CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,216
COMMITMENTS
   9,324    5,171      554   14,284   18,491   24,162   24,216       54        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:      2,394)
   1,169      199      110    1,110    2,086    2,389    2,394        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.5     21.4      2.3     59.0     76.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        6        6        8       11       24       19
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,050
COMMITMENTS
   5,289    5,889    1,050   18,712   18,112   25,050   25,050       -0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        417)
     501        0       -2      -82      419      417      417       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     23.5      4.2     74.7     72.3    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       7        4        2        7        8       15       14
 
 
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV                           Code-00639Z
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       30,087
COMMITMENTS
   5,643    3,044    1,157   23,287   25,886   30,087   30,087        0       -0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        292)
      19      363       -3      277      -67      292      292        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     10.1      3.8     77.4     86.0    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        5        6       12        9       23       16
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,015,021
COMMITMENTS
 341,527  380,960  784,826  2851796  2835186  3978149  4000972   36,872   14,049

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     86,659)
  -2,794    7,478   14,526   73,408   63,687   85,140   85,691    1,519      968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      9.5     19.5     71.0     70.6     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      34       48       63      137      119      206      197
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,061,319
COMMITMENTS
 190,108  100,103  942,967  927,844  1017772  2060920  2060843      399      476

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -22,859)
 -13,213   -6,443   -5,983   -3,088  -10,236  -22,284  -22,662     -575     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      4.9     45.7     45.0     49.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      27       16       39       49       55       92       94
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,008
COMMITMENTS
   8,016   11,726    4,318  216,338  222,097  228,672  238,141   13,336    3,867

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -13,926)
    -333    1,876   -2,705   -9,244  -10,369  -12,282  -11,198   -1,644   -2,728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      4.8      1.8     89.4     91.8     94.5     98.4      5.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        5        5       36       30       44       37
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      116,273
COMMITMENTS
  16,252    2,799    3,256   92,548  107,476  112,056  113,531    4,217    2,742

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -6,938)
  -1,753     -416      708   -6,188   -7,299   -7,233   -7,007      295       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      2.4      2.8     79.6     92.4     96.4     97.6      3.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        5       29       29       37       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,065
COMMITMENTS
     711   11,341    3,224  209,697  198,633  213,632  213,198    8,433    8,867

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -12,175)
     679     -715   -1,593  -11,221   -9,912  -12,135  -12,220      -40       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      5.1      1.5     94.4     89.4     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        6        4       27       27       31       36
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      713,682
COMMITMENTS
  67,615      916   12,529  626,310  693,320  706,454  706,765    7,228    6,917

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     11,782)
    -530     -725       10   12,277   13,813   11,757   13,098       25   -1,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      0.1      1.8     87.8     97.1     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        2        3       48       37       51       40
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      310,023
COMMITMENTS
     806   16,248    2,171  300,071  284,238  303,048  302,657    6,975    7,366

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -14,882)
     564   -2,582     -469  -15,289  -11,616  -15,194  -14,667      312     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      5.2      0.7     96.8     91.7     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        5        3       33       35       36       42
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,521
COMMITMENTS
       0    3,582    6,619  220,118  220,253  226,737  230,454    9,784    6,067

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -24,221)
       0     -721       34  -23,333  -22,602  -23,299  -23,289     -922     -932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      2.8     93.1     93.1     95.9     97.4      4.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        4        3       36       42       39       46
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      101,644
COMMITMENTS
   1,735        0    3,006   92,304   92,471   97,045   95,477    4,599    6,167

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -12,665)
     272   -1,530   -1,203  -11,411   -9,338  -12,342  -12,071     -323     -594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      3.0     90.8     91.0     95.5     93.9      4.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       23       20       26       22
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,170
COMMITMENTS
   1,616    5,498    3,262   89,429   88,053   94,307   96,813    7,863    5,357

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -10,296)
   1,122      575   -1,261  -10,144  -10,032  -10,283  -10,718      -13      422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      5.4      3.2     87.5     86.2     92.3     94.8      7.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        5        5       30       27       36       34
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,483
COMMITMENTS
   1,682    2,377      892   68,331   66,618   70,905   69,887   10,578   11,596

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -7,355)
    -229     -562       27   -5,909   -4,213   -6,111   -4,748   -1,244   -2,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.9      1.1     83.9     81.8     87.0     85.8     13.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       14       17       16       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      183,097
COMMITMENTS
       0        0        0  176,456  174,806  176,456  174,806    6,641    8,291

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -8,992)
       0        0        0   -8,948   -7,584   -8,948   -7,584      -44   -1,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.4     95.5     96.4     95.5      3.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       26       21       26       21
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,664
COMMITMENTS
       0        0        0   83,671   86,512   83,671   86,512    8,993    6,152

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -4,748)
       0        0        0   -3,239   -2,175   -3,239   -2,175   -1,509   -2,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.3     93.4     90.3     93.4      9.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       12       18       12
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      344,327
COMMITMENTS
   2,303    1,057        0  333,025  337,370  335,328  338,427    8,999    5,900

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -17,951)
   1,426     -470      -93  -18,496  -15,775  -17,163  -16,338     -788   -1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.3      0.0     96.7     98.0     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        1        0       46       41       48       42
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,382
COMMITMENTS
   1,352    2,404    3,432   65,492   62,512   70,276   68,348    6,106    8,034

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -5,914)
    -520   -1,075      184   -5,789   -1,343   -6,125   -2,234      211   -3,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.1      4.5     85.7     81.8     92.0     89.5      8.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       19       23       22
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,606
COMMITMENTS
     994    1,935    1,472   66,532   64,698   68,998   68,105    3,608    4,501

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -7,183)
     975     -258   -1,072   -6,853   -3,803   -6,950   -5,133     -233   -2,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.7      2.0     91.6     89.1     95.0     93.8      5.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       21       16       23       19
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,832
COMMITMENTS
   6,094    2,315        0   49,256   53,062   55,350   55,377    2,482    2,455

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -32,706)
  -1,453   -3,751   -1,240  -25,163  -21,261  -27,856  -26,252   -4,850   -6,454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5      4.0      0.0     85.2     91.8     95.7     95.8      4.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        0       24       22       27       24
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,542
COMMITMENTS
       0    4,892        0   56,118   49,872   56,118   54,764      424    1,778

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -12,222)
    -279        0        0  -11,537   -9,622  -11,816   -9,622     -406   -2,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.7      0.0     99.3     88.2     99.3     96.9      0.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       16       22       16       23
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      166,860
COMMITMENTS
       0   12,148    1,196  156,251  145,724  157,447  159,068    9,413    7,792

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -4,077)
  -1,595     -385      628   -3,137   -4,226   -4,104   -3,983       27      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      0.7     93.6     87.3     94.4     95.3      5.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        1       29       29       30       31
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,568
COMMITMENTS
       0    1,404    3,908   97,085   96,733  100,993  102,045    7,575    6,523

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -3,089)
       0   -1,658      -89   -2,515     -755   -2,604   -2,502     -485     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      3.6     89.4     89.1     93.0     94.0      7.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        2        2       21       24       23       26
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,688
COMMITMENTS
   1,322      240      814   70,846   77,030   72,982   78,084   10,706    5,604

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -4,069)
     677     -284     -384   -5,919   -1,570   -5,626   -2,238    1,557   -1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.3      1.0     84.7     92.0     87.2     93.3     12.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       14       15       16       17
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,745
COMMITMENTS
     884   16,187      459   87,247   74,708   88,590   91,354    5,155    2,391

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -5,286)
    -146      160     -394   -2,378   -4,723   -2,918   -4,957   -2,368     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     17.3      0.5     93.1     79.7     94.5     97.4      5.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       20       16       21       19
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,261
COMMITMENTS
     482   13,129      350  102,494   95,597  103,326  109,076    8,935    3,185

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -5,289)
     482      812     -207   -9,307   -4,994   -9,032   -4,389    3,743     -900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     11.7      0.3     91.3     85.2     92.0     97.2      8.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        1       16       17       17       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      180,561
COMMITMENTS
   4,067   13,354    2,656  159,230  160,974  165,953  176,984   14,608    3,577

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -14,912)
     793   -6,951     -545  -13,490   -6,596  -13,242  -14,092   -1,670     -820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      7.4      1.5     88.2     89.2     91.9     98.0      8.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        4       29       31       33       36
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,748
COMMITMENTS
   1,160    2,208    1,240   14,108   12,400   16,508   15,848      240      900

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -5,972)
    -930    1,501      930   -4,511   -8,515   -4,511   -6,084   -1,461      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     13.2      7.4     84.2     74.0     98.6     94.6      1.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       14       14       15       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,236
COMMITMENTS
       0      390        0   44,800   46,426   44,800   46,816    2,436      420

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -6,200)
       0     -465        0   -6,217   -5,204   -6,217   -5,669       17     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     94.8     98.3     94.8     99.1      5.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       15       12       15       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      253,027
COMMITMENTS
   3,779    8,424    2,767  240,200  237,816  246,746  249,007    6,281    4,020

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -18,619)
    -775       84      -77  -16,081  -19,362  -16,933  -19,355   -1,686      736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      3.3      1.1     94.9     94.0     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        3       40       38       44       42
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      108,165
COMMITMENTS
       0        0        0  105,746  106,726  105,746  106,726    2,419    1,439

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -9,163)
       0        0        0   -7,579   -8,318   -7,579   -8,318   -1,584     -845

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       26       27       26       27
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       79,257
COMMITMENTS
   1,476        0        0   69,770   68,685   71,246   68,685    8,011   10,572

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -7,097)
    -360        0        0   -6,344   -6,318   -6,704   -6,318     -393     -779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     88.0     86.7     89.9     86.7     10.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       19       21       20       21
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       88,941
COMMITMENTS
       0      887        0   78,697   85,813   78,697   86,700   10,244    2,241

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -4,374)
       0     -210        0   -2,247   -1,963   -2,247   -2,173   -2,127   -2,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     88.5     96.5     88.5     97.5     11.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       19       22       20
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      158,508
COMMITMENTS
  15,291    8,852   18,154  124,593  131,374  158,037  158,380      471      128

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,891)
    -606   -1,166    1,127   -2,324   -1,731   -1,803   -1,769      -88     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      5.6     11.5     78.6     82.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       13       17       49       51       68       72
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       46,518
COMMITMENTS
      51    2,070    2,054   44,413   42,393   46,518   46,518        0       -0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:      1,936)
     -26       88       30    1,932    1,818    1,936    1,936        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.5      4.4     95.5     91.1    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        9        3       28       25       32       34
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      407,597
COMMITMENTS
  27,550   15,464   10,280  369,767  381,853  407,597  407,597        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     18,282)
       0    1,248     -312   18,594   17,346   18,282   18,282        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      3.8      2.5     90.7     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        7        3       19       21       22       29
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,774,965
COMMITMENTS
  52,650   15,178   42,094  1680221  1717693  1774965  1774965        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -26,849)
     225   -1,696     -488  -26,586  -24,665  -26,849  -26,849        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.9      2.4     94.7     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        5        7       37       42       46       52
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       67,796
COMMITMENTS
   2,208    1,660    5,320   60,268   60,816   67,796   67,796        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        291)
     543      630     -959      706      620      291      291        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.4      7.8     88.9     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        4        5       25       22       33       29
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      362,763
COMMITMENTS
   4,505    1,826   24,321  333,937  336,616  362,763  362,763        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -31,222)
    -976     -688   -3,096  -27,150  -27,438  -31,222  -31,222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.5      6.7     92.1     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       16       21       18
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      533,914
COMMITMENTS
  15,943    8,737    9,385  508,586  515,792  533,914  533,914        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -31,369)
     424      848   -2,544  -29,249  -29,673  -31,369  -31,369        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.6      1.8     95.3     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        1       26       31       28       34
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       48,575
COMMITMENTS
   2,705    2,622    2,647   42,558   42,750   47,910   48,019      665      556

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,697)
    -100      189     -240   -1,337   -1,606   -1,677   -1,657      -20      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.4      5.4     87.6     88.0     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        4       30       32       34       37
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       65,972
COMMITMENTS
     150      295        0   65,443   65,570   65,593   65,865      379      107

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -3,563)
     -50     -125        0   -3,471   -3,461   -3,521   -3,586      -42       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.4      0.0     99.2     99.4     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       31       27       32       28
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        2,200
COMMITMENTS
     200       50        0    2,000    2,100    2,200    2,150        0       50

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,750)
     200        0      -50   -1,800   -1,650   -1,650   -1,700     -100      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1      2.3      0.0     90.9     95.5    100.0     97.7      0.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0        9       10       11       11
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       78,803
COMMITMENTS
     170      200       80   78,096   78,439   78,346   78,719      457       84

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -3,772)
      60        0     -100   -3,680   -3,696   -3,720   -3,796      -52       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.3      0.1     99.1     99.5     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        1       34       30       36       32
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,865
COMMITMENTS
   1,200        0        0   17,450   18,795   18,650   18,795      215       70

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -150)
      10     -100      -10     -125      -30     -125     -140      -25      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.0     92.5     99.6     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       14       20       14
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      287,256
COMMITMENTS
       0   13,856    5,896  281,360  267,504  287,256  287,256        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -10,112)
       0      -64     -424   -9,688   -9,624  -10,112  -10,112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8      2.1     97.9     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       23       19       24       22
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        7,450
COMMITMENTS
   1,821      508      110    5,434    6,703    7,365    7,321       85      129

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,479)
    -640     -185        0     -800   -1,379   -1,440   -1,564      -39       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      6.8      1.5     72.9     90.0     98.9     98.3      1.1      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        1       18       22       23       24
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,355
COMMITMENTS
   1,160      450       40   19,940   20,795   21,140   21,285      215       70

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -2,640)
     100      -50     -100   -2,635   -2,480   -2,635   -2,630       -5      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.1      0.2     93.4     97.4     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       22       22       23       24
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,570
COMMITMENTS
       0      695      180   13,160   12,515   13,340   13,390      230      180

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -375)
       0       10      -25     -190     -310     -215     -325     -160      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      1.3     97.0     92.2     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       19       22       20
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,687
COMMITMENTS
     660        0      241   17,104   16,972   18,005   17,213      682    1,474

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -456)
      24      -76      -44     -421     -192     -441     -312      -15     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      0.0      1.3     91.5     90.8     96.4     92.1      3.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       24       23       26       24
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,153
COMMITMENTS
       0    9,001    1,335   51,321   42,677   52,656   53,013      497      140

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -2,090)
       0     -996      200   -2,326   -1,274   -2,126   -2,070       36      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.9      2.5     96.6     80.3     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        4        3       31       30       34       34
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,749
COMMITMENTS
      15    9,665    2,219   55,450   45,795   57,684   57,679       65       70

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,971)
     -10     -747      312   -2,243   -1,521   -1,941   -1,956      -30      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.7      3.8     96.0     79.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        7        7       33       35       40       43
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,470
COMMITMENTS
   1,375        0        0   46,025   47,395   47,400   47,395       70       75

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -2,555)
    -195        0        0   -2,350   -2,555   -2,545   -2,555      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.0     97.0     99.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       29       15       31       15
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       52,345
COMMITMENTS
   1,170        0        0   51,035   52,260   52,205   52,260      140       85

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:      2,650)
     -90        0        0    2,760    2,650    2,670    2,650      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.0     97.5     99.8     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       28       15       29       15
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      361,782
COMMITMENTS
  60,942      368   18,606  282,234  342,808  361,782  361,782        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -23,768)
  -4,192        0   -1,696  -17,880  -22,072  -23,768  -23,768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      0.1      5.1     78.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        3       27       32       31       36
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,106
COMMITMENTS
   3,748      936    1,017   18,080   20,660   22,846   22,613      260      493

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,193)
    -176      151      -51     -967   -1,315   -1,194   -1,215        1       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      4.0      4.4     78.3     89.4     98.9     97.9      1.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        5        5       25       31       31       39
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       26,117
COMMITMENTS
     615      594      594   24,908   24,929   26,117   26,117        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:      2,232)
     125     -354      -48    2,155    2,634    2,232    2,232        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.3      2.3     95.4     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        2       14       12       20       15
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      537,896
COMMITMENTS
       0   16,012    9,766  528,130  512,118  537,896  537,896        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -7,112)
       0    1,696   -1,696   -5,416   -7,112   -7,112   -7,112        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.0      1.8     98.2     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       17       20       19
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       45,313
COMMITMENTS
   5,768      346    2,586   36,463   41,508   44,817   44,440      496      873

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,147)
     -40       64     -220     -722   -1,460     -982   -1,616     -165      469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      0.8      5.7     80.5     91.6     98.9     98.1      1.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       17       18       21       22
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,921
COMMITMENTS
   2,903      543      358   12,805   14,622   16,066   15,523      855    1,398

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -429)
    -317        0        0       11     -524     -306     -524     -123       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      3.2      2.1     75.7     86.4     94.9     91.7      5.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       16       21       21       26
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      193,560
COMMITMENTS
  23,680        0    4,714  165,166  188,846  193,560  193,560        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:    -15,696)
  -9,363        0    3,555   -9,888  -19,251  -15,696  -15,696        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      0.0      2.4     85.3     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       19       19       22       20
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,880
COMMITMENTS
   1,279        0      176    9,539   10,746   10,994   10,922      886      958

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -370)
     -20        0        0     -547     -217     -567     -217      197     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      1.5     80.3     90.5     92.5     91.9      7.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       16       17       19       18
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      114,966
COMMITMENTS
   6,209        0        0  108,757  114,966  114,966  114,966        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:      1,136)
    -424        0        0    1,560    1,136    1,136    1,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.0      0.0     94.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       21       21       21
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,220
COMMITMENTS
     534        0    1,004   22,682   23,166   24,220   24,170        0       50

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        596)
       0        0        0      596      546      596      546        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      4.1     93.6     95.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       15       16       16       17
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      109,047
COMMITMENTS
   3,788    9,647   15,804   86,981   81,099  106,573  106,550    2,474    2,497

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:      2,945)
   1,471      710     -352      -97      665    1,022    1,023    1,923    1,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      8.8     14.5     79.8     74.4     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       17       15       21       18
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,430
COMMITMENTS
       0      900        0   27,145   26,410   27,145   27,310      285      120

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,430)
       0       50      -50   -1,365   -1,430   -1,415   -1,430      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.0     99.0     96.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       15       20       16
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,610
COMMITMENTS
       0      900        0   23,065   22,630   23,065   23,530      545       80

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,045)
       0        0        0   -1,270     -805   -1,270     -805      225     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      0.0     97.7     95.8     97.7     99.7      2.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       11       17       12
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,431
COMMITMENTS
       0      150        0   25,431   25,281   25,431   25,431        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -715)
       0        0        0     -715     -715     -715     -715        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0    100.0     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       23       19       23       20
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,494
COMMITMENTS
      50        0        0   23,444   23,494   23,494   23,494        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -325)
       0        0        0     -185     -325     -185     -325     -140        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       20       14       21       14
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,270
COMMITMENTS
       0      150        0   17,630   17,880   17,630   18,030      640      240

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,260)
       0        0        0   -1,190   -1,260   -1,190   -1,260      -70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     96.5     97.9     96.5     98.7      3.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14        9       14       10
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,742
COMMITMENTS
       0        0        0   12,387   12,742   12,387   12,742      355        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -855)
       0        0        0     -950     -855     -950     -855       95        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.2    100.0     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       20        8       20        8
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      119,040
COMMITMENTS
   2,165       85        0  116,650  118,835  118,815  118,920      225      120

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -3,131)
    -350      -70      -50   -2,716   -3,131   -3,116   -3,251      -15      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.1      0.0     98.0     99.8     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        0       35       30       37       32
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      138,428
COMMITMENTS
   2,415      785       70  135,943  137,573  138,428  138,428        0        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -7,640)
     250      500     -450   -7,425   -7,690   -7,625   -7,640      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.6      0.1     98.2     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        4        1       41       34       46       38
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      143,374
COMMITMENTS
  17,678    4,888    5,570  119,869  132,845  143,117  143,303      257       71

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -5,222)
     -39      105     -541   -4,601   -4,777   -5,181   -5,213      -41       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      3.4      3.9     83.6     92.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        8        9       43       39       55       53
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       95,694
COMMITMENTS
   1,430    3,045    3,230   90,747   89,404   95,407   95,679      287       15

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -3,775)
    -125     -185      -70   -3,622   -3,520   -3,817   -3,775       42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      3.2      3.4     94.8     93.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        6       36       32       43       38
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,760
COMMITMENTS
       0      515        0   24,540   24,235   24,540   24,750      220       10

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,180)
    -150      -50        0   -1,110   -1,140   -1,260   -1,190       80       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      0.0     99.1     97.9     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       23        9       23       10
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,395
COMMITMENTS
       0      215       50   22,205   22,010   22,255   22,275      140      120

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,060)
       0        0        0   -1,050   -1,045   -1,050   -1,045      -10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.2     99.2     98.3     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       21        7       22        8
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       26,095
COMMITMENTS
       0      940      235   25,765   24,700   26,000   25,875       95      220

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        -50)
       0        5      -30       -5       45      -35       20      -15      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.9     98.7     94.7     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        1       28       22       29       24
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,194
COMMITMENTS
   2,533    1,870      355   28,755   29,909   31,643   32,134      551       60

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:     -1,523)
    -160        0        0   -1,238   -1,523   -1,398   -1,523     -125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      5.8      1.1     89.3     92.9     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       23       23       27       26
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,552
COMMITMENTS
   3,159        0        0   19,101   22,552   22,260   22,552      292        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -259)
    -316        0        0      519     -259      203     -259     -462        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      0.0      0.0     84.7    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       20       22       22       22
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,806
COMMITMENTS
       0      440      450   23,201   22,851   23,651   23,741      155       65

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        164)
    -250      280      250      194     -256      194      274      -30     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      1.9     97.5     96.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        2       27       25       29       27
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,342
COMMITMENTS
     600      630        0   20,532   20,712   21,132   21,342      210        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -802)
       0      -90        0     -932     -557     -932     -647      130     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      3.0      0.0     96.2     97.0     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        0       22       24       23       25
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,399
COMMITMENTS
       0      910        0   14,326   13,489   14,326   14,399       73        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -835)
       0      -30        0     -905     -805     -905     -835       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.3      0.0     99.5     93.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       15       19       16
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,039
COMMITMENTS
       0        0        0    9,206    9,899    9,206    9,899      833      140

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:       -375)
       0        0        0      -63     -370      -63     -370     -312       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.7     98.6     91.7     98.6      8.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       12       15       12
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,925
COMMITMENTS
      25    2,450      275   31,230   29,050   31,530   31,775      395      150

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        355)
       0      -10      -15      335      470      320      445       35      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.7      0.9     97.8     91.0     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       27       21       29       23
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       10,267
COMMITMENTS
   2,102        0        0    8,045   10,187   10,147   10,187      120       80

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:         20)
   1,127        0        0      165      100    1,292      100   -1,272      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      0.0      0.0     78.4     99.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       17       18       19       18
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       11,892
COMMITMENTS
   2,113      100      175    9,404   11,617   11,692   11,892      200        0

CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST:        330)
      40        0      -65      415      420      390      355      -60      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      0.8      1.5     79.1     97.7     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       19       19       21       21



Updated June 12, 2015