CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        8,711
COMMITMENTS
   3,840      131      225    4,636    8,354    8,701    8,710       10        1

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -768)
    -493      -50        0     -275     -718     -768     -768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.1      1.5      2.6     53.2     95.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        2        2        7        7       18       10                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       43,215
COMMITMENTS
  20,127    7,947    7,826   15,174   27,442   43,126   43,215       89        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -4,837)
  -4,048     -164     -430     -346   -4,243   -4,824   -4,837      -13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.6     18.4     18.1     35.1     63.5     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        8       10        8       10       26       24                  
 
 
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV                       Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| 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 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       30,425
COMMITMENTS
  16,250   26,395      850   13,325    3,180   30,425   30,425        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.4     86.8      2.8     43.8     10.5    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       16,520
COMMITMENTS
   4,810   13,885    1,595   10,115    1,000   16,520   16,480        0       40

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1     84.0      9.7     61.2      6.1    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       63,677
COMMITMENTS
   5,424    7,252    7,823   50,410   48,582   63,657   63,657       20       20

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,556)
      28     -871      -31   -2,553   -1,654   -2,556   -2,556        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5     11.4     12.3     79.2     76.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       8        9        9       15       13       28       26                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| 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 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0     -250        0        0      250        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:        9,400
COMMITMENTS
   4,325    5,070      320    4,735    4,010    9,380    9,400       20        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        100)
       0      100        0      100        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.0     53.9      3.4     50.4     42.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        4        1        6        5       14       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       12,195
COMMITMENTS
   3,820    6,920    1,000    7,375    4,275   12,195   12,195        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     56.7      8.2     60.5     35.1    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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,432,538
COMMITMENTS
 588,522  137,498  683,108  3111711  3597998  4383341  4418604   49,197   13,934

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:   -251,480)
  46,466  -36,515  -91,673 -205,001 -123,117 -250,208 -251,305   -1,272     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      3.1     15.4     70.2     81.2     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      46       29       58      138      119      207      184                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,695,443
COMMITMENTS
  57,402   66,292  750,445  883,013  877,001  1690859  1693739    4,583    1,704

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:   -150,696)
   2,027   -3,689  -86,071  -67,141  -61,338 -151,185 -151,098      489      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      3.9     44.3     52.1     51.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      28       14       38       50       48       90       88                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      273,687
COMMITMENTS
  33,239      616    9,759  214,679  255,872  257,677  266,247   16,010    7,440

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,308)
    -615      304      198    3,093      784    2,676    1,286     -368    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      0.2      3.6     78.4     93.5     94.2     97.3      5.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      13        1        8       41       32       56       40                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,215
COMMITMENTS
   2,396    5,772    3,572  137,271  135,967  143,239  145,311    4,976    2,904

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        542)
     575      231      147      376    1,116    1,098    1,494     -556     -952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.9      2.4     92.6     91.7     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        6        6       29       36       36       45                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,891
COMMITMENTS
   5,707    7,519    4,331  211,894  214,154  221,932  226,004   11,959    7,887

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,190)
     939     -420    1,473    2,839    3,893    5,251    4,946      -61      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      3.2      1.9     90.6     91.6     94.9     96.6      5.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        4       34       32       40       36                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      830,438
COMMITMENTS
   2,761   15,970   16,425  796,825  793,369  816,011  825,764   14,427    4,674

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     23,594)
  -1,013   -6,648   -3,446   28,534   35,596   24,075   25,502     -481   -1,908

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      1.9      2.0     96.0     95.5     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5        7        7       54       37       64       46                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      356,868
COMMITMENTS
  17,715    2,072    4,705  327,669  341,908  350,089  348,685    6,779    8,183

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      9,780)
  -2,311   -4,286     -639   11,986   13,973    9,036    9,048      744      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.6      1.3     91.8     95.8     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        1        5       38       41       45       46                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      304,790
COMMITMENTS
  15,709    1,864    2,659  280,465  299,729  298,833  304,252    5,957      538

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,325)
     964     -189       51    2,649    2,831    3,664    2,693   -1,339     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      0.6      0.9     92.0     98.3     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        4        4       46       47       53       51                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      123,422
COMMITMENTS
     266    2,423    3,406  115,101  108,941  118,773  114,770    4,649    8,652

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      3,033)
    -734     -609      790    3,088    2,706    3,144    2,887     -111      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.0      2.8     93.3     88.3     96.2     93.0      3.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        2       21       24       23       29                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      140,102
COMMITMENTS
     162   10,648    6,859  125,772  115,936  132,793  133,443    7,309    6,659

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      3,041)
       0      840     -329    2,647    2,994    2,318    3,505      723     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.6      4.9     89.8     82.8     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        5        4       31       28       35       34                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,642
COMMITMENTS
     620        0        0   22,440   23,394   23,060   23,394      582      248

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        390)
       0     -279        0      300      669      300      390       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.0     94.9     99.0     97.5     99.0      2.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       13       12       14       12                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,495
COMMITMENTS
   5,350    1,321      910   99,789  102,812  106,049  105,043   10,446   11,452

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,135)
   2,299     -829     -396     -799      869    1,104     -356       31    1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      1.1      0.8     85.7     88.3     91.0     90.2      9.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       17       18       20       20                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      164,160
COMMITMENTS
       0        0        0  155,549  154,203  155,549  154,203    8,611    9,957

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,229)
       0        0        0    1,289      928    1,289      928      -60      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     94.8     93.9     94.8     93.9      5.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       27       25       27       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,196
COMMITMENTS
       0    1,590        0   70,840   73,236   70,840   74,826   10,356    6,370

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        278)
       0       30        0        0      821        0      851      278     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.0      0.0     87.2     90.2     87.2     92.2     12.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       15       17       16                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,112
COMMITMENTS
     360      600        0   21,406   21,852   21,766   22,452    2,346    1,660

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,840)
     120        0        0    1,720    1,470    1,840    1,470        0      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.5      0.0     88.8     90.6     90.3     93.1      9.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       12       12       13       13                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      346,469
COMMITMENTS
   2,162    3,974    5,523  328,757  329,123  336,442  338,620   10,027    7,849

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        524)
  -1,395      125     -489    3,537      450    1,653       86   -1,129      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      1.1      1.6     94.9     95.0     97.1     97.7      2.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5        4        5       49       42       56       49                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,845
COMMITMENTS
   1,331    1,104      995   76,738   73,671   79,064   75,770    5,781    9,075

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        484)
     914       72     -737    1,798      965    1,975      300   -1,491      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      1.3      1.2     90.4     86.8     93.2     89.3      6.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       20       19       22       22                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,187
COMMITMENTS
   3,645   11,410      867   66,569   61,399   71,081   73,676    7,106    4,511

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      3,760)
       0    1,778      122    3,849    2,138    3,971    4,038     -211     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     14.6      1.1     85.1     78.5     90.9     94.2      9.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       16       15       19       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,997
COMMITMENTS
  38,269   11,220        0   70,945   97,613  109,214  108,833      783    1,164

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     25,298)
   7,238    2,670        0   17,948   22,350   25,186   25,020      112      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8     10.2      0.0     64.5     88.7     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      13        7        0       28       33       41       40                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      173,096
COMMITMENTS
  30,059   21,328   15,593  126,136  133,655  171,788  170,576    1,308    2,520

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     24,363)
   5,606   -1,131    1,663   17,316   23,008   24,585   23,540     -222      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4     12.3      9.0     72.9     77.2     99.2     98.5      0.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      15       10        6       38       39       55       53                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,455
COMMITMENTS
     896        0       30   62,286   62,905   63,212   62,935      243      520

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,476)
      90        0       30    2,991    2,480    3,111    2,510     -635      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     98.2     99.1     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        1       22       24       24       25                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      209,957
COMMITMENTS
       0    1,008      816  200,009  198,569  200,825  200,393    9,132    9,564

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -3,083)
  -4,523       92     -673    2,176   -2,532   -3,020   -3,113      -63       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.4     95.3     94.6     95.7     95.4      4.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        1        1       38       34       39       35                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       34,771
COMMITMENTS
   1,256      706      690   31,876   30,685   33,822   32,081      949    2,690

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        900)
    -720     -714      504    1,026      720      810      510       90      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.0      2.0     91.7     88.2     97.3     92.3      2.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       16       16       17       18                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,631
COMMITMENTS
     868    2,328      314   44,382   48,004   45,564   50,646   11,067    5,985

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         -2)
     246   -3,294      -62      120    3,294      304      -62     -306       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      4.1      0.6     78.4     84.8     80.5     89.4     19.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       16       20       17       23                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      114,591
COMMITMENTS
       0   17,859      847  106,110   88,970  106,957  107,676    7,634    6,915

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        455)
  -2,889      603      150    3,374     -178      635      575     -180     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     15.6      0.7     92.6     77.6     93.3     94.0      6.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       0        5        2       23       28       25       33                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      122,335
COMMITMENTS
   8,470        0    1,371   96,683  113,232  106,524  114,603   15,811    7,732

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,324)
       3        0      -26    1,317    1,168    1,294    1,142       30      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.0      1.1     79.0     92.6     87.1     93.7     12.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        1       18       14       22       15                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,580
COMMITMENTS
     984      273      696   97,934  103,706   99,614  104,675    5,966      905

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         94)
       0      273      696      -27       65      669    1,034     -575     -940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.3      0.7     92.8     98.2     94.3     99.1      5.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       20       16       22       17                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,995
COMMITMENTS
   2,051    1,076      442  104,356  109,045  106,849  110,563    6,146    2,432

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          9)
     272     -401     -213      533      623      592        9     -583        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.0      0.4     92.4     96.5     94.6     97.8      5.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       21       19       23       22                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      137,146
COMMITMENTS
       0   15,303    4,052  116,713  106,874  120,765  126,229   16,381   10,917

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,001)
       0     -610      123    1,878    2,480    2,001    1,993   -1,000     -992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.2      3.0     85.1     77.9     88.1     92.0     11.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       28       29       30       33                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,104
COMMITMENTS
   2,387    6,041        0   16,314   13,269   18,701   19,310    1,403      794

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        450)
       0     -632        0      693    1,202      693      570     -243     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     30.0      0.0     81.1     66.0     93.0     96.1      7.0      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        0       11       10       14       12                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,777
COMMITMENTS
   1,543      758      248   47,659   50,372   49,450   51,378    2,327      399

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,454)
    -570        0        0    2,174    1,454    1,604    1,454     -150        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.5      0.5     92.0     97.3     95.5     99.2      4.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        1       21       19       24       22                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,245
COMMITMENTS
       0      818        0   54,168   55,089   54,168   55,907    2,077      338

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,020)
       0      570        0      285      386      285      956      735       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.5      0.0     96.3     97.9     96.3     99.4      3.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       16       16       16       18                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      212,036
COMMITMENTS
   6,808    6,018    2,775  196,292  197,344  205,875  206,137    6,161    5,899

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,119)
   2,882      -35      381    4,810    4,987    8,073    5,333   -2,954     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      2.8      1.3     92.6     93.1     97.1     97.2      2.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        7        7       40       38       48       48                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       97,706
COMMITMENTS
   1,614        0      243   88,038   89,641   89,895   89,884    7,811    7,822

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        120)
     -60        0       60      120      274      120      334        0     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.2     90.1     91.7     92.0     92.0      8.0      8.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       91,027
COMMITMENTS
       0        0        0   81,312   81,736   81,312   81,736    9,715    9,291

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         65)
       0        0        0      427    1,014      427    1,014     -362     -949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.3     89.8     89.3     89.8     10.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       18       17       18       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       92,206
COMMITMENTS
     210    1,962       92   83,695   86,592   83,997   88,646    8,209    3,560

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,409)
    -120       31      -31    1,225    1,070    1,074    1,070      335      339

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.1      0.1     90.8     93.9     91.1     96.1      8.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       22       17       24       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       98,517
COMMITMENTS
   2,876        0        0   88,442   93,078   91,318   93,078    7,199    5,439

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        482)
       0        0        0      482      482      482      482        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.0     89.8     94.5     92.7     94.5      7.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       15       21       15                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      167,580
COMMITMENTS
  28,757   10,623   17,523  120,449  138,678  166,729  166,823      851      757

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -3,095)
     363      421   -1,204   -2,070   -2,343   -2,910   -3,126     -185       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2      6.3     10.5     71.9     82.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      17       15       23       51       49       81       74                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       51,150
COMMITMENTS
   1,822    2,233      231   48,847   48,685   50,900   51,150      250        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,642)
    -122      404      -26    1,540    1,265    1,392    1,642      250        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      4.4      0.5     95.5     95.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        2        1       28       26       33       29                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      413,573
COMMITMENTS
   9,856      608        0  393,741  412,965  403,597  413,573    9,976        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      7,750)
  -7,480      608     -912    6,166    8,054   -2,226    7,750    9,976        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.1      0.0     95.2     99.9     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       23       22       26       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,601,297
COMMITMENTS
  50,676   84,994   62,672  1487949  1453631  1601297  1601297        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     13,972)
       0   12,496      817   13,155      659   13,972   13,972        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.3      3.9     92.9     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3       11        3       39       43       44       55                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       72,173
COMMITMENTS
   5,060    6,354    1,111   66,002   64,708   72,173   72,173        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,263)
    -235       74      -22    1,547    1,211    1,289    1,263      -26        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      8.8      1.5     91.4     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        7        6       23       26       33       35                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      427,649
COMMITMENTS
   2,928    4,056      320  424,401  423,273  427,649  427,649        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      3,968)
       0   -1,888      320    3,648    5,536    3,968    3,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.9      0.1     99.2     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        1       18       18       20       22                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      416,289
COMMITMENTS
   1,224      728    8,632  406,433  406,929  416,289  416,289        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,638)
       0        0        0    5,638    5,638    5,638    5,638        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      0.2      2.1     97.6     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       27       28       29       29                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       40,519
COMMITMENTS
   1,405       85      635   37,990   39,226   40,030   39,946      489      573

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        148)
     385      -22     -233       39      403      191      148      -43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      0.2      1.6     93.8     96.8     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        2        2       31       27       39       30                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,814
COMMITMENTS
     290      150        0   55,956   56,627   56,246   56,777      568       37

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -335)
       0        0        0     -335     -335     -335     -335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.3      0.0     98.5     99.7     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        1        0       32       32       33       33                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       82,371
COMMITMENTS
     609       50        0   81,101   82,263   81,710   82,313      661       58

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        -80)
       0       50        0      -85     -135      -85      -85        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.1      0.0     98.5     99.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        0       33       32       35       33                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,055
COMMITMENTS
     550      675        0   18,939   19,380   19,489   20,055      566        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        975)
       0        0        0      975      975      975      975        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.4      0.0     94.4     96.6     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       18       16       20       18                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      336,144
COMMITMENTS
   2,464        0      752  332,928  335,392  336,144  336,144        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     12,568)
       0        0        0   12,568   12,568   12,568   12,568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.2     99.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       24       18       25       19                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,856
COMMITMENTS
   2,007    1,038      170    8,496    9,552   10,673   10,760      183       96

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        411)
     148        1       22      210      378      380      401       31       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.5      9.6      1.6     78.3     88.0     98.3     99.1      1.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        3       23       18       30       21                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,545
COMMITMENTS
   7,350        0      150    6,985   14,335   14,485   14,485       60       60

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        300)
     300        0        0        0      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.5      0.0      1.0     48.0     98.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        1       11       15       15       16                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,485
COMMITMENTS
   1,450      400      600    9,715   11,485   11,765   12,485      720        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -145)
     300        0        0     -505      -85     -205      -85       60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      3.2      4.8     77.8     92.0     94.2    100.0      5.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        2       13       16       15       19                  
 
 
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV                         Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,153
COMMITMENTS
       0        0        0    9,033    8,960    9,033    8,960      120      193

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.7     97.9     98.7     97.9      1.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       11       15       11                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,446
COMMITMENTS
     250    1,300        0   27,196   26,141   27,446   27,441        0        5

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        725)
    -100        0        0      825      725      725      725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      4.7      0.0     99.1     95.2    100.0    100.0      0.0      0.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,180
COMMITMENTS
      50       75      600   22,350   22,430   23,000   23,105      180       75

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         35)
       0        0        0       35       35       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      0.3      2.6     96.4     96.8     99.2     99.7      0.8      0.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       25,155
COMMITMENTS
   1,101      274       64   23,840   24,201   25,005   24,539      150      616

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        215)
     173        0       43       -1      172      215      215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      1.1      0.3     94.8     96.2     99.4     97.6      0.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        2       30       22       36       26                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,222
COMMITMENTS
   1,251    4,439      998   57,813   54,644   60,062   60,081      160      141

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        578)
    -170      360       99      649       98      578      557        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      7.4      1.7     96.0     90.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        5       33       30       38       36                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       78,283
COMMITMENTS
   3,783    2,500    4,233   70,202   71,475   78,218   78,208       65       75

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,118)
    -305      319      189    1,204      590    1,088    1,098       30       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      3.2      5.4     89.7     91.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        8       10       34       33       44       45                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,432
COMMITMENTS
     985        0        0   50,092   51,427   51,077   51,427      355        5

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        310)
      40        0        0      235      310      275      310       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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:       32)
       1        0        0       26       14       27       14                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,767
COMMITMENTS
   1,650        0        0   57,077   58,767   58,727   58,767       40        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        260)
      20        0        0      240      260      260      260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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:       34)
       1        0        0       27       21       28       21                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      372,299
COMMITMENTS
  31,167   30,905    7,458  333,674  333,936  372,299  372,299        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,025)
   1,632        0      768    2,625    4,257    5,025    5,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      8.3      2.0     89.6     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       29       32       32       37                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,533
COMMITMENTS
   1,358    2,413    2,953   25,096   24,124   29,407   29,490      126       43

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        640)
    -272       86      148      764      406      640      640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6      8.2     10.0     85.0     81.7     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        5        6       27       35       33       44                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       42,595
COMMITMENTS
   1,319    3,092      302   40,974   39,201   42,595   42,595        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,060)
     130      130        0      930      930    1,060    1,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      7.3      0.7     96.2     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        6        2       19       15       24       22                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      316,569
COMMITMENTS
       0      384        0  316,569  316,185  316,569  316,569        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     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       22       19       22       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       24,304
COMMITMENTS
     660      129        0   23,456   23,708   24,116   23,837      188      467

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        -41)
       0        0        0      -41      -41      -41      -41        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      0.5      0.0     96.5     97.5     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       20       21       23       22                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,298
COMMITMENTS
   2,244        0      596   11,309   13,153   14,149   13,749      149      549

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -877)
     -22        0        0     -855     -389     -877     -389        0     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7      0.0      4.2     79.1     92.0     99.0     96.2      1.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        0        2       17       21       22       23                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      157,135
COMMITMENTS
  11,377    3,546      752  145,006  152,837  157,135  157,135        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,398)
       0        0        0    1,398    1,398    1,398    1,398        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      2.3      0.5     92.3     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       17       18       21       20                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,510
COMMITMENTS
       0    3,305      405   18,934   15,227   19,339   18,937      171      573

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         64)
     -24      192      -62      215      -44      129       86      -65      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.9      2.1     97.0     78.0     99.1     97.1      0.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        5        3       26       27       29       32                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      191,223
COMMITMENTS
       0    9,319      793  190,430  181,111  191,223  191,223        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.9      0.4     99.6     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       20       20       21       23                  
 
 
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MW                                                   OPEN INTEREST:        8,050
COMMITMENTS
       0      900        0    7,510    7,050    7,510    7,950      540      100

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        590)
       0        0        0      590      490      590      490        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     11.2      0.0     93.3     87.6     93.3     98.8      6.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        0       11       14       11       17                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,095
COMMITMENTS
     100      780        0    7,935    7,275    8,035    8,055       60       40

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        -25)
       0       20      -20       -5      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      9.6      0.0     98.0     89.9     99.3     99.5      0.7      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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,116
COMMITMENTS
     390      511        0   24,701   24,605   25,091   25,116       25        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        669)
      26        0        0      618      669      644      669       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.0      0.0     98.3     98.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       17       16       18                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,355
COMMITMENTS
     420    1,400        0   11,730   10,915   12,150   12,315      205       40

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,390)
       0      600        0    2,390    1,790    2,390    2,390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     11.3      0.0     94.9     88.3     98.3     99.7      1.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       15       12       16       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,090
COMMITMENTS
     200    3,130      300   13,360   10,620   13,860   14,050      230       40

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,650)
    -300      600      250    2,700    1,800    2,650    2,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     22.2      2.1     94.8     75.4     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       16       15       17       18                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      706,116
COMMITMENTS
  36,333   56,191  148,207  519,830  500,791  704,369  705,189    1,747      928

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -2,441)
  -2,406    5,122   -3,342    3,225   -4,994   -2,523   -3,214       82      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      8.0     21.0     73.6     70.9     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        4       18       16       24       21                  
 
 
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643CN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,195
COMMITMENTS
       0        0        0   17,160   17,195   17,160   17,195       35        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     99.8    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       16       12       16       12                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,085
COMMITMENTS
       0      120        0   20,825   20,950   20,825   21,070      260       15

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.6      0.0     98.8     99.4     98.8     99.9      1.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       19       16       19       18                  
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,675
COMMITMENTS
       0       75        0   18,235   18,600   18,235   18,675      440        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      0.0     97.6     99.6     97.6    100.0      2.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       13       16       14                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,931
COMMITMENTS
   1,100      200        0   23,711   24,731   24,811   24,931      120        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        250)
      50        0        0      200      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.8      0.0     95.1     99.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        0       19       16       23       17                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,290
COMMITMENTS
     250       75        0   16,722   17,215   16,972   17,290      318        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        175)
      50        0        0      125      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.4      0.0     96.7     99.6     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        0       18       15       20       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,060
COMMITMENTS
       0      750        0   24,695   24,290   24,695   25,040      365       20

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:     -1,395)
       0        0        0   -1,395   -1,395   -1,395   -1,395        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.0     98.5     96.9     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        0       17       16       17       19                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,460
COMMITMENTS
       0        0        0   18,065   18,460   18,065   18,460      395        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.9    100.0     97.9    100.0      2.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       11       17       11                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,265
COMMITMENTS
     230        0       70   22,545   23,105   22,845   23,175      420       90

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        505)
       0        0        0      505      505      505      505        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.3     96.9     99.3     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       19       13       20       14                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,547
COMMITMENTS
     730        0       70   23,297   24,397   24,097   24,467      450       80

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        930)
       0        0        0      930      930      930      930        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      0.0      0.3     94.9     99.4     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       19       11       21       12                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      118,595
COMMITMENTS
   5,080      905      145  113,370  117,515  118,595  118,565        0       30

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      5,020)
     600      375      -75    4,615    4,720    5,140    5,020     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      0.8      0.1     95.6     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        5        1       36       37       43       42                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      136,548
COMMITMENTS
   2,744    3,165    2,701  131,103  130,682  136,548  136,548        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      2,610)
     205      295      500    1,905    1,830    2,610    2,625        0      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.3      2.0     96.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        6        4       43       38       50       47                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      177,614
COMMITMENTS
   8,753   13,980   11,224  157,545  152,379  177,522  177,583       92       31

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        584)
    -258      500       98      761      -11      601      587      -17       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      7.9      6.3     88.7     85.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      13       12       13       47       51       66       70                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      128,161
COMMITMENTS
   4,940    1,970    1,590  121,555  124,526  128,085  128,086       76       75

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:      1,285)
   3,050      -25   -2,440      675    3,740    1,285    1,275        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.5      1.2     94.8     97.2     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        4       41       35       47       41                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,225
COMMITMENTS
     855    1,220      405   39,950   39,595   41,210   41,220       15        5

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        145)
     -30     -180      100       75      225      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.0      1.0     96.9     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       27       14       31       17                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,365
COMMITMENTS
       0      445      175   35,190   34,745   35,365   35,365        0        0

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        325)
       0     -225      175      150      375      325      325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.3      0.5     99.5     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       23       12       24       15                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       32,042
COMMITMENTS
   1,190        0      309   30,424   31,573   31,923   31,882      119      160

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        510)
       0        0        0      510      510      510      510        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      0.0      1.0     95.0     98.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        2       30       27       32       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| 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   15,310   15,385   15,535   15,385        0      150

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      105      105      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.0      0.0     98.6     99.0    100.0     99.0      0.0      1.0

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,223
COMMITMENTS
   2,356    2,431      514   28,003   28,218   30,873   31,163      350       60

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -224)
    -270      -10       10      -94     -224     -354     -224      130        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      7.8      1.6     89.7     90.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        3        5       27       26       34       32                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,402
COMMITMENTS
   1,035       30      251   19,696   21,091   20,982   21,372      420       30

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        160)
      10      -90        0      325      250      335      160     -175        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8      0.1      1.2     92.0     98.5     98.0     99.9      2.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        2       24       24       27       27                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,661
COMMITMENTS
   2,679    4,380      490   38,422   36,731   41,591   41,601       70       60

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        113)
     714       50       -5     -621       43       88       88       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4     10.5      1.2     92.2     88.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        3       31       29       36       34                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,802
COMMITMENTS
     310      175        0   21,920   22,569   22,230   22,744      572       58

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:       -155)
       0        0        0     -105      165     -105      165      -50     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      0.8      0.0     96.1     99.0     97.5     99.7      2.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        0       26       19       27       21                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,576
COMMITMENTS
       0    2,181      393   24,166   21,997   24,559   24,571       17        5

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        220)
       0      -50       50      170      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.9      1.6     98.3     89.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       21       19       22       22                  
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,780
COMMITMENTS
      10      400      120   15,278   15,084   15,408   15,604      372      176

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      2.5      0.8     96.8     95.6     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       16       15       17       18                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,712
COMMITMENTS
     700      250      300   37,319   37,693   38,319   38,243      393      469

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        305)
       0        0        0      305      275      305      275        0       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.6      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       27       31       30                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,809
COMMITMENTS
     438        0       39   16,245   16,739   16,722   16,778       87       31

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:        404)
      20        0       14      370      390      404      404        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.2     96.6     99.6     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       18       23       19                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,582
COMMITMENTS
   1,097        0       34   13,384   14,493   14,515   14,527       67       55

CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST:         -5)
      40        0        0      -45       -5       -5       -5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.5      0.0      0.2     91.8     99.4     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       26       20       27       21                  



Updated June 3, 2016