CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 20,940 COMMITMENTS 10,191 5,367 21 10,673 15,552 20,885 20,940 55 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -5,040) -1,849 -579 -1,078 -2,114 -3,383 -5,041 -5,040 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 25.6 0.1 51.0 74.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 6 2 6 9 18 15 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,775 COMMITMENTS 5,245 5,889 1,000 17,530 16,886 23,775 23,775 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -500) 0 0 0 -500 -500 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 24.8 4.2 73.7 71.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 1 5 7 12 12 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 20,959 COMMITMENTS 5,399 1,997 333 15,227 18,629 20,959 20,959 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -1,613) 473 -75 -123 -1,938 -1,415 -1,588 -1,613 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 9.5 1.6 72.7 88.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 3 4 8 5 17 10 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,937,884 COMMITMENTS 322,938 331,004 788,401 2789741 2801537 3901080 3920942 36,804 16,942 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -161,837) 15,469 -63,012 -27,423 -148,759 -73,891 -160,713 -164,326 -1,124 2,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 8.4 20.0 70.8 71.1 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 34 44 57 134 115 197 188 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 397,884 COMMITMENTS 108,868 75,468 96,875 191,897 225,074 397,640 397,417 244 467 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -43,450) -6,535 -9,901 -21,347 -15,781 -12,255 -43,663 -43,503 213 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 19.0 24.3 48.2 56.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 18 17 22 34 30 64 57 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,019 COMMITMENTS 12,860 8,151 3,904 235,087 249,443 251,851 261,498 15,168 5,521 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 8,221) -970 262 -607 8,402 8,200 6,825 7,855 1,396 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 3.1 1.5 88.0 93.4 94.3 97.9 5.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 4 5 37 34 48 40 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 123,378 COMMITMENTS 9,909 3,269 1,455 107,751 114,123 119,115 118,847 4,263 4,531 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 5,183) 438 -1,435 -688 4,750 4,941 4,500 2,818 683 2,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 2.6 1.2 87.3 92.5 96.5 96.3 3.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 2 33 32 37 36 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,447 COMMITMENTS 2,774 13,111 2,958 217,262 206,562 222,994 222,631 8,453 8,816 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,360) -346 2,168 176 4,409 2,723 4,239 5,067 121 -707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 5.7 1.3 93.9 89.2 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 8 4 29 29 34 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 722,055 COMMITMENTS 57,843 560 11,647 644,910 703,992 714,400 716,199 7,655 5,856 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,541) 285 -301 -441 4,485 5,585 4,329 4,843 212 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.1 1.6 89.3 97.5 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 2 4 45 38 49 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 322,028 COMMITMENTS 682 18,435 2,885 311,902 292,849 315,469 314,169 6,559 7,859 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 5,650) 190 1,684 -179 5,606 4,450 5,617 5,955 33 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.7 0.9 96.9 90.9 98.0 97.6 2.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 7 3 38 37 41 45 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,286 COMMITMENTS 0 3,747 7,070 246,649 244,581 253,719 255,398 8,567 6,888 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 7,558) 0 -313 228 7,996 6,667 8,224 6,582 -666 976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 2.7 94.0 93.2 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 4 3 37 42 40 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,710 COMMITMENTS 2,327 0 3,612 96,684 100,060 102,623 103,672 6,087 5,038 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,270) -122 0 531 1,585 2,355 1,994 2,886 276 -616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 3.3 88.9 92.0 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 2 22 22 24 24 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,487 COMMITMENTS 1,152 8,863 3,500 103,879 98,083 108,531 110,446 5,956 4,041 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,835) 155 914 -238 5,792 4,211 5,709 4,887 -1,874 -1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.7 3.1 90.7 85.7 94.8 96.5 5.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 6 6 33 28 40 35 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,087 COMMITMENTS 0 2,223 0 22,296 20,774 22,296 22,997 791 90 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 992) 0 553 0 744 589 744 1,142 248 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.6 0.0 96.6 90.0 96.6 99.6 3.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 0 13 10 13 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,661 COMMITMENTS 1,109 2,250 1,673 72,073 69,106 74,855 73,029 9,806 11,632 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 275) -177 -120 324 128 71 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.7 2.0 85.1 81.6 88.4 86.3 11.6 13.7 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 195,579 COMMITMENTS 0 0 0 188,539 190,829 188,539 190,829 7,040 4,750 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,104) 0 0 0 2,160 5,612 2,160 5,612 -56 -3,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 97.6 96.4 97.6 3.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 29 24 29 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,297 COMMITMENTS 0 0 0 81,450 83,985 81,450 83,985 9,847 7,312 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -457) -310 0 0 -178 -147 -488 -147 31 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.2 92.0 89.2 92.0 10.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 12 18 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 345,041 COMMITMENTS 4,468 1,143 309 328,514 336,910 333,291 338,362 11,750 6,679 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -3,508) 248 86 309 -4,803 -4,434 -4,246 -4,039 738 531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.3 0.1 95.2 97.6 96.6 98.1 3.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 3 2 1 46 40 50 42 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,530 COMMITMENTS 947 4,407 3,072 73,165 67,347 77,184 74,826 5,346 7,704 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -614) -372 123 248 -366 81 -490 452 -124 -1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.3 3.7 88.7 81.6 93.5 90.7 6.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 25 22 27 25 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,638 COMMITMENTS 0 341 0 18,700 19,740 18,700 20,081 2,938 1,557 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 155) 0 0 0 0 124 0 124 155 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 86.4 91.2 86.4 92.8 13.6 7.2 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,538 COMMITMENTS 441 1,807 1,631 70,020 69,543 72,092 72,981 3,446 2,557 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -495) -519 0 119 -309 -493 -709 -374 214 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.4 2.2 92.7 92.1 95.4 96.6 4.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 20 19 22 21 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,103 COMMITMENTS 10,732 2,449 1,736 92,782 98,946 105,250 103,131 1,853 3,972 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 16,845) 1,215 2,449 1,240 14,179 12,164 16,634 15,853 211 992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 2.3 1.6 86.6 92.4 98.3 96.3 1.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 5 1 28 23 34 29 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,464 COMMITMENTS 8,090 2,251 4,514 90,026 94,356 102,630 101,121 1,834 3,343 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 21,877) 666 1,860 1,913 19,412 17,160 21,991 20,933 -114 944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 2.2 4.3 86.2 90.3 98.2 96.8 1.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 4 4 34 30 41 38 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,455 COMMITMENTS 0 4,892 0 62,845 56,467 62,845 61,359 610 2,096 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,023) 0 0 0 871 988 871 988 152 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.0 99.0 89.0 99.0 96.7 1.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 17 25 17 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 174,002 COMMITMENTS 342 10,997 1,420 162,717 153,780 164,479 166,197 9,523 7,805 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,698) -185 -369 538 3,653 4,207 4,006 4,376 -308 -678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.3 0.8 93.5 88.4 94.5 95.5 5.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 1 31 32 32 34 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 33,591 COMMITMENTS 1,209 0 0 30,980 32,060 32,189 32,060 1,402 1,531 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,976) 1,209 0 0 1,891 2,449 3,100 2,449 -124 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.0 92.2 95.4 95.8 95.4 4.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 16 14 17 14 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,803 COMMITMENTS 0 2,455 3,924 99,364 97,808 103,288 104,187 7,515 6,616 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,173) 0 428 -104 1,339 390 1,235 714 -62 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 3.5 89.7 88.3 93.2 94.0 6.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 2 24 25 26 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,224 COMMITMENTS 1,112 0 998 72,039 78,578 74,149 79,576 11,075 5,648 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,059) -32 0 66 541 1,178 575 1,244 484 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 1.2 84.5 92.2 87.0 93.4 13.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 15 14 17 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,444 COMMITMENTS 884 16,720 540 89,788 77,664 91,212 94,924 5,232 1,520 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 587) 0 -155 81 752 1,007 833 933 -246 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 17.3 0.6 93.1 80.5 94.6 98.4 5.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 24 21 26 24 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,582 COMMITMENTS 810 0 120 23,436 22,933 24,366 23,053 216 1,529 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,929) 190 0 120 1,774 1,929 2,084 2,049 -155 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.5 95.3 93.3 99.1 93.8 0.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 9 19 11 20 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,779 COMMITMENTS 693 11,135 1,395 109,554 102,298 111,642 114,828 7,137 3,951 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,643) 646 -887 124 4,912 5,034 5,682 4,271 -1,039 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 9.4 1.2 92.2 86.1 94.0 96.7 6.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 2 19 18 21 23 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 191,545 COMMITMENTS 3,216 17,886 3,269 170,834 166,697 177,319 187,852 14,226 3,693 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 8,385) 797 3,689 -944 8,910 5,951 8,763 8,696 -378 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 9.3 1.7 89.2 87.0 92.6 98.1 7.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 6 3 29 31 33 38 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 14,414 COMMITMENTS 4,796 1,321 0 9,072 12,606 13,868 13,927 546 487 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -868) 0 217 0 -899 -1,085 -899 -868 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 9.2 0.0 62.9 87.5 96.2 96.6 3.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 11 12 13 14 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,283 COMMITMENTS 2,685 3,312 552 25,309 24,633 28,546 28,497 737 786 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 403) 0 0 0 3 279 3 279 400 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 11.3 1.9 86.4 84.1 97.5 97.3 2.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 19 16 22 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,172 COMMITMENTS 0 2,591 0 51,392 50,971 51,392 53,562 2,780 610 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,513) 0 651 0 986 800 986 1,451 527 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 0.0 94.9 94.1 94.9 98.9 5.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 18 15 18 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 254,439 COMMITMENTS 2,284 7,709 3,048 242,923 240,123 248,255 250,880 6,184 3,559 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 969) -674 -743 123 1,583 2,755 1,032 2,135 -63 -1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.0 1.2 95.5 94.4 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 1 3 41 38 45 41 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 116,981 COMMITMENTS 0 0 0 114,197 115,509 114,197 115,509 2,784 1,472 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 5,130) 0 0 0 4,796 4,822 4,796 4,822 334 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.6 98.7 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 27 27 27 27 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 81,180 COMMITMENTS 984 0 0 74,503 70,719 75,487 70,719 5,693 10,461 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 124) 0 0 0 155 62 155 62 -31 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 91.8 87.1 93.0 87.1 7.0 12.9 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,297 COMMITMENTS 0 917 0 84,876 91,355 84,876 92,272 9,421 2,025 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,785) 0 30 0 2,845 3,027 2,845 3,057 -60 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 90.0 96.9 90.0 97.9 10.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 23 21 23 22 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 151,378 COMMITMENTS 17,613 8,655 13,647 119,948 128,477 151,208 150,779 170 599 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,234) 1,046 109 394 2,775 3,260 4,215 3,763 19 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 5.7 9.0 79.2 84.9 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 11 14 15 48 50 66 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 59,981 COMMITMENTS 462 1,867 2,283 57,210 55,233 59,955 59,383 26 598 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 8,679) 0 -167 355 8,298 7,893 8,653 8,081 26 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.1 3.8 95.4 92.1 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 8 3 29 25 33 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 450,554 COMMITMENTS 29,774 5,640 9,040 411,740 426,450 450,554 441,130 0 9,424 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 17,748) 1,312 -10,408 0 16,436 18,732 17,748 8,324 0 9,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.3 2.0 91.4 94.7 100.0 97.9 0.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 19 21 22 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,838,454 COMMITMENTS 51,410 17,887 43,309 1743735 1777258 1838454 1838454 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 29,365) -5,161 4,981 71 34,455 24,313 29,365 29,365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.0 2.4 94.8 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 6 6 37 40 45 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,669 COMMITMENTS 1,923 2,301 3,292 62,454 62,076 67,669 67,669 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,927) 338 -858 -232 2,821 4,017 2,927 2,927 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.4 4.9 92.3 91.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 3 2 26 21 31 25 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 414,641 COMMITMENTS 4,505 1,826 24,321 385,815 388,494 414,641 414,641 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 33,290) 0 0 0 33,290 33,290 33,290 33,290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.4 5.9 93.0 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 19 17 21 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 565,209 COMMITMENTS 16,711 8,737 9,385 539,113 547,087 565,209 565,209 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -3,869) 376 0 0 -4,245 -3,869 -3,869 -3,869 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.5 1.7 95.4 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 1 27 30 30 33 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,768 COMMITMENTS 3,006 2,389 2,734 45,428 45,914 51,168 51,037 600 731 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,681) 237 -44 64 1,380 1,640 1,681 1,660 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 4.6 5.3 87.8 88.7 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 3 28 32 33 37 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,249 COMMITMENTS 150 295 0 65,704 65,851 65,854 66,146 395 103 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -84) 0 0 0 -100 -80 -100 -80 16 -4 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 84,261 COMMITMENTS 170 800 80 83,641 83,299 83,891 84,179 370 82 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,588) 0 600 0 3,570 2,990 3,570 3,590 18 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 0.1 99.3 98.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 1 34 30 36 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,120 COMMITMENTS 1,200 0 0 18,705 20,050 19,905 20,050 215 70 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 155) 0 0 0 155 155 155 155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.0 93.0 99.7 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 21 15 22 15 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 288,792 COMMITMENTS 0 14,640 5,896 282,896 268,256 288,792 288,792 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 712) 0 0 0 712 712 712 712 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: 31) 0 3 1 24 21 25 24 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,863 COMMITMENTS 1,959 531 110 5,642 7,051 7,711 7,692 152 171 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 112) 138 23 0 -26 68 112 91 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 6.8 1.4 71.8 89.7 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 1 20 21 26 23 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,500 COMMITMENTS 1,160 450 40 20,265 21,010 21,465 21,500 35 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.1 0.2 94.3 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,690 COMMITMENTS 0 695 180 13,330 12,815 13,510 13,690 180 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 115 60 115 0 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 1.3 97.4 93.6 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 24 22 25 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,919 COMMITMENTS 637 0 264 17,820 17,372 18,721 17,636 198 1,283 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -123) -23 0 23 386 154 386 177 -509 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 1.4 94.2 91.8 99.0 93.2 1.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 27 27 29 29 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,417 COMMITMENTS 0 9,260 1,357 53,533 44,650 54,890 55,267 527 150 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,101) 0 -105 22 1,059 1,174 1,081 1,091 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.7 2.4 96.6 80.6 99.0 99.7 1.0 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,419 COMMITMENTS 59 9,844 2,891 57,414 47,569 60,364 60,304 55 115 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -54) 17 -269 -117 56 292 -44 -94 -10 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 16.3 4.8 95.0 78.7 99.9 99.8 0.1 0.2 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,280 COMMITMENTS 1,435 0 0 49,775 51,205 51,210 51,205 70 75 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 920) 0 0 0 920 920 920 920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 97.1 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 29 17 31 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,050 COMMITMENTS 1,250 0 0 54,670 56,050 55,920 56,050 130 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,010) 0 0 0 2,010 2,010 2,010 2,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 97.5 100.0 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 371,285 COMMITMENTS 61,704 368 17,822 291,759 353,095 371,285 371,285 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,065) 1,930 0 0 1,135 3,065 3,065 3,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 0.1 4.8 78.6 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 3 29 33 33 37 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,328 COMMITMENTS 3,697 930 941 19,315 22,179 23,953 24,050 375 278 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,094) 106 44 -150 1,023 1,396 979 1,290 115 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 3.8 3.9 79.4 91.2 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 6 27 33 33 42 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 27,668 COMMITMENTS 773 126 566 26,329 26,976 27,668 27,668 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,071) -24 -208 24 1,071 1,255 1,071 1,071 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.5 2.0 95.2 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 2 18 15 22 18 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 534,338 COMMITMENTS 0 16,012 9,766 524,572 508,560 534,338 534,338 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,906) 0 0 0 3,906 3,906 3,906 3,906 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 1.8 98.2 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 19 19 20 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 45,264 COMMITMENTS 5,745 438 2,586 36,458 41,323 44,789 44,347 475 917 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -40) -23 92 0 -40 -132 -63 -40 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 1.0 5.7 80.5 91.3 99.0 98.0 1.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 17 19 21 24 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,653 COMMITMENTS 3,467 0 150 13,479 15,957 17,096 16,107 557 1,546 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -70) -214 -455 -82 226 404 -70 -133 0 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 0.0 0.8 76.4 90.4 96.8 91.2 3.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 3 17 21 22 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 199,817 COMMITMENTS 24,771 0 3,564 171,482 196,253 199,817 199,817 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,320) 1,176 0 -1,176 4,320 5,496 4,320 4,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.0 1.8 85.8 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 19 20 22 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,754 COMMITMENTS 1,101 0 134 10,128 11,134 11,363 11,268 391 486 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -498) -90 0 -42 -233 -27 -365 -69 -133 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.0 1.1 86.2 94.7 96.7 95.9 3.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 21 22 23 23 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 128,721 COMMITMENTS 6,209 0 0 122,512 128,721 128,721 128,721 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,954) 0 0 0 3,954 3,954 3,954 3,954 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 95.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 21 23 22 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,374 COMMITMENTS 534 0 1,004 22,836 23,370 24,374 24,374 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3) 0 0 0 3 3 3 3 0 0 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 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,545 COMMITMENTS 0 900 0 27,260 26,645 27,260 27,545 285 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 80) 0 0 0 80 200 80 200 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.0 99.0 96.7 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 16 21 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| 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 06/23/15 (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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,116 COMMITMENTS 100 150 0 27,016 26,966 27,116 27,116 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,080) 50 0 0 1,030 1,080 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.6 0.0 99.6 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,924 COMMITMENTS 400 0 0 24,524 24,924 24,924 24,924 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,380) 300 0 0 1,080 1,380 1,380 1,380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 20 16 22 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,540 COMMITMENTS 0 150 0 20,880 21,130 20,880 21,280 660 260 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,950) 0 0 0 2,950 2,950 2,950 2,950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 96.9 98.1 96.9 98.8 3.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 8 14 9 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,590 COMMITMENTS 75 0 0 10,860 11,470 10,935 11,470 655 120 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 93.7 99.0 94.3 99.0 5.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 17 8 18 8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,337 COMMITMENTS 50 0 0 13,052 13,337 13,102 13,337 235 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 124,000 COMMITMENTS 2,490 1,185 220 121,265 122,285 123,975 123,690 25 310 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,705) 275 1,100 220 2,400 1,295 2,895 2,615 -190 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.0 0.2 97.8 98.6 100.0 99.8 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 1 36 34 39 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 142,596 COMMITMENTS 2,415 2,353 70 140,111 140,083 142,596 142,506 0 90 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,270) 0 1,100 0 1,270 80 1,270 1,180 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.7 0.0 98.3 98.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 1 41 39 47 43 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 148,383 COMMITMENTS 19,608 5,171 4,121 124,408 138,861 148,137 148,153 246 230 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -440) -2 815 -1,547 1,134 272 -415 -460 -25 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 3.5 2.8 83.8 93.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 9 9 43 39 56 53 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 101,305 COMMITMENTS 880 3,345 3,140 96,698 94,805 100,718 101,290 587 15 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,875) -600 600 -90 2,445 1,365 1,755 1,875 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.3 3.1 95.5 93.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 3 5 36 33 42 39 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,925 COMMITMENTS 0 465 0 25,850 25,450 25,850 25,915 75 10 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 655) 0 -50 0 655 705 655 655 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 99.7 98.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 25 12 25 13 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,145 COMMITMENTS 0 215 50 22,995 22,760 23,045 23,025 100 120 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 520) 0 0 0 560 520 560 520 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.2 99.4 98.3 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 23 9 24 10 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 27,724 COMMITMENTS 100 940 235 27,260 26,309 27,595 27,484 129 240 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -165) 0 0 0 -175 -185 -175 -185 10 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.4 0.8 98.3 94.9 99.5 99.1 0.5 0.9 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 10,450 COMMITMENTS 680 0 220 9,550 10,230 10,450 10,450 0 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 2.1 91.4 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 16 16 17 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,857 COMMITMENTS 3,033 1,470 305 27,967 30,022 31,305 31,797 552 60 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -640) 500 -400 -200 -941 -40 -641 -640 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 4.6 1.0 87.8 94.2 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 23 23 26 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,409 COMMITMENTS 2,559 0 60 20,552 23,349 23,171 23,409 238 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,065) 0 0 0 1,065 1,065 1,065 1,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 0.3 87.8 99.7 99.0 100.0 1.0 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,929 COMMITMENTS 60 175 450 25,264 25,254 25,774 25,879 155 50 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 573) 30 -265 -5 548 868 573 598 0 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.7 1.7 97.4 97.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 2 27 26 30 29 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,258 COMMITMENTS 600 630 0 21,588 21,628 22,188 22,258 70 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 477) 0 0 0 477 477 477 477 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.8 0.0 97.0 97.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 25 26 26 27 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,592 COMMITMENTS 0 910 0 15,519 14,682 15,519 15,592 73 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,080) 0 0 0 1,080 1,080 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 0.0 99.5 94.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 15 18 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,231 COMMITMENTS 0 0 0 9,116 9,911 9,116 9,911 1,115 320 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 218) 0 0 0 221 218 221 218 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.1 96.9 89.1 96.9 10.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 11 15 11 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,150 COMMITMENTS 25 2,450 275 32,721 30,255 33,021 32,980 129 170 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 490 180 490 180 -290 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.4 0.8 98.7 91.3 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 1 29 21 31 23 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,057 COMMITMENTS 2,042 0 0 8,895 10,997 10,937 10,997 120 60 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 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 06/30/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,047 COMMITMENTS 2,093 100 175 10,579 12,772 12,847 13,047 200 0 CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 0.8 1.3 81.1 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 July 6, 2015