693 4,389 -789 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 4.0 1.8 87.1 92.4 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 3 33 32 38 36 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,087 COMMITMENTS 3,120 10,943 2,782 212,853 203,839 218,755 217,564 8,332 9,523 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -485) 1,509 -519 -726 -1,441 -781 -658 -2,026 173 1,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.8 1.2 93.7 89.8 96.3 95.8 3.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 7 4 29 29 33 37 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 717,514 COMMITMENTS 57,558 861 12,088 640,425 698,407 710,071 711,356 7,443 6,158 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -1) -7,536 -643 -160 7,212 867 -484 64 483 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.1 1.7 89.3 97.3 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 4 47 36 51 40 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 316,378 COMMITMENTS 492 16,751 3,064 306,296 288,399 309,852 308,214 6,526 8,164 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 4,864) -116 782 550 4,430 2,833 4,864 4,165 0 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.3 1.0 96.8 91.2 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 5 3 36 35 39 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,728 COMMITMENTS 0 4,060 6,842 238,653 237,914 245,495 248,816 9,233 5,912 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 6,221) 0 388 95 6,186 5,831 6,281 6,314 -60 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 2.7 93.7 93.4 96.4 97.7 3.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 4 3 37 43 40 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,440 COMMITMENTS 2,449 0 3,081 95,099 97,705 100,629 100,786 5,811 5,654 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 220) 581 -147 -244 -749 363 -412 -28 632 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 2.9 89.3 91.8 94.5 94.7 5.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 2 21 20 24 22 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,652 COMMITMENTS 997 7,949 3,738 98,087 93,872 102,822 105,559 7,830 5,093 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 5,426) 124 2,653 -128 5,650 3,231 5,646 5,756 -220 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 7.2 3.4 88.6 84.8 92.9 95.4 7.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 6 6 30 26 37 33 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,095 COMMITMENTS 0 1,670 0 21,552 20,185 21,552 21,855 543 240 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.0 97.5 91.4 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 0 12 10 12 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,386 COMMITMENTS 1,286 2,370 1,349 71,945 69,035 74,580 72,754 9,806 11,632 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,748) 246 -195 72 2,430 2,843 2,748 2,720 0 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.8 1.6 85.3 81.8 88.4 86.2 11.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 16 17 18 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 193,475 COMMITMENTS 0 0 0 186,379 185,217 186,379 185,217 7,096 8,258 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 6,503) 0 0 0 6,230 6,598 6,230 6,598 273 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 95.7 96.3 95.7 3.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 28 22 28 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,754 COMMITMENTS 310 0 0 81,628 84,132 81,938 84,132 9,816 7,622 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -971) 310 0 0 -1,953 -2,441 -1,643 -2,441 672 1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 89.0 91.7 89.3 91.7 10.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 11 19 11 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 348,549 COMMITMENTS 4,220 1,057 0 333,317 341,344 337,537 342,401 11,012 6,148 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 6,041) 1,855 0 0 2,569 5,735 4,424 5,735 1,617 306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.3 0.0 95.6 97.9 96.8 98.2 3.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 3 1 0 46 40 49 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,144 COMMITMENTS 1,319 4,284 2,824 73,531 67,266 77,674 74,374 5,470 8,770 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 4,579) 59 1,925 -244 5,493 2,072 5,308 3,753 -729 826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 5.2 3.4 88.4 80.9 93.4 89.5 6.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 24 21 26 24 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,483 COMMITMENTS 0 341 0 18,700 19,616 18,700 19,957 2,783 1,526 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 87.0 91.3 87.0 92.9 13.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 12 12 12 13 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,033 COMMITMENTS 960 1,807 1,512 70,329 70,036 72,801 73,355 3,232 2,678 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,080) -1,356 792 381 3,125 1,872 2,150 3,045 -70 -965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.4 2.0 92.5 92.1 95.7 96.5 4.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 21 19 23 21 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,258 COMMITMENTS 9,517 0 496 78,603 86,782 88,616 87,278 1,642 2,980 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 0.5 87.1 96.1 98.2 96.7 1.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 1 18 14 22 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,587 COMMITMENTS 7,424 391 2,601 70,614 77,196 80,639 80,188 1,948 2,399 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 19,580) 1,330 -1,924 2,601 15,358 18,959 19,289 19,636 291 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.5 3.1 85.5 93.5 97.6 97.1 2.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 1 3 26 27 32 31 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,432 COMMITMENTS 0 4,892 0 61,974 55,479 61,974 60,371 458 2,061 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,720) 0 0 0 3,596 3,379 3,596 3,379 124 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 0.0 99.3 88.9 99.3 96.7 0.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 17 25 17 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 170,304 COMMITMENTS 527 11,366 882 159,064 149,573 160,473 161,821 9,831 8,483 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,379) 242 -245 -342 1,271 2,978 1,171 2,391 1,208 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 6.7 0.5 93.4 87.8 94.2 95.0 5.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 2 29 29 31 32 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 30,615 COMMITMENTS 0 0 0 29,089 29,611 29,089 29,611 1,526 1,004 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,496) 0 0 0 2,460 2,707 2,460 2,707 36 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 96.7 95.0 96.7 5.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 13 14 13 14 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,630 COMMITMENTS 0 2,027 4,028 98,025 97,418 102,053 103,473 7,577 6,157 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 29) 0 809 -66 93 -348 27 395 2 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 3.7 89.4 88.9 93.1 94.4 6.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 2 22 24 24 26 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,165 COMMITMENTS 1,144 0 932 71,498 77,400 73,574 78,332 10,591 5,833 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 338) 35 -27 -33 1,263 243 1,265 183 -927 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 1.1 84.9 92.0 87.4 93.1 12.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 15 15 17 17 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,857 COMMITMENTS 884 16,875 459 89,036 76,657 90,379 93,991 5,478 1,866 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,143) 0 213 0 1,144 1,424 1,144 1,637 -1 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 17.6 0.5 92.9 80.0 94.3 98.1 5.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 21 18 22 21 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,653 COMMITMENTS 620 0 0 21,662 21,004 22,282 21,004 371 1,649 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 95.6 92.7 98.4 92.7 1.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 9 17 10 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,136 COMMITMENTS 47 12,022 1,271 104,642 97,264 105,960 110,557 8,176 3,579 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,735) -468 -1,138 1,138 2,305 2,555 2,975 2,555 -240 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.5 1.1 91.7 85.2 92.8 96.9 7.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 18 17 20 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 183,160 COMMITMENTS 2,419 14,197 4,213 161,924 160,746 168,556 179,156 14,604 4,004 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,192) 28 158 1,079 -103 -1,079 1,004 158 188 1,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.8 2.3 88.4 87.8 92.0 97.8 8.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 4 4 29 30 34 36 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,282 COMMITMENTS 4,796 1,104 0 9,971 13,691 14,767 14,795 515 487 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 7.2 0.0 65.2 89.6 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 11 11 13 12 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,880 COMMITMENTS 2,685 3,312 552 25,306 24,354 28,543 28,218 337 662 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 6,293) 905 0 -688 5,859 7,099 6,076 6,411 217 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 11.5 1.9 87.6 84.3 98.8 97.7 1.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 2 19 17 22 20 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 52,659 COMMITMENTS 0 1,940 0 50,406 50,171 50,406 52,111 2,253 548 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 5,020) 0 1,550 0 5,296 3,466 5,296 5,016 -276 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 95.7 95.3 95.7 99.0 4.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 16 14 16 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 253,470 COMMITMENTS 2,958 8,452 2,925 241,340 237,368 247,223 248,745 6,247 4,725 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,020) -971 124 62 2,932 1,133 2,023 1,319 -3 701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.3 1.2 95.2 93.6 97.5 98.1 2.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 2 3 41 37 45 41 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 111,851 COMMITMENTS 0 0 0 109,401 110,687 109,401 110,687 2,450 1,164 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,857) 0 0 0 1,826 1,918 1,826 1,918 31 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 99.0 97.8 99.0 2.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 26 27 26 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 81,056 COMMITMENTS 984 0 0 74,348 70,657 75,332 70,657 5,724 10,399 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,690) 0 0 0 3,997 3,542 3,997 3,542 -1,307 -852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 91.7 87.2 92.9 87.2 7.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 21 22 22 22 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 91,512 COMMITMENTS 0 887 0 82,031 88,328 82,031 89,215 9,481 2,297 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,847) 0 0 0 2,520 2,220 2,520 2,220 -673 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 89.6 96.5 89.6 97.5 10.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 23 20 23 21 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 147,144 COMMITMENTS 16,567 8,546 13,253 117,173 125,217 146,993 147,016 151 128 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 901) 2,120 142 -1,327 320 2,086 1,113 901 -212 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 5.8 9.0 79.6 85.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 9 14 15 47 51 65 71 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 51,302 COMMITMENTS 462 2,034 1,928 48,912 47,340 51,302 51,302 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,611) -71 656 -311 2,993 2,266 2,611 2,611 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.0 3.8 95.3 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 8 3 29 26 33 35 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 432,806 COMMITMENTS 28,462 16,048 9,040 395,304 407,718 432,806 432,806 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 18,169) 0 1,632 -648 18,817 17,185 18,169 18,169 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 3.7 2.1 91.3 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 6 1 19 21 21 28 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,809,089 COMMITMENTS 56,571 12,906 43,238 1709280 1752945 1809089 1809089 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 22,324) -1,176 -328 744 22,756 21,908 22,324 22,324 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.7 2.4 94.5 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 6 7 38 40 47 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,742 COMMITMENTS 1,585 3,159 3,524 59,633 58,059 64,742 64,742 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,818) -619 -26 78 2,359 1,766 1,818 1,818 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.9 5.4 92.1 89.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 3 25 21 30 26 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 381,351 COMMITMENTS 4,505 1,826 24,321 352,525 355,204 381,351 381,351 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 17,595) 0 0 0 17,595 17,595 17,595 17,595 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.5 6.4 92.4 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 19 16 21 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 569,078 COMMITMENTS 16,335 8,737 9,385 543,358 550,956 569,078 569,078 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 29,365) 0 0 0 29,365 29,365 29,365 29,365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.5 1.6 95.5 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 1 27 31 30 34 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,087 COMMITMENTS 2,769 2,433 2,670 44,048 44,274 49,487 49,377 600 710 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,755) 0 43 -21 1,776 1,581 1,755 1,603 0 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 4.9 5.3 87.9 88.4 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 3 30 33 34 38 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,333 COMMITMENTS 150 295 0 65,804 65,931 65,954 66,226 379 107 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 201) 0 0 0 201 201 201 201 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.4 0.0 99.2 99.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 31 27 32 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 80,673 COMMITMENTS 170 200 80 80,071 80,309 80,321 80,589 352 84 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 430) 0 0 0 430 430 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.1 99.3 99.5 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 1 34 31 36 33 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,965 COMMITMENTS 1,200 0 0 18,550 19,895 19,750 19,895 215 70 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 92.9 99.6 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 20 15 21 15 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 288,080 COMMITMENTS 0 14,640 5,896 282,184 267,544 288,080 288,080 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,216) 0 0 0 1,216 1,216 1,216 1,216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 2.0 98.0 92.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 1 24 20 25 23 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,751 COMMITMENTS 1,821 508 110 5,668 6,983 7,599 7,601 152 150 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 235) 0 0 0 212 191 212 191 23 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 6.6 1.4 73.1 90.1 98.0 98.1 2.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 1 21 22 26 24 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,410 COMMITMENTS 1,160 450 40 20,175 20,920 21,375 21,410 35 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 55) 0 0 0 235 125 235 125 -180 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.1 0.2 94.2 97.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 23 23 24 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,630 COMMITMENTS 0 695 180 13,270 12,700 13,450 13,575 180 55 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 65) 0 0 0 115 190 115 190 -50 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 1.3 97.4 93.2 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 23 21 24 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 19,042 COMMITMENTS 660 0 241 17,434 17,218 18,335 17,459 707 1,583 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 62) 0 0 0 16 -26 16 -26 46 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 1.3 91.6 90.4 96.3 91.7 3.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 25 25 27 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,316 COMMITMENTS 0 9,365 1,335 52,474 43,476 53,809 54,176 507 140 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -83) 0 -62 0 -102 -21 -102 -83 19 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.2 2.5 96.6 80.0 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 4 3 30 30 33 34 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,473 COMMITMENTS 42 10,113 3,008 57,358 47,277 60,408 60,398 65 75 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,180) 42 -147 542 596 775 1,180 1,170 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 16.7 5.0 94.8 78.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 9 6 34 35 40 45 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,360 COMMITMENTS 1,435 0 0 48,855 50,285 50,290 50,285 70 75 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 720) 0 0 0 720 720 720 720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 97.0 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 29 16 31 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,040 COMMITMENTS 1,250 0 0 52,660 54,040 53,910 54,040 130 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,225) 20 0 0 1,215 1,270 1,235 1,270 -10 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 97.4 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 28 19 29 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 368,220 COMMITMENTS 59,774 368 17,822 290,624 350,030 368,220 368,220 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 4,918) 1,960 0 -784 3,742 5,702 4,918 4,918 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 0.1 4.8 78.9 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 3 28 33 32 37 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,234 COMMITMENTS 3,591 886 1,091 18,292 20,783 22,974 22,760 260 474 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -150) 198 -107 -107 -241 148 -150 -66 0 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 3.8 4.7 78.7 89.5 98.9 98.0 1.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 5 6 26 32 32 41 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,597 COMMITMENTS 797 334 542 25,258 25,721 26,597 26,597 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 356) 155 -235 -51 252 642 356 356 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.3 2.0 95.0 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 2 19 13 24 16 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 530,432 COMMITMENTS 0 16,012 9,766 520,666 504,654 530,432 530,432 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -2,760) 0 0 0 -2,760 -2,760 -2,760 -2,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 1.8 98.2 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 19 18 20 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 45,304 COMMITMENTS 5,768 346 2,586 36,498 41,455 44,852 44,387 452 917 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -380) 0 0 0 -380 -336 -380 -336 0 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 0.8 5.7 80.6 91.5 99.0 98.0 1.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 17 19 21 23 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,723 COMMITMENTS 3,681 455 232 13,253 15,553 17,166 16,240 557 1,483 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 694) 496 172 -235 433 716 694 653 0 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 2.6 1.3 74.8 87.8 96.9 91.6 3.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 4 17 22 22 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 195,497 COMMITMENTS 23,595 0 4,740 167,162 190,757 195,497 195,497 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 4,288) 1,917 0 1,185 1,186 3,103 4,288 4,288 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 2.4 85.5 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 19 19 22 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,252 COMMITMENTS 1,191 0 176 10,361 11,161 11,728 11,337 524 915 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -162) 0 0 0 72 6 72 6 -234 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.0 1.4 84.6 91.1 95.7 92.5 4.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 18 20 21 21 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 124,767 COMMITMENTS 6,209 0 0 118,558 124,767 124,767 124,767 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,145) 0 0 0 1,145 1,145 1,145 1,145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 95.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 20 22 21 22 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,371 COMMITMENTS 534 0 1,004 22,833 23,367 24,371 24,371 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 229) 0 0 0 229 279 229 279 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 4.1 93.7 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 15 17 16 18 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 184,583 COMMITMENTS 5,809 0 0 178,774 184,583 184,583 184,583 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 16 16 16 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,465 COMMITMENTS 0 900 0 27,180 26,445 27,180 27,345 285 120 CHANGES FROM 06/16/15 (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 3.3 0.0 99.0 96.3 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 15 20 16 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,610 COMMITMENTS 0 900 0 23,065 22,630 23,065 23,530 545 80 CHANGES FROM 06/16/15 (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 3.8 0.0 97.7 95.8 97.7 99.7 2.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 11 17 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,036 COMMITMENTS 50 150 0 25,986 25,886 26,036 26,036 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 150) 50 0 0 100 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.6 0.0 99.8 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 23 19 24 20 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,544 COMMITMENTS 100 0 0 23,444 23,544 23,544 23,544 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 19 15 21 15 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,590 COMMITMENTS 0 150 0 17,930 18,180 17,930 18,330 660 260 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 70) 0 0 0 70 50 70 50 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 96.4 97.8 96.4 98.6 3.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 8 14 9 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,277 COMMITMENTS 50 0 0 12,992 13,277 13,042 13,277 235 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 180) 50 0 0 130 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 97.9 100.0 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 22 9 23 9 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 121,295 COMMITMENTS 2,215 85 0 118,865 120,990 121,080 121,075 215 220 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,935) 50 0 0 1,885 1,835 1,935 1,835 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.1 0.0 98.0 99.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 2 0 35 31 38 33 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 141,326 COMMITMENTS 2,415 1,253 70 138,841 140,003 141,326 141,326 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 873) 0 468 0 873 405 873 873 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.9 0.0 98.2 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 4 1 41 38 47 42 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 148,823 COMMITMENTS 19,610 4,356 5,668 123,274 138,589 148,552 148,613 271 210 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 700) -218 -432 -9 917 1,231 690 790 10 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 2.9 3.8 82.8 93.1 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 10 7 9 43 39 56 52 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,430 COMMITMENTS 1,480 2,745 3,230 94,253 93,440 98,963 99,415 467 15 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,291) 50 -300 0 1,121 1,591 1,171 1,291 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.8 3.2 94.8 94.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 6 36 31 43 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,270 COMMITMENTS 0 515 0 25,195 24,745 25,195 25,260 75 10 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 99.7 97.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 24 11 24 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,625 COMMITMENTS 0 215 50 22,435 22,240 22,485 22,505 140 120 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.2 99.2 98.3 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 21 8 22 9 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 27,889 COMMITMENTS 100 940 235 27,435 26,494 27,770 27,669 119 220 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,030) 100 0 0 930 1,030 1,030 1,030 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.4 0.8 98.4 95.0 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 28 25 30 27 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 10,360 COMMITMENTS 680 0 220 9,460 10,140 10,360 10,360 0 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.0 2.1 91.3 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 16 14 17 15 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,497 COMMITMENTS 2,533 1,870 505 28,908 30,062 31,946 32,437 551 60 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 274) 25 0 75 174 199 274 274 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 5.8 1.6 89.0 92.5 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 23 23 27 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,344 COMMITMENTS 2,559 0 60 19,487 22,284 22,106 22,344 238 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -228) -600 0 60 366 -288 -174 -228 -54 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 0.0 0.3 87.2 99.7 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 21 22 23 23 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,356 COMMITMENTS 30 440 455 24,716 24,386 25,201 25,281 155 75 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 881) 10 0 0 871 871 881 871 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.7 1.8 97.5 96.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 3 27 26 30 29 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,781 COMMITMENTS 600 630 0 21,111 21,151 21,711 21,781 70 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 115) 0 0 0 255 115 255 115 -140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.9 0.0 96.9 97.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 23 25 24 26 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,512 COMMITMENTS 0 910 0 14,439 13,602 14,439 14,512 73 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -7) 0 0 0 -7 -7 -7 -7 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 99.5 93.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 19 15 19 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,013 COMMITMENTS 0 0 0 8,895 9,693 8,895 9,693 1,118 320 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -26) 0 0 0 -26 -26 -26 -26 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.8 96.8 88.8 96.8 11.2 3.2 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 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,950 COMMITMENTS 25 2,450 275 32,231 30,075 32,531 32,800 419 150 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 875) 0 0 0 875 875 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.4 0.8 97.8 91.3 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 28 21 30 23 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,042 COMMITMENTS 2,042 0 0 8,880 10,982 10,922 10,982 120 60 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 775) 0 0 0 775 775 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 0.0 0.0 80.4 99.5 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 18 20 20 20 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 12,987 COMMITMENTS 2,093 100 175 10,519 12,712 12,787 12,987 200 0 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,125) 40 0 0 1,085 1,125 1,125 1,125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.8 1.3 81.0 97.9 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 22 19 24 21
Updated June 26, 2015