CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        8,667
COMMITMENTS
   3,796      131      225    4,636    8,310    8,657    8,666       10        1

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8      1.5      2.6     53.5     95.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        2        2        7        7       17       10                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       31,200
COMMITMENTS
  19,087   11,024    1,795   10,228   18,381   31,110   31,200       90        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,055)
    -439      231      115     -732   -1,401   -1,056   -1,055        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2     35.3      5.8     32.8     58.9     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      11        9        6        7       10       22       22                  
 
 
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV                       Code-00639V
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:        8,745
COMMITMENTS
   1,585    7,464      200    6,960    1,081    8,745    8,745        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     85.4      2.3     79.6     12.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        8        2        7        2       12       11                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       30,525
COMMITMENTS
  16,350   26,495      850   13,325    3,180   30,525   30,525        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        100)
     100      100        0        0        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.6     86.8      2.8     43.7     10.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        8        4        7        2       18       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       16,720
COMMITMENTS
   5,010   14,085    1,595   10,115    1,000   16,720   16,680        0       40

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        200)
     200      200        0        0        0      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     84.2      9.5     60.5      6.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7       10        4        6        3       16       14                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       43,196
COMMITMENTS
   4,685   10,311    2,555   35,936   30,310   43,176   43,176       20       20

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        110)
       0      140      400     -290     -430      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     23.9      5.9     83.2     70.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        9        5       12       11       21       22                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       11,860
COMMITMENTS
   6,875    9,110      200    4,775    2,550   11,850   11,860       10        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     76.8      1.7     40.3     21.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        8        2        4        4       12       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:        9,850
COMMITMENTS
   4,425    5,170      320    5,085    4,360    9,830    9,850       20        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        450)
     100      100        0      350      350      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     52.5      3.2     51.6     44.3     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        4        1        6        5       15       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       12,345
COMMITMENTS
   3,970    6,920    1,000    7,375    4,425   12,345   12,345        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        150)
     150        0        0        0      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     56.1      8.1     59.7     35.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        5        3        6        3       17       10                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,470,300
COMMITMENTS
 694,338  119,609  657,094  3068813  3679731  4420245  4456434   50,055   13,866

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     37,762)
 105,816  -17,889  -26,014  -42,898   81,733   36,904   37,830      858      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      2.7     14.7     68.6     82.3     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      55       25       58      140      122      213      188                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      223,797
COMMITMENTS
  53,382   38,013   50,358  117,707  134,924  221,447  223,295    2,350      502

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:      8,684)
    -295    6,673   -2,752   11,731    4,871    8,684    8,792        0     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     17.0     22.5     52.6     60.3     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      14       11       14       32       31       51       51                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,620
COMMITMENTS
  30,598    1,525    9,786  195,367  234,348  235,751  245,659   15,869    5,961

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -22,067)
  -2,641      909       27  -19,312  -21,524  -21,926  -20,588     -141   -1,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      0.6      3.9     77.6     93.1     93.7     97.6      6.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      11        3       10       38       33       53       43                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      135,317
COMMITMENTS
     458    4,959    2,522  126,851  124,134  129,831  131,615    5,486    3,702

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -12,898)
  -1,938     -813   -1,050  -10,420  -11,833  -13,408  -13,696      510      798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.7      1.9     93.7     91.7     95.9     97.3      4.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        5        4       28       32       32       39                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      215,826
COMMITMENTS
   1,601    6,459    4,985  192,718  195,877  199,304  207,321   16,522    8,505

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -18,065)
  -4,106   -1,060      654  -19,176  -18,277  -22,628  -18,683    4,563      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.0      2.3     89.3     90.8     92.3     96.1      7.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        4       30       27       34       32                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      804,243
COMMITMENTS
     923   14,526   16,829  772,027  767,623  789,779  798,978   14,464    5,265

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -26,195)
  -1,838   -1,444      404  -24,798  -25,746  -26,232  -26,786       37      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.8      2.1     96.0     95.4     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2        8        5       54       37       61       45                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      349,010
COMMITMENTS
  14,845    2,072    4,674  322,900  334,917  342,419  341,663    6,591    7,347

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -7,858)
  -2,870        0      -31   -4,769   -6,991   -7,670   -7,022     -188     -836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.6      1.3     92.5     96.0     98.1     97.9      1.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        1        3       37       43       42       46                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,718
COMMITMENTS
  14,051    1,689    2,529  260,746  279,414  277,326  283,632    7,392    1,086

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -20,072)
  -1,658     -175     -130  -19,719  -20,315  -21,507  -20,620    1,435      548

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.6      0.9     91.6     98.1     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        4       39       44       45       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,406
COMMITMENTS
   4,835      986      752   95,965   91,176  101,552   92,914    3,854   12,492

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -18,016)
   4,569   -1,437   -2,654  -19,136  -17,765  -17,221  -21,856     -795    3,840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.9      0.7     91.0     86.5     96.3     88.1      3.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       21       22       23       26                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,045
COMMITMENTS
     406   13,761    3,662  117,298  104,871  121,366  122,294    6,679    5,751

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -12,057)
     244    3,113   -3,197   -8,474  -11,065  -11,427  -11,149     -630     -908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.7      2.9     91.6     81.9     94.8     95.5      5.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        4       31       27       35       33                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,430
COMMITMENTS
       0        0        0   17,220   17,370   17,220   17,370      210       60

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -6,212)
    -620        0        0   -5,220   -6,024   -5,840   -6,024     -372     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     99.7     98.8     99.7      1.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       10       13       10                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,962
COMMITMENTS
   5,207       30    1,351   91,927   97,297   98,485   98,678    9,477    9,284

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,533)
    -143   -1,291      441   -7,862   -5,515   -7,564   -6,365     -969   -2,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.0      1.3     85.1     90.1     91.2     91.4      8.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       18       20       21       22                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      152,310
COMMITMENTS
       0        0        0  144,661  142,204  144,661  142,204    7,649   10,106

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -11,850)
       0        0        0  -10,888  -11,999  -10,888  -11,999     -962      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.0     93.4     95.0     93.4      5.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       27       24       27       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,365
COMMITMENTS
       0    1,230        0   63,973   65,816   63,973   67,046    9,392    6,319

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -7,831)
       0     -360        0   -6,867   -7,420   -6,867   -7,780     -964      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      0.0     87.2     89.7     87.2     91.4     12.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       14       17       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,625
COMMITMENTS
     360      600        0   15,956   16,831   16,316   17,431    2,309    1,194

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -5,487)
       0        0        0   -5,450   -5,021   -5,450   -5,021      -37     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      3.2      0.0     85.7     90.4     87.6     93.6     12.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        8       11        9       12                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      332,318
COMMITMENTS
   1,976    1,305    5,410  314,094  314,658  321,480  321,373   10,838   10,945

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -14,151)
    -186   -2,669     -113  -14,663  -14,465  -14,962  -17,247      811    3,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.4      1.6     94.5     94.7     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        2        4       48       40       53       45                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,280
COMMITMENTS
   1,417    1,632      781   70,666   67,043   72,864   69,456    5,416    8,824

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -6,565)
      86      528     -214   -6,072   -6,628   -6,200   -6,314     -365     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.1      1.0     90.3     85.6     93.1     88.7      6.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       19       16       21       19                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,026
COMMITMENTS
   3,165   11,224    1,137   64,922   57,089   69,224   69,450    5,802    5,576

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,161)
    -480     -186      270   -1,647   -4,310   -1,857   -4,226   -1,304    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     15.0      1.5     86.5     76.1     92.3     92.6      7.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       18       12       21       16                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,481
COMMITMENTS
   3,198        0        0   39,748   43,155   42,946   43,155    1,535    1,326

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -65,516)
 -35,071  -11,220        0  -31,197  -54,458  -66,268  -65,678      752      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      0.0     89.4     97.0     96.5     97.0      3.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       14       15       14                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,313
COMMITMENTS
  38,569   11,220        0   60,965   88,189   99,534   99,409      779      904

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -72,783)
   8,510  -10,108  -15,593  -65,171  -45,466  -72,254  -71,167     -529   -1,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     11.2      0.0     60.8     87.9     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      14        7        0       27       33       41       40                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,243
COMMITMENTS
       0        0        0   50,665   51,003   50,665   51,003      578      240

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -12,212)
    -896        0      -30  -11,621  -11,902  -12,547  -11,932      335     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.9     99.5     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       19       20       19       20                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,642
COMMITMENTS
     281        0    1,476  196,786  196,990  198,543  198,466    9,099    9,176

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,315)
     281   -1,008      660   -3,223   -1,579   -2,282   -1,927      -33     -388

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.7     94.8     94.9     95.6     95.6      4.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       35       33       36       34                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       27,765
COMMITMENTS
     171      210      690   26,088   24,035   26,949   24,935      816    2,830

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -7,006)
  -1,085     -496        0   -5,788   -6,650   -6,873   -7,146     -133      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.8      2.5     94.0     86.6     97.1     89.8      2.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       12       11       13       13                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,079
COMMITMENTS
     986    1,782      196   41,671   44,492   42,853   46,470   10,226    6,609

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,552)
     118     -546     -118   -2,711   -3,512   -2,711   -4,176     -841      624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      3.4      0.4     78.5     83.8     80.7     87.5     19.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       19       17       21                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,532
COMMITMENTS
       0   17,461      774   97,508   81,800   98,282  100,035    8,250    6,497

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,059)
       0     -398      -73   -8,602   -7,170   -8,675   -7,641      616     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.4      0.7     91.5     76.8     92.3     93.9      7.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        1       20       26       21       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,361
COMMITMENTS
   7,494      438    1,116   91,574  106,937  100,184  108,491   16,177    7,870

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -5,974)
    -976      438     -255   -5,109   -6,295   -6,340   -6,112      366      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.4      1.0     78.7     91.9     86.1     93.2     13.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       17       13       21       14                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,823
COMMITMENTS
     984        0        0   92,624   98,489   93,608   98,489    6,215    1,334

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -5,757)
       0     -273     -696   -5,310   -5,217   -6,006   -6,186      249      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     92.8     98.7     93.8     98.7      6.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       20       15       21       15                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,217
COMMITMENTS
   1,064      279      261   95,082   99,851   96,407  100,391    5,810    1,826

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -10,778)
    -987     -797     -181   -9,274   -9,194  -10,442  -10,172     -336     -606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      0.3     93.0     97.7     94.3     98.2      5.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       20       18       22       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,804
COMMITMENTS
   2,864   11,938    1,414  103,954  100,041  108,232  113,393   16,572   11,411

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -12,342)
   2,864   -3,365   -2,638  -12,759   -6,833  -12,533  -12,836      191      494

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      9.6      1.1     83.3     80.2     86.7     90.9     13.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       27       27       29       30                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,063
COMMITMENTS
   1,452      480        0   36,203   38,798   37,655   39,278    2,408      785

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -11,714)
     -91     -278     -248  -11,456  -11,574  -11,795  -12,100       81      386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.2      0.0     90.4     96.8     94.0     98.0      6.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       19       18       21       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,968
COMMITMENTS
       0      480        0   44,480   45,308   44,480   45,788    1,488      180

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -10,277)
       0     -338        0   -9,688   -9,781   -9,688  -10,119     -589     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      0.0     96.8     98.6     96.8     99.6      3.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       14       17       15                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      199,277
COMMITMENTS
   7,091    5,041    2,982  183,602  185,409  193,675  193,432    5,602    5,845

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -12,759)
     283     -977      207  -12,690  -11,935  -12,200  -12,705     -559      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      2.5      1.5     92.1     93.0     97.2     97.1      2.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        6        7       38       38       46       48                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       93,491
COMMITMENTS
   1,735        0      182   83,665   86,943   85,582   87,125    7,909    6,366

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,215)
     121        0      -61   -4,373   -2,698   -4,313   -2,759       98   -1,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.2     89.5     93.0     91.5     93.2      8.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       17       17       18       18                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       85,479
COMMITMENTS
       0        0        0   76,791   78,055   76,791   78,055    8,688    7,424

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -5,548)
       0        0        0   -4,521   -3,681   -4,521   -3,681   -1,027   -1,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     89.8     91.3     89.8     91.3     10.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       17       17       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,460
COMMITMENTS
       0    2,055       61   75,012   78,055   75,073   80,171    8,387    3,289

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -8,746)
    -210       93      -31   -8,683   -8,537   -8,924   -8,475      178     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.1     89.9     93.5     90.0     96.1     10.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       20       17       21       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       92,048
COMMITMENTS
   2,697        0        0   80,500   87,437   83,197   87,437    8,851    4,611

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -6,469)
    -179        0        0   -7,942   -5,641   -8,121   -5,641    1,652     -828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.0     87.5     95.0     90.4     95.0      9.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       17       13       18       13                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      136,009
COMMITMENTS
  25,418   12,076    9,088  100,758  114,436  135,264  135,600      745      409

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,971)
    -237      888     -667   -2,961   -3,856   -3,865   -3,635     -106     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7      8.9      6.7     74.1     84.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      16       16       20       51       49       78       74                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       46,123
COMMITMENTS
   1,387    1,900      258   44,478   43,965   46,123   46,123        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,900)
    -435     -300       27   -4,242   -4,627   -4,650   -4,900     -250        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      4.1      0.6     96.4     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        2       25       23       30       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      378,646
COMMITMENTS
   9,168      608        0  369,478  378,038  378,646  378,646        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -34,927)
    -688        0        0  -24,263  -34,927  -24,951  -34,927   -9,976        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.2      0.0     97.6     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       23       21       26       22                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,527,723
COMMITMENTS
  46,995   85,609   62,665  1418063  1379449  1527723  1527723        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -54,101)
  -3,681      615       -7  -50,413  -54,709  -54,101  -54,101        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      5.6      4.1     92.8     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4       10        3       39       43       44       55                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       63,944
COMMITMENTS
   4,112    6,211      461   59,371   57,272   63,944   63,944        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -5,790)
    -948     -271     -522   -4,320   -4,997   -5,790   -5,790        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      9.7      0.7     92.8     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        7        4       20       25       27       34                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      403,033
COMMITMENTS
   3,904      616      320  398,809  402,097  403,033  403,033        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -24,616)
     976   -3,440        0  -25,592  -21,176  -24,616  -24,616        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.2      0.1     99.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       18       18       20       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      399,481
COMMITMENTS
       0      728    8,632  390,849  390,121  399,481  399,481        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -16,808)
  -1,224        0        0  -15,584  -16,808  -16,808  -16,808        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      2.2     97.8     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       26       28       27       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       39,030
COMMITMENTS
   1,470       85      593   36,413   37,821   38,476   38,499      554      531

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,489)
      65        0      -42   -1,577   -1,405   -1,554   -1,447       65      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.2      1.5     93.3     96.9     98.6     98.6      1.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        2       30       27       37       30                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,903
COMMITMENTS
     290        0        0   53,066   53,872   53,356   53,872      547       31

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,911)
       0     -150        0   -2,890   -2,755   -2,890   -2,905      -21       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     98.4     99.9     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       31       30       32       30                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       77,865
COMMITMENTS
     579       50        0   76,646   77,768   77,225   77,818      640       47

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,506)
     -30        0        0   -4,455   -4,495   -4,485   -4,495      -21      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.1      0.0     98.4     99.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        0       33       30       35       31                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,460
COMMITMENTS
     550      675        0   19,114   19,785   19,664   20,460      796        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        405)
       0        0        0      175      405      175      405      230        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      3.3      0.0     93.4     96.7     96.1    100.0      3.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        0       19       16       21       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      334,120
COMMITMENTS
   2,464        0      752  328,864  332,552  332,080  333,304    2,040      816

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,024)
       0        0        0   -4,064   -2,840   -4,064   -2,840    2,040      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.2     98.4     99.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       25       18       26       19                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,765
COMMITMENTS
   1,986      764      170    8,352    9,389   10,508   10,323      257      442

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        104)
     -21     -274        0       42       21       21     -253       83      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      7.1      1.6     77.6     87.2     97.6     95.9      2.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        3       22       18       29       21                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,605
COMMITMENTS
   7,500        0        0    7,045   14,185   14,545   14,185       60      420

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:         60)
     150        0     -150       60     -150       60     -300        0      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      0.0      0.0     48.2     97.1     99.6     97.1      0.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       12       15       16       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,270
COMMITMENTS
   1,600      450      475    9,510   11,345   11,585   12,270      685        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -215)
     150       50     -125     -205     -140     -180     -215      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      3.7      3.9     77.5     92.5     94.4    100.0      5.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       13       16       14       19                  
 
 
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV                         Code-0643AU
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,168
COMMITMENTS
       0        0        0    8,063    7,985    8,063    7,985      105      183

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -985)
       0        0        0     -970     -975     -970     -975      -15      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.7     97.8     98.7     97.8      1.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       11       14       11                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,361
COMMITMENTS
     250    1,300        0   26,761   26,006   27,011   27,306      350       55

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        -85)
       0        0        0     -435     -135     -435     -135      350       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.8      0.0     97.8     95.0     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        0       25       25       26       27                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,980
COMMITMENTS
      50       75      600   22,086   22,155   22,736   22,830      244      150

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -200)
       0        0        0     -264     -275     -264     -275       64       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      2.6     96.1     96.4     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       22       25       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       25,339
COMMITMENTS
   1,079      189       64   23,749   24,173   24,892   24,426      447      913

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        188)
     -22      -85        0      -87      -24     -109     -109      297      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.7      0.3     93.7     95.4     98.2     96.4      1.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        1        2       30       22       36       25                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,255
COMMITMENTS
   1,229    4,171    1,109   54,777   51,834   57,115   57,114      140      141

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -2,967)
     -22     -268      111   -3,036   -2,810   -2,947   -2,967      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      7.3      1.9     95.7     90.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        5       33       29       38       35                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       73,311
COMMITMENTS
   1,329    2,756    4,911   67,041   65,569   73,281   73,236       30       75

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,972)
  -2,454      256      678   -3,161   -5,906   -4,937   -4,972      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      3.8      6.7     91.4     89.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        9        9       36       33       46       46                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,385
COMMITMENTS
     880        0        0   46,150   47,385   47,030   47,385      355        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,047)
    -105        0        0   -3,942   -4,042   -4,047   -4,042        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     97.4    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       13       25       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       54,570
COMMITMENTS
   1,525        0        0   53,010   54,570   54,535   54,570       35        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,197)
    -125        0        0   -4,067   -4,197   -4,192   -4,197       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     97.1    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       26       20       27       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      341,682
COMMITMENTS
  38,678   27,233    4,282  298,722  310,167  341,682  341,682        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -30,617)
   7,511   -3,672   -3,176  -34,952  -23,769  -30,617  -30,617        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      8.0      1.3     87.4     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        2       29       28       33       33                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,013
COMMITMENTS
   2,031    2,118    2,533   23,344   23,107   27,908   27,758      105      255

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,520)
     673     -295     -420   -1,752   -1,017   -1,499   -1,732      -21      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      7.6      9.0     83.3     82.5     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        5        6       27       33       33       42                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       38,934
COMMITMENTS
   1,159    2,093      127   37,648   36,714   38,934   38,934        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -3,661)
    -160     -999     -175   -3,326   -2,487   -3,661   -3,661        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      5.4      0.3     96.7     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        1       19       12       23       16                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      293,297
COMMITMENTS
       0      384        0  293,297  292,913  293,297  293,297        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -23,272)
       0        0        0  -23,272  -23,272  -23,272  -23,272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       23       18       23       19                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       22,456
COMMITMENTS
     575      129        0   21,608   21,880   22,183   22,009      273      447

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,848)
     -85        0        0   -1,848   -1,828   -1,933   -1,828       85      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.6      0.0     96.2     97.4     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        0       19       20       22       21                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,511
COMMITMENTS
   2,012        0      619    9,730   10,791   12,361   11,410      150    1,101

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,787)
    -232        0       23   -1,579   -2,362   -1,788   -2,339        1      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      0.0      4.9     77.8     86.3     98.8     91.2      1.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        2       16       19       21       21                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      146,263
COMMITMENTS
   8,513    4,706      760  136,582  140,389  145,855  145,855      408      408

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -10,872)
  -2,864    1,160        8   -8,424  -12,448  -11,280  -11,280      408      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      3.2      0.5     93.4     96.0     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       17       17       21       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,082
COMMITMENTS
       0    2,987      384   17,548   14,180   17,932   17,551      150      531

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,428)
       0     -318      -21   -1,386   -1,047   -1,407   -1,386      -21      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.5      2.1     97.0     78.4     99.2     97.1      0.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        5        3       26       26       29       31                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      180,079
COMMITMENTS
       0    9,695      793  179,286  169,591  180,079  180,079        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:    -11,144)
       0      376        0  -11,144  -11,520  -11,144  -11,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.4     99.6     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       20       17       21       20                  
 
 
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C7
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MW                                                   OPEN INTEREST:        8,625
COMMITMENTS
       0      600      150    7,950    7,775    8,100    8,525      525      100

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        575)
       0     -300      150      440      725      590      575      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      1.7     92.2     90.1     93.9     98.8      6.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       13       15       14       18                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,575
COMMITMENTS
     100      780        0    7,415    6,760    7,515    7,540       60       35

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -520)
       0        0        0     -520     -515     -520     -515        0       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     10.3      0.0     97.9     89.2     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        0       15       11       16       14                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,822
COMMITMENTS
     390      511        0   24,432   24,311   24,822   24,822        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -294)
       0        0        0     -269     -294     -269     -294      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.1      0.0     98.4     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       16       17       17       18                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,710
COMMITMENTS
     350    3,230      200   12,860   10,205   13,410   13,635      300       75

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -380)
     150      100     -100     -500     -415     -450     -415       70       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     23.6      1.5     93.8     74.4     97.8     99.5      2.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       15       12       16       15                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:       10,132
COMMITMENTS
   3,725      298        0    6,407    9,834   10,132   10,132        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,428)
    -525      -42        0     -903   -1,386   -1,428   -1,428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      2.9      0.0     63.2     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        1        0       10        7       15        8                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,900
COMMITMENTS
       0       45        0   19,655   19,855   19,655   19,900      245        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,185)
       0      -75        0   -1,170   -1,095   -1,170   -1,170      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.0     98.8     99.8     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       15       16       16                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,406
COMMITMENTS
   1,075      200        0   22,211   23,206   23,286   23,406      120        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,525)
     -25        0        0   -1,500   -1,525   -1,525   -1,525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.9      0.0     94.9     99.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        0       19       17       23       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,270
COMMITMENTS
     225      225        0   15,747   16,045   15,972   16,270      298        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,020)
     -25      150        0     -975   -1,170   -1,000   -1,020      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.4      0.0     96.8     98.6     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       15       20       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,620
COMMITMENTS
       0      750        0   23,295   22,850   23,295   23,600      325       20

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,440)
       0        0        0   -1,400   -1,440   -1,400   -1,440      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.0     98.6     96.7     98.6     99.9      1.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        0       16       15       16       18                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,130
COMMITMENTS
     230        0       70   21,440   21,990   21,740   22,060      390       70

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,135)
       0        0        0   -1,105   -1,115   -1,105   -1,115      -30      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.3     96.9     99.4     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       17       11       18       12                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,482
COMMITMENTS
     730        0       70   22,267   23,342   23,067   23,412      415       70

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,065)
       0        0        0   -1,030   -1,055   -1,030   -1,055      -35      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.3     94.8     99.4     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       17       11       19       12                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      112,343
COMMITMENTS
   4,395    1,460      205  107,743  110,488  112,343  112,153        0      190

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -6,252)
    -685      555       60   -5,627   -7,027   -6,252   -6,412        0      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.3      0.2     95.9     98.3    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        4        2       37       33       43       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      129,391
COMMITMENTS
   2,875    4,425    2,265  124,251  122,521  129,391  129,211        0      180

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -7,157)
     131    1,260     -436   -6,852   -8,161   -7,157   -7,337        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.4      1.8     96.0     94.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        9        3       42       35       48       45                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      171,672
COMMITMENTS
   8,827   14,497   10,683  152,096  146,470  171,606  171,650       66       22

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -5,644)
      74      401     -425   -5,267   -5,611   -5,618   -5,635      -26       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      8.4      6.2     88.6     85.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      12       11       13       48       51       66       69                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      123,360
COMMITMENTS
   4,905    2,020    1,465  116,941  119,800  123,311  123,285       49       75

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -4,801)
     -35       50     -125   -4,614   -4,726   -4,774   -4,801      -27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.6      1.2     94.8     97.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        3        3       41       34       46       39                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,595
COMMITMENTS
     920      745      605   38,070   38,245   39,595   39,595        0        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,630)
      65     -475      200   -1,880   -1,350   -1,615   -1,625      -15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.9      1.5     96.1     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       26       13       30       15                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,815
COMMITMENTS
     660      200      205   33,930   34,410   34,795   34,815       20        0

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -550)
     660     -245       30   -1,260     -335     -570     -550       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.6      0.6     97.5     98.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       22       11       24       14                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       31,413
COMMITMENTS
   1,199        0      300   29,819   30,958   31,318   31,258       95      155

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -629)
       9        0       -9     -605     -615     -605     -624      -24       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      1.0     94.9     98.6     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       30       28       32       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       15,535
COMMITMENTS
     225        0        0   15,290   15,335   15,515   15,335       20      200

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -20      -50      -20      -50       20       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.4     98.7     99.9     98.7      0.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       15       22       15                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,883
COMMITMENTS
   2,731    2,350      464   26,403   26,984   29,598   29,798      285       85

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,340)
     375      -81      -50   -1,600   -1,234   -1,275   -1,365      -65       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      7.9      1.6     88.4     90.3     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        2        3       25       26       32       30                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,464
COMMITMENTS
   1,065        0      221   18,793   20,213   20,079   20,434      385       30

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -938)
      30      -30      -30     -903     -878     -903     -938      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      1.1     91.8     98.8     98.1     99.9      1.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       24       25       27       27                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,125
COMMITMENTS
   3,434    4,525      680   36,986   35,890   41,100   41,095       25       30

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -536)
     755      145      190   -1,436     -841     -491     -506      -45      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     11.0      1.7     89.9     87.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        4       32       29       38       35                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,519
COMMITMENTS
     265       62        0   20,650   21,384   20,915   21,446      604       73

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,283)
     -45     -113        0   -1,270   -1,185   -1,315   -1,298       32       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.3      0.0     96.0     99.4     97.2     99.7      2.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       25       18       26       19                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,006
COMMITMENTS
       0    1,841      398   23,591   21,762   23,989   24,001       17        5

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -570)
       0     -340        5     -575     -235     -570     -570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      1.7     98.3     90.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       22       18       23       21                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,752
COMMITMENTS
     154      350      120   15,466   15,114   15,740   15,584       12      168

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:        -28)
     144      -50        0      188       30      332      -20     -360       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.2      0.8     98.2     95.9     99.9     98.9      0.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       16       14       17       17                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       37,698
COMMITMENTS
     700      250      300   36,339   36,708   37,339   37,258      359      440

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:     -1,014)
       0        0        0     -980     -985     -980     -985      -34      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.7      0.8     96.4     97.4     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        1       29       26       31       29                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,152
COMMITMENTS
     445        0       32   15,365   16,064   15,842   16,096      310       56

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -657)
       7        0       -7     -880     -675     -880     -682      223       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.2     95.1     99.5     98.1     99.7      1.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       16       22       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 06/07/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       13,741
COMMITMENTS
   1,043        0       49   12,604   13,650   13,696   13,699       45       42

CHANGES FROM 05/31/16 (CHANGE IN OPEN INTEREST:       -841)
     -54        0       15     -780     -843     -819     -828      -22      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      0.4     91.7     99.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       24       19       25       20                  



Updated June 10, 2016