COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   119,815:    28,084     30,726      8,402      9,664      9,503     10,025     41,141     11,482     45,653     10,392      5,846:      820     1,061
Old  :   119,815:    28,084     30,726      8,402      9,664      9,503     10,025     41,141     11,482     45,653     10,392      5,846:      820     1,061
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :    -5,006:       286     -1,612        288        544     -1,412     -2,471        497        350     -1,382     -2,860       -457:     -208       -56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.4       25.6        7.0        8.1        7.9        8.4       34.3        9.6       38.1        8.7        4.9:      0.7       0.9
Old  :     100.0:      23.4       25.6        7.0        8.1        7.9        8.4       34.3        9.6       38.1        8.7        4.9:      0.7       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        16         14          .          .          5          .          5          5         17         13         22:
Old  :        59:        16         14          .          .          5          .          5          5         17         13         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       47.3       65.1       70.5       29.4       39.3       48.4       49.9
Old  :                 42.4       47.3       65.1       70.5       29.4       39.3       48.4       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-024658
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    17,882:     2,619      7,773          0      3,572        682        578      2,205        601     11,053      1,203      1,346:    1,003       500
Old  :    17,882:     2,619      7,773          0      3,572        682        578      2,205        601     11,053      1,203      1,346:    1,003       500
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :    -3,871:    -1,192     -1,957          0       -226       -257       -120     -1,045        144     -2,334       -298       -552:      440       320
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.6       43.5        0.0       20.0        3.8        3.2       12.3        3.4       61.8        6.7        7.5:      5.6       2.8
Old  :     100.0:      14.6       43.5        0.0       20.0        3.8        3.2       12.3        3.4       61.8        6.7        7.5:      5.6       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:         8          6          0          4          .          .          .          .         11          4         10:
Old  :        31:         8          6          0          4          .          .          .          .         11          4         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       51.7       68.5       71.5       53.9       47.4       64.8       62.9
Old  :                 54.9       51.7       68.5       71.5       53.9       47.4       64.8       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   137,531:    83,810    100,584     11,808     10,264      6,204     20,699      2,339      1,573      6,266      9,416      6,601:      570       550
Old  :   137,531:    83,810    100,584     11,808     10,264      6,204     20,699      2,339      1,573      6,266      9,416      6,601:      570       550
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       805:       213     -8,066         78      9,047        530        409         47        -82       -176       -612       -160:       -7       101
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.9       73.1        8.6        7.5        4.5       15.1        1.7        1.1        4.6        6.8        4.8:      0.4       0.4
Old  :     100.0:      60.9       73.1        8.6        7.5        4.5       15.1        1.7        1.1        4.6        6.8        4.8:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        91:        49         46          .          .          5          6          4          6         12         11         13:
Old  :        91:        49         46          .          .          5          6          4          6         12         11         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       29.5       61.7       48.2       39.8       26.6       49.1       39.9
Old  :                 50.0       29.5       61.7       48.2       39.8       26.6       49.1       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    45,406:    37,277     37,221      2,628      2,714      3,462        183        431          0      1,520      1,242        336:        0         0
Old  :    45,406:    37,277     37,221      2,628      2,714      3,462        183        431          0      1,520      1,242        336:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     1,251:    -2,459       -967      2,628      1,033        980         52        100        -25        -55          0        130:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       82.0        5.8        6.0        7.6        0.4        0.9        0.0        3.3        2.7        0.7:      0.0       0.0
Old  :     100.0:      82.1       82.0        5.8        6.0        7.6        0.4        0.9        0.0        3.3        2.7        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        24         22          .          .          .          .          .          0          6          .          .:
Old  :        40:        24         22          .          .          .          .          .          0          6          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       50.3       75.1       75.1       47.9       32.9       54.6       46.9
Old  :                 53.5       50.3       75.1       75.1       47.9       32.9       54.6       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   373,446:   320,627    303,837     17,738     39,400     29,257      1,216          0          0      4,264        608        344:        0         0
Old  :   373,446:   320,627    303,837     17,738     39,400     29,257      1,216          0          0      4,264        608        344:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     2,640:   -19,344     -2,952     17,738          0      5,592     -1,032          0          0       -314          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       81.4        4.7       10.6        7.8        0.3        0.0        0.0        1.1        0.2        0.1:      0.0       0.0
Old  :     100.0:      85.9       81.4        4.7       10.6        7.8        0.3        0.0        0.0        1.1        0.2        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        22         20          .          .          .          .          0          0          .          .          .:
Old  :        29:        22         20          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       55.6       77.7       80.6       52.7       44.3       63.6       64.9
Old  :                 55.0       55.6       77.7       80.6       52.7       44.3       63.6       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,531,348: 1,204,509  1,256,814    196,317    105,617     20,479      8,599     36,225     62,712     34,043     44,812      4,689:        0         0
Old  : 1,531,348: 1,204,509  1,256,814    196,317    105,617     20,479      8,599     36,225     62,712     34,043     44,812      4,689:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :   -12,089:   -17,783    -91,365        744     66,494      8,583     -1,520      6,216       -841     -1,272     -1,176          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       82.1       12.8        6.9        1.3        0.6        2.4        4.1        2.2        2.9        0.3:      0.0       0.0
Old  :     100.0:      78.7       82.1       12.8        6.9        1.3        0.6        2.4        4.1        2.2        2.9        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        36         38          .          4          .          .          .          .          .          7          .:
Old  :        63:        36         38          .          4          .          .          .          .          .          7          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       39.9       70.4       62.0       47.4       36.5       58.2       52.6
Old  :                 54.9       39.9       70.4       62.0       47.4       36.5       58.2       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    67,006:    50,081     50,086      6,900      4,024      5,468        460      4,766          0      3,582      2,147        515:        0         0
Old  :    67,006:    50,081     50,086      6,900      4,024      5,468        460      4,766          0      3,582      2,147        515:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       512:    -6,700        721      6,900       -517        181          0         29        -54        183        150          2:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       74.7       10.3        6.0        8.2        0.7        7.1        0.0        5.3        3.2        0.8:      0.0       0.0
Old  :     100.0:      74.7       74.7       10.3        6.0        8.2        0.7        7.1        0.0        5.3        3.2        0.8:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        20         24          .          .          .          .          .          0          4          6          4:
Old  :        43:        20         24          .          .          .          .          .          0          4          6          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       57.2       82.1       77.5       51.5       46.9       68.6       61.7
Old  :                 54.9       57.2       82.1       77.5       51.5       46.9       68.6       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   381,465:   202,109    320,116    115,751          0     60,413          0        608          0      2,872          8        320:        0         0
Old  :   381,465:   202,109    320,116    115,751          0     60,413          0        608          0      2,872          8        320:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :    -6,375:   -35,214    -11,908     23,650          0      5,533          0          0          0       -344          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       83.9       30.3        0.0       15.8        0.0        0.2        0.0        0.8        0.0        0.1:      0.0       0.0
Old  :     100.0:      53.0       83.9       30.3        0.0       15.8        0.0        0.2        0.0        0.8        0.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         17          .          0          .          0          .          0          .          .          .:
Old  :        28:        16         17          .          0          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       68.4       87.1       88.0       45.8       52.6       61.0       62.4
Old  :                 64.1       68.4       87.1       88.0       45.8       52.6       61.0       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                Code-06439A
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   412,919:   336,970    337,119     22,764     26,655     39,785      4,768        728      8,632          0          0          0:        0         0
Old  :   412,919:   336,970    337,119     22,764     26,655     39,785      4,768        728      8,632          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     8,625:   -13,551       -368     15,495      4,680      4,313      2,368          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       81.6        5.5        6.5        9.6        1.2        0.2        2.1        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      81.6       81.6        5.5        6.5        9.6        1.2        0.2        2.1        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        24         25          .          .          .          .          .          .          0          0          0:
Old  :        40:        24         25          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       54.2       70.7       75.0       41.6       43.9       60.3       57.5
Old  :                 43.8       54.2       70.7       75.0       41.6       43.9       60.3       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    39,069:    32,265     34,459      2,841      1,734      1,219        974        387        467        620         82         86:      597       635
Old  :    39,069:    32,265     34,459      2,841      1,734      1,219        974        387        467        620         82         86:      597       635
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       782:      -830       -263      1,315        298        340          0        387          0        -20          0         20:      -43         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       88.2        7.3        4.4        3.1        2.5        1.0        1.2        1.6        0.2        0.2:      1.5       1.6
Old  :     100.0:      82.6       88.2        7.3        4.4        3.1        2.5        1.0        1.2        1.6        0.2        0.2:      1.5       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        28         25          .          .          .          .          .          .          4          .          .:
Old  :        43:        28         25          .          .          .          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       56.4       65.6       75.8       44.2       52.5       59.4       68.1
Old  :                 46.9       56.4       65.6       75.8       44.2       52.5       59.4       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    55,958:    34,835     46,370     20,324      9,530         35          0          0          0        290          0          0:      474        23
Old  :    55,958:    34,835     46,370     20,324      9,530         35          0          0          0        290          0          0:      474        23
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :      -562:   -17,791       -687     17,304         90         35          0          0          0          0          0          0:     -110         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.3       82.9       36.3       17.0        0.1        0.0        0.0        0.0        0.5        0.0        0.0:      0.8       0.0
Old  :     100.0:      62.3       82.9       36.3       17.0        0.1        0.0        0.0        0.0        0.5        0.0        0.0:      0.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        28         29          .          .          .          0          0          0          .          0          0:
Old  :        42:        28         29          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       51.0       73.3       71.6       57.7       49.1       70.3       64.8
Old  :                 58.6       51.0       73.3       71.6       57.7       49.1       70.3       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    85,303:    60,965     70,971     21,704     13,730        505        900         50          0        994          0          0:      235        47
Old  :    85,303:    60,965     70,971     21,704     13,730        505        900         50          0        994          0          0:      235        47
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       -62:   -20,166       -132     19,194          0         70        900          0          0         50          0          0:     -110         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       83.2       25.4       16.1        0.6        1.1        0.1        0.0        1.2        0.0        0.0:      0.3       0.1
Old  :     100.0:      71.5       83.2       25.4       16.1        0.6        1.1        0.1        0.0        1.2        0.0        0.0:      0.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        31         28          .          .          .          .          .          0          4          0          0:
Old  :        49:        31         28          .          .          .          .          .          0          4          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       58.4       70.4       74.2       52.9       56.0       67.1       70.0
Old  :                 53.5       58.4       70.4       74.2       52.9       56.0       67.1       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,240:    15,668     15,705        275        605      2,835          0          0          0        900        975          0:      562       120
Old  :    20,240:    15,668     15,705        275        605      2,835          0          0          0        900        975          0:      562       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       200:      -115     -1,570       -600        605        865          0          0          0         50        300          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       77.6        1.4        3.0       14.0        0.0        0.0        0.0        4.4        4.8        0.0:      2.8       0.6
Old  :     100.0:      77.4       77.6        1.4        3.0       14.0        0.0        0.0        0.0        4.4        4.8        0.0:      2.8       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         13          .          .          .          0          0          0          .          .          0:
Old  :        29:        15         13          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       63.8       72.8       85.4       43.4       59.6       60.3       73.6
Old  :                 50.1       63.8       72.8       85.4       43.4       59.6       60.3       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   316,656:   220,032    311,224     87,504          0      4,680          0          0          0      3,688          0        752:        0         0
Old  :   316,656:   220,032    311,224     87,504          0      4,680          0          0          0      3,688          0        752:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :    -8,008:   -21,760    -12,688      8,648          0      4,680          0          0          0        424          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       98.3       27.6        0.0        1.5        0.0        0.0        0.0        1.2        0.0        0.2:      0.0       0.0
Old  :     100.0:      69.5       98.3       27.6        0.0        1.5        0.0        0.0        0.0        1.2        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         17          .          0          .          0          0          0          .          0          .:
Old  :        29:        19         17          .          0          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       81.8       69.0       92.5       44.9       75.4       62.1       79.3
Old  :                 47.2       81.8       69.0       92.5       44.9       75.4       62.1       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :     9,380:     7,087      6,258          0      1,672        322      1,011        116         84        640        822         84:      152        22
Old  :     9,380:     7,087      6,258          0      1,672        322      1,011        116         84        640        822         84:      152        22
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :        20:      -193     -1,825          0      1,653        192          0          0          0          0          0          0:       21         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       66.7        0.0       17.8        3.4       10.8        1.2        0.9        6.8        8.8        0.9:      1.6       0.2
Old  :     100.0:      75.6       66.7        0.0       17.8        3.4       10.8        1.2        0.9        6.8        8.8        0.9:      1.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        20         16          0          .          .          .          .          .          .          .          .:
Old  :        32:        20         16          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       62.8       63.4       79.6       38.2       53.1       62.5       67.5
Old  :                 38.2       62.8       63.4       79.6       38.2       53.1       62.5       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,705:     7,435      8,685          0      5,840         60      1,800          0          0      5,350          0          0:       60       120
Old  :    14,705:     7,435      8,685          0      5,840         60      1,800          0          0      5,350          0          0:       60       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     1,150:     1,090     -4,400          0      5,490         60          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.6       59.1        0.0       39.7        0.4       12.2        0.0        0.0       36.4        0.0        0.0:      0.4       0.8
Old  :     100.0:      50.6       59.1        0.0       39.7        0.4       12.2        0.0        0.0       36.4        0.0        0.0:      0.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         14          0          .          .          .          0          0          .          0          0:
Old  :        23:        11         14          0          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       59.7       85.7       81.8       60.2       56.6       79.2       71.2
Old  :                 61.2       59.7       85.7       81.8       60.2       56.6       79.2       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643AP
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,490:     8,520      8,515        645      2,980        120        450          0        100      1,555        300        475:      625         0
Old  :    12,490:     8,520      8,515        645      2,980        120        450          0        100      1,555        300        475:      625         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       220:       -25     -1,680          0      1,830         70        100          0          0         75          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       68.2        5.2       23.9        1.0        3.6        0.0        0.8       12.4        2.4        3.8:      5.0       0.0
Old  :     100.0:      68.2       68.2        5.2       23.9        1.0        3.6        0.0        0.8       12.4        2.4        3.8:      5.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         14          .          .          .          .          0          .          .          .          .:
Old  :        23:        10         14          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       60.3       85.7       80.3       38.7       40.1       50.3       52.0
Old  :                 67.5       60.3       85.7       80.3       38.7       40.1       50.3       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV                                                                                                     Code-0643AU
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     8,193:     7,913      6,275        175      1,735          0          0          0          0          0          0          0:      105       183
Old  :     8,193:     7,913      6,275        175      1,735          0          0          0          0          0          0          0:      105       183
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         0:         0     -1,735          0      1,735          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.6       76.6        2.1       21.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.3       2.2
Old  :     100.0:      96.6       76.6        2.1       21.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.3       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13         10          .          .          0          0          0          0          0          0          0:
Old  :        20:        13         10          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       85.4       90.4       94.6       77.4       85.4       87.9       88.9
Old  :                 77.4       85.4       90.4       94.6       77.4       85.4       87.9       88.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,756:    22,116     22,331      1,680        130      3,610          0          0          0        350      1,550          0:        0       135
Old  :    27,756:    22,116     22,331      1,680        130      3,610          0          0          0        350      1,550          0:        0       135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       715:    -1,015     -1,095        135          0      1,495          0          0          0        100        300          0:        0        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       80.5        6.1        0.5       13.0        0.0        0.0        0.0        1.3        5.6        0.0:      0.0       0.5
Old  :     100.0:      79.7       80.5        6.1        0.5       13.0        0.0        0.0        0.0        1.3        5.6        0.0:      0.0       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        22         22          .          .          .          0          0          0          .          .          0:
Old  :        37:        22         22          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       47.8       69.1       68.4       39.2       41.5       56.1       55.2
Old  :                 45.9       47.8       69.1       68.4       39.2       41.5       56.1       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                           Code-0643B1
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,678:    19,578     16,958        235      3,025      2,970         50          0          0         60         75        600:      185        50
Old  :    23,678:    19,578     16,958        235      3,025      2,970         50          0          0         60         75        600:      185        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       441:      -274     -3,049          0      2,855        650          0          0          0         60          0          0:        5       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       71.6        1.0       12.8       12.5        0.2        0.0        0.0        0.3        0.3        2.5:      0.8       0.2
Old  :     100.0:      82.7       71.6        1.0       12.8       12.5        0.2        0.0        0.0        0.3        0.3        2.5:      0.8       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         19          .          .          .          .          0          0          .          .          .:
Old  :        31:        20         19          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       63.3       63.7       83.8       35.1       48.6       52.2       59.0
Old  :                 38.8       63.3       63.7       83.8       35.1       48.6       52.2       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    22,475:    16,659     17,875      3,490      2,485      1,093        497          0          0        348        274         87:      301       661
Old  :    22,475:    16,659     17,875      3,490      2,485      1,093        497          0          0        348        274         87:      301       661
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :      -798:    -2,228        -81      1,450       -654          0          0          0          0        -63        -20          0:       43       -43
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.1       79.5       15.5       11.1        4.9        2.2        0.0        0.0        1.5        1.2        0.4:      1.3       2.9
Old  :     100.0:      74.1       79.5       15.5       11.1        4.9        2.2        0.0        0.0        1.5        1.2        0.4:      1.3       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        24         23          .          .          .          .          0          0          .          .          .:
Old  :        40:        24         23          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       58.6       60.3       78.1       35.4       49.0       56.9       63.7
Old  :                 36.8       58.6       60.3       78.1       35.4       49.0       56.9       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                                                                                              Code-0643B9
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    58,477:    50,711     47,062      1,221      2,562      3,918         85        222          4      1,816      3,861        702:       20       146
Old  :    58,477:    50,711     47,062      1,221      2,562      3,918         85        222          4      1,816      3,861        702:       20       146
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       550:      -949     -1,012          0        801      1,115          0          0         -2        555       -303        -49:     -120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.7       80.5        2.1        4.4        6.7        0.1        0.4        0.0        3.1        6.6        1.2:      0.0       0.2
Old  :     100.0:      86.7       80.5        2.1        4.4        6.7        0.1        0.4        0.0        3.1        6.6        1.2:      0.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        28         26          .          .          4          .          .          .          .          .          .:
Old  :        43:        28         26          .          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       41.8       64.8       65.6       42.4       41.1       59.0       61.6
Old  :                 45.1       41.8       64.8       65.6       42.4       41.1       59.0       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                                                                                                Code-0643BA
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    76,092:    63,527     60,517      3,329      2,710      3,520        110        599        349      1,581      4,756      3,636:       40         5
Old  :    76,092:    63,527     60,517      3,329      2,710      3,520        110        599        349      1,581      4,756      3,636:       40         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       319:    -2,133       -352      2,176       -124        669          0       -145         17        437      1,131       -847:        0       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.5       79.5        4.4        3.6        4.6        0.1        0.8        0.5        2.1        6.3        4.8:      0.1       0.0
Old  :     100.0:      83.5       79.5        4.4        3.6        4.6        0.1        0.8        0.5        2.1        6.3        4.8:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        31         33          .          .          4          .          4          .          4          5          8:
Old  :        57:        31         33          .          .          4          .          4          .          4          5          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       42.0       53.8       63.4       37.3       37.2       51.7       52.6
Old  :                 37.6       42.0       53.8       63.4       37.3       37.2       51.7       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,875:    40,755     48,445      8,815      2,360      1,070          0          0          0        880          0          0:      355         0
Old  :    51,875:    40,755     48,445      8,815      2,360      1,070          0          0          0        880          0          0:      355         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :        45:    -7,500       -405      7,095          0        450          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       93.4       17.0        4.5        2.1        0.0        0.0        0.0        1.7        0.0        0.0:      0.7       0.0
Old  :     100.0:      78.6       93.4       17.0        4.5        2.1        0.0        0.0        0.0        1.7        0.0        0.0:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        22         12          .          .          .          0          0          0          .          0          0:
Old  :        30:        22         12          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       95.7       79.1       98.8       56.4       92.3       75.3       93.2
Old  :                 57.5       95.7       79.1       98.8       56.4       92.3       75.3       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    59,635:    47,295     55,905      9,800      2,770        960          0          0          0      1,545          0          0:       35         0
Old  :    59,635:    47,295     55,905      9,800      2,770        960          0          0          0      1,545          0          0:       35         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       110:    -7,965       -400      7,545          0        510          0          0          0         20          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       93.7       16.4        4.6        1.6        0.0        0.0        0.0        2.6        0.0        0.0:      0.1       0.0
Old  :     100.0:      79.3       93.7       16.4        4.6        1.6        0.0        0.0        0.0        2.6        0.0        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        24         18          .          .          .          0          0          0          .          0          0:
Old  :        34:        24         18          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       88.5       74.2       96.3       55.7       87.7       71.0       91.6
Old  :                 56.8       88.5       74.2       96.3       55.7       87.7       71.0       91.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643BF
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   371,863:   271,033    316,929     35,644     12,735     14,238          0      3,392          0     49,404     23,025      1,544:        0         0
Old  :   371,863:   271,033    316,929     35,644     12,735     14,238          0      3,392          0     49,404     23,025      1,544:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :    17,656:   -24,193     18,304     33,463          0        890          0          0          0      9,034          0     -1,538:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       85.2        9.6        3.4        3.8        0.0        0.9        0.0       13.3        6.2        0.4:      0.0       0.0
Old  :     100.0:      72.9       85.2        9.6        3.4        3.8        0.0        0.9        0.0       13.3        6.2        0.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        25         26          .          .          4          0          .          0          4          .          .:
Old  :        42:        25         26          .          .          4          0          .          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       47.7       68.0       68.8       44.1       44.6       63.6       61.9
Old  :                 46.1       47.7       68.0       68.8       44.1       44.6       63.6       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    28,482:    22,816     21,558        486      1,220        920        234        400        937      1,528      1,757      1,435:      126       255
Old  :    28,482:    22,816     21,558        486      1,220        920        234        400        937      1,528      1,757      1,435:      126       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       197:         0       -709        -43        585        320          0          0          0        -82         20        -19:       21         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       75.7        1.7        4.3        3.2        0.8        1.4        3.3        5.4        6.2        5.0:      0.4       0.9
Old  :     100.0:      80.1       75.7        1.7        4.3        3.2        0.8        1.4        3.3        5.4        6.2        5.0:      0.4       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        23         28          .          .          4          .          .          .          .          .          5:
Old  :        45:        23         28          .          .          4          .          .          .          .          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       44.0       71.2       59.2       44.6       43.2       63.5       54.2
Old  :                 47.6       44.0       71.2       59.2       44.6       43.2       63.5       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    38,036:    21,121     36,251     15,499          0          0         77        648          0      1,237      1,035        102:        0         0
Old  :    38,036:    21,121     36,251     15,499          0          0         77        648          0      1,237      1,035        102:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :      -126:    -3,010        130      2,829          0          0          0          0          0        155       -156       -100:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       95.3       40.7        0.0        0.0        0.2        1.7        0.0        3.3        2.7        0.3:      0.0       0.0
Old  :     100.0:      55.5       95.3       40.7        0.0        0.0        0.2        1.7        0.0        3.3        2.7        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        17         11          .          0          0          .          .          0          .          .          .:
Old  :        30:        17         11          .          0          0          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       77.5       90.6       93.8       67.0       73.5       78.5       80.7
Old  :                 69.0       77.5       90.6       93.8       67.0       73.5       78.5       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BS
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   294,057:   232,956    245,640     51,081     19,213     10,020          0     19,184          0          0          0          0:        0         0
Old  :   294,057:   232,956    245,640     51,081     19,213     10,020          0     19,184          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       800:         0    -19,073          0     19,073        800          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       83.5       17.4        6.5        3.4        0.0        6.5        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      79.2       83.5       17.4        6.5        3.4        0.0        6.5        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         15          .          .          .          0          .          0          0          0          0:
Old  :        28:        17         15          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       66.8       80.3       83.5       53.2       61.4       64.0       69.7
Old  :                 62.1       66.8       80.3       83.5       53.2       61.4       64.0       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    22,414:    17,833     20,420      3,414          0        402        403      1,018          0        215        129          0:      147       445
Old  :    22,414:    17,833     20,420      3,414          0        402        403      1,018          0        215        129          0:      147       445
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :      -167:      -869       -461        490          0        253          0          0          0          0          0          0:      -41        41
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       91.1       15.2        0.0        1.8        1.8        4.5        0.0        1.0        0.6        0.0:      0.7       2.0
Old  :     100.0:      79.6       91.1       15.2        0.0        1.8        1.8        4.5        0.0        1.0        0.6        0.0:      0.7       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        17         19          .          0          .          .          .          0          .          .          0:
Old  :        29:        17         19          .          0          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       75.1       79.8       86.1       52.0       69.0       67.4       73.6
Old  :                 60.8       75.1       79.8       86.1       52.0       69.0       67.4       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    14,143:     9,034     10,763      2,015      1,026        165      1,173         86          0        692        129        702:      362     1,272
Old  :    14,143:     9,034     10,763      2,015      1,026        165      1,173         86          0        692        129        702:      362     1,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       -20:      -361       -183        198          0        123          0          0          0        -40          0         40:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       76.1       14.2        7.3        1.2        8.3        0.6        0.0        4.9        0.9        5.0:      2.6       9.0
Old  :     100.0:      63.9       76.1       14.2        7.3        1.2        8.3        0.6        0.0        4.9        0.9        5.0:      2.6       9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         15          .          .          .          .          .          0          .          .          .:
Old  :        29:        14         15          .          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       49.3       73.4       73.9       38.7       41.2       56.7       59.4
Old  :                 54.0       49.3       73.4       73.9       38.7       41.2       56.7       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   178,007:   138,506    133,652     27,123     36,544      1,161      7,777          0          0      1,536      4,746      1,520:      384       384
Old  :   178,007:   138,506    133,652     27,123     36,544      1,161      7,777          0          0      1,536      4,746      1,520:      384       384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     4,680:     3,920    -21,262         47     26,789        753          0          0          0          0     -1,560        760:     -800      -800
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.8       75.1       15.2       20.5        0.7        4.4        0.0        0.0        0.9        2.7        0.9:      0.2       0.2
Old  :     100.0:      77.8       75.1       15.2       20.5        0.7        4.4        0.0        0.0        0.9        2.7        0.9:      0.2       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        15         14          .          .          .          .          0          0          .          .          .:
Old  :        32:        15         14          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       56.7       80.3       82.3       48.2       55.9       68.1       68.9
Old  :                 59.7       56.7       80.3       82.3       48.2       55.9       68.1       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    19,328:    15,708     10,600      1,833      3,767        907          0      2,218         43          0        763        456:      381       574
Old  :    19,328:    15,708     10,600      1,833      3,767        907          0      2,218         43          0        763        456:      381       574
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       666:      -511       -180        264        -81        844          0         63          0          0        -92         69:        0        43
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.3       54.8        9.5       19.5        4.7        0.0       11.5        0.2        0.0        3.9        2.4:      2.0       3.0
Old  :     100.0:      81.3       54.8        9.5       19.5        4.7        0.0       11.5        0.2        0.0        3.9        2.4:      2.0       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        23         22          .          .          .          0          .          .          0          .          .:
Old  :        34:        23         22          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       39.9       74.3       58.9       51.5       39.0       61.0       50.4
Old  :                 57.0       39.9       74.3       58.9       51.5       39.0       61.0       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   205,224:   169,584    122,794     28,165     65,685      6,682          0      7,774        793          0      1,496          0:        0         0
Old  :   205,224:   169,584    122,794     28,165     65,685      6,682          0      7,774        793          0      1,496          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :    19,265:    -3,488      7,887     16,071      4,696      6,682          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       59.8       13.7       32.0        3.3        0.0        3.8        0.4        0.0        0.7        0.0:      0.0       0.0
Old  :     100.0:      82.6       59.8       13.7       32.0        3.3        0.0        3.8        0.4        0.0        0.7        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         16          .          .          .          0          .          .          0          .          0:
Old  :        31:        19         16          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       63.4       79.0       82.3       39.6       52.9       54.1       59.9
Old  :                 57.7       63.4       79.0       82.3       39.6       52.9       54.1       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C7
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MW                                                                                                                      :
     :          :    Positions                                                                                                           :
All  :     8,685:     6,985      7,515        925        260          0          0        100          0          0        560        250:      525         0
Old  :     8,685:     6,985      7,515        925        260          0          0        100          0          0        560        250:      525         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :        60:       160       -200        100        260          0          0          0          0          0        300       -200:        0      -100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       86.5       10.7        3.0        0.0        0.0        1.2        0.0        0.0        6.4        2.9:      6.0       0.0
Old  :     100.0:      80.4       86.5       10.7        3.0        0.0        0.0        1.2        0.0        0.0        6.4        2.9:      6.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10         15          .          .          0          0          .          0          0          .          .:
Old  :        22:        10         15          .          .          0          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       54.9       85.7       77.5       29.4       27.2       42.1       40.1
Old  :                 63.8       54.9       85.7       77.5       29.4       27.2       42.1       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                               Code-0643C8
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,710:     8,370      9,950      2,130          0         50          0        300          0        100        375          0:       60        35
Old  :    10,710:     8,370      9,950      2,130          0         50          0        300          0        100        375          0:       60        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     1,405:       450      1,430        975          0         50          0          0          0          0          0          0:      -70       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       92.9       19.9        0.0        0.5        0.0        2.8        0.0        0.9        3.5        0.0:      0.6       0.3
Old  :     100.0:      78.2       92.9       19.9        0.0        0.5        0.0        2.8        0.0        0.9        3.5        0.0:      0.6       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         12          .          0          .          0          .          0          .          .          0:
Old  :        24:        13         12          .          0          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       79.6       83.7       92.4       35.2       55.6       55.8       64.0
Old  :                 60.0       79.6       83.7       92.4       35.2       55.6       55.8       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    25,636:    10,495     20,058      9,841          0      4,606        304        385          0        390        587          0:        0         0
Old  :    25,636:    10,495     20,058      9,841          0      4,606        304        385          0        390        587          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       356:    -3,131       -872      2,259          0      1,228          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.9       78.2       38.4        0.0       18.0        1.2        1.5        0.0        1.5        2.3        0.0:      0.0       0.0
Old  :     100.0:      40.9       78.2       38.4        0.0       18.0        1.2        1.5        0.0        1.5        2.3        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         15          .          0          .          .          .          0          .          .          0:
Old  :        28:        17         15          .          0          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.9       47.8       89.1       75.0       57.1       43.1       63.2       60.3
Old  :                 79.9       47.8       89.1       75.0       57.1       43.1       63.2       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643CC
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   219,359:   117,686    157,615     39,929          0     61,744          0          0          0          0          0          0:        0         0
Old  :   219,359:   117,686    157,615     39,929          0     61,744          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     8,647:   -30,786        855     31,641          0      7,792          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       71.9       18.2        0.0       28.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      53.6       71.9       18.2        0.0       28.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13         13          .          0          .          0          0          0          0          0          0:
Old  :        21:        13         13          .          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.4       69.5       93.1       89.2       49.0       50.5       58.5       61.2
Old  :                 81.4       69.5       93.1       89.2       49.0       50.5       58.5       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,060:    11,305      6,785        150      3,840          0          0      1,400          0        420          0          0:      185        35
Old  :    12,060:    11,305      6,785        150      3,840          0          0      1,400          0        420          0          0:      185        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.7       56.3        1.2       31.8        0.0        0.0       11.6        0.0        3.5        0.0        0.0:      1.5       0.3
Old  :     100.0:      93.7       56.3        1.2       31.8        0.0        0.0       11.6        0.0        3.5        0.0        0.0:      1.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13         11          .          .          0          0          .          0          .          0          0:
Old  :        20:        13         11          .          .          0          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       79.5       85.5       94.5       63.6       74.5       76.9       85.4
Old  :                 68.2       79.5       85.5       94.5       63.6       74.5       76.9       85.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,325:    13,365      7,290        150      3,430          0          0      3,230          0        400        100        200:      210        75
Old  :    14,325:    13,365      7,290        150      3,430          0          0      3,230          0        400        100        200:      210        75
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       125:       215     -3,305          0      3,430          0          0          0          0          0          0          0:      -90         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.3       50.9        1.0       23.9        0.0        0.0       22.5        0.0        2.8        0.7        1.4:      1.5       0.5
Old  :     100.0:      93.3       50.9        1.0       23.9        0.0        0.0       22.5        0.0        2.8        0.7        1.4:      1.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15         13          .          .          0          0          .          0          .          .          .:
Old  :        24:        15         13          .          .          0          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       77.1       81.6       90.8       57.7       72.9       71.3       80.7
Old  :                 63.8       77.1       81.6       90.8       57.7       72.9       71.3       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CL
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any Multiple of 800 800MWhs                                                                                             :
     :          :    Positions                                                                                                           :
All  :    10,132:     5,513      7,599        894      2,235          0        298        298          0      3,427          0          0:        0         0
Old  :    10,132:     5,513      7,599        894      2,235          0        298        298          0      3,427          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         0:         0     -2,235          0      2,235          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       75.0        8.8       22.1        0.0        2.9        2.9        0.0       33.8        0.0        0.0:      0.0       0.0
Old  :     100.0:      54.4       75.0        8.8       22.1        0.0        2.9        2.9        0.0       33.8        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         8          6          .          .          0          .          .          0          4          0          0:
Old  :        22:         8          6          .          .          0          .          .          0          4          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       86.8       83.8      100.0       58.8       86.8       82.4       98.5
Old  :                 60.3       86.8       83.8      100.0       58.8       86.8       82.4       98.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD PEAK  - ICE FUTURES ENERGY DIV                                                                                           Code-0643CU
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,895:    17,190      9,145      1,895     10,140        565          0          0          0          0         45          0:      245         0
Old  :    19,895:    17,190      9,145      1,895     10,140        565          0          0          0          0         45          0:      245         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :        -5:    -1,465       -570        895          0        565          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.4       46.0        9.5       51.0        2.8        0.0        0.0        0.0        0.0        0.2        0.0:      1.2       0.0
Old  :     100.0:      86.4       46.0        9.5       51.0        2.8        0.0        0.0        0.0        0.0        0.2        0.0:      1.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         11          .          .          .          0          0          0          0          .          0:
Old  :        26:        14         11          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       82.1       91.7       94.2       63.9       82.1       85.9       91.2
Old  :                 66.9       82.1       91.7       94.2       63.9       82.1       85.9       91.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,706:    13,341     18,936      7,760      3,260      1,310      1,075          0          0        100        200          0:      120         0
Old  :    23,706:    13,341     18,936      7,760      3,260      1,310      1,075          0          0        100        200          0:      120         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       200:    -8,565       -905      7,760        100      1,005          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       79.9       32.7       13.8        5.5        4.5        0.0        0.0        0.4        0.8        0.0:      0.5       0.0
Old  :     100.0:      56.3       79.9       32.7       13.8        5.5        4.5        0.0        0.0        0.4        0.8        0.0:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         14          .          .          4          .          0          0          .          .          0:
Old  :        31:        15         14          .          .          4          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       76.8       84.6       91.9       66.5       72.6       78.7       84.3
Old  :                 70.7       76.8       84.6       91.9       66.5       72.6       78.7       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    16,470:    10,787     11,100      3,725      3,610      1,435        175          0          0         50        325          0:      298         0
Old  :    16,470:    10,787     11,100      3,725      3,610      1,435        175          0          0         50        325          0:      298         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :        30:    -4,875     -1,250      3,725        100      1,180          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       67.4       22.6       21.9        8.7        1.1        0.0        0.0        0.3        2.0        0.0:      1.8       0.0
Old  :     100.0:      65.5       67.4       22.6       21.9        8.7        1.1        0.0        0.0        0.3        2.0        0.0:      1.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         13          .          .          .          .          0          0          .          .          0:
Old  :        28:        15         13          .          .          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       70.0       85.5       89.2       62.5       66.3       77.1       79.2
Old  :                 69.7       70.0       85.5       89.2       62.5       66.3       77.1       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                                                                                                       Code-0643D4
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,690:    17,380     21,310      4,770          0      1,430          0        600          0          0        300          0:      110        50
Old  :    23,690:    17,380     21,310      4,770          0      1,430          0        600          0          0        300          0:      110        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         0:    -4,730     -1,210      3,520          0      1,210          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       90.0       20.1        0.0        6.0        0.0        2.5        0.0        0.0        1.3        0.0:      0.5       0.2
Old  :     100.0:      73.4       90.0       20.1        0.0        6.0        0.0        2.5        0.0        0.0        1.3        0.0:      0.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         13          4          0          .          0          .          0          0          .          0:
Old  :        27:        13         13          4          0          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.4       79.2       90.0       90.7       64.2       76.2       79.9       83.2
Old  :                 69.4       79.2       90.0       90.7       64.2       76.2       79.9       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643D5
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,530:    13,360     16,125      2,715        105      1,100          0        200          0          0          0          0:      355         0
Old  :    17,530:    13,360     16,125      2,715        105      1,100          0        200          0          0          0          0:      355         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         0:    -2,395       -910      1,485          0        910          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       92.0       15.5        0.6        6.3        0.0        1.1        0.0        0.0        0.0        0.0:      2.0       0.0
Old  :     100.0:      76.2       92.0       15.5        0.6        6.3        0.0        1.1        0.0        0.0        0.0        0.0:      2.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          7          .          .          .          0          .          0          0          0          0:
Old  :        20:        12          7          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.4       85.9       88.8       97.6       63.2       82.1       82.3       89.0
Old  :                 68.4       85.9       88.8       97.6       63.2       82.1       82.3       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,680:    15,670     20,305      3,985          0      1,235          0          0          0        330          0         70:      390        70
Old  :    21,680:    15,670     20,305      3,985          0      1,235          0          0          0        330          0         70:      390        70
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       -50:    -5,270     -1,285      3,985          0      1,235          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       93.7       18.4        0.0        5.7        0.0        0.0        0.0        1.5        0.0        0.3:      1.8       0.3
Old  :     100.0:      72.3       93.7       18.4        0.0        5.7        0.0        0.0        0.0        1.5        0.0        0.3:      1.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        15         10          .          0          .          0          0          0          .          0          .:
Old  :        21:        15         10          .          0          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.8       86.9       85.6       97.4       59.7       79.7       70.9       81.1
Old  :                 70.8       86.9       85.6       97.4       59.7       79.7       70.9       81.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,512:    16,667     20,277      2,285          0      3,115        200          0          0        780          0         50:      415        70
Old  :    23,512:    16,667     20,277      2,285          0      3,115        200          0          0        780          0         50:      415        70
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :        50:    -5,450     -3,065      2,285          0      3,115          0          0          0        100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       86.2        9.7        0.0       13.2        0.9        0.0        0.0        3.3        0.0        0.2:      1.8       0.3
Old  :     100.0:      70.9       86.2        9.7        0.0       13.2        0.9        0.0        0.0        3.3        0.0        0.2:      1.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        15         10          .          0          .          .          0          0          .          0          .:
Old  :        22:        15         10          .          0          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       90.9       82.0       97.9       50.1       79.1       66.4       80.8
Old  :                 65.4       90.9       82.0       97.9       50.1       79.1       66.4       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   117,403:    90,582     99,593      8,941      2,250     13,020      1,820        175         80      2,775      1,910        185:        0       190
Old  :   117,403:    90,582     99,593      8,941      2,250     13,020      1,820        175         80      2,775      1,910        185:        0       190
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       880:   -11,871     -7,065      4,931          0      7,830          0          0          0          0        125        -10:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.2       84.8        7.6        1.9       11.1        1.6        0.1        0.1        2.4        1.6        0.2:      0.0       0.2
Old  :     100.0:      77.2       84.8        7.6        1.9       11.1        1.6        0.1        0.1        2.4        1.6        0.2:      0.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        32         28          4          .          4          .          .          .          .          4          .:
Old  :        50:        32         28          4          .          4          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       48.5       58.5       73.2       27.9       41.4       43.6       51.6
Old  :                 36.7       48.5       58.5       73.2       27.9       41.4       43.6       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   134,511:   102,335    110,680     13,741      1,965     13,255      1,675      3,351      1,630      1,300      2,875        575:        0       180
Old  :   134,511:   102,335    110,680     13,741      1,965     13,255      1,675      3,351      1,630      1,300      2,875        575:        0       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       438:   -16,096     -7,701      8,519          0      8,140          0         24        -25          0        100       -100:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       82.3       10.2        1.5        9.9        1.2        2.5        1.2        1.0        2.1        0.4:      0.0       0.1
Old  :     100.0:      76.1       82.3       10.2        1.5        9.9        1.2        2.5        1.2        1.0        2.1        0.4:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        37         32          4          .          .          .          4          .          .          4          .:
Old  :        58:        37         32          4          .          .          .          4          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       48.0       58.3       69.2       30.6       41.4       45.5       54.5
Old  :                 39.9       48.0       58.3       69.2       30.6       41.4       45.5       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   178,411:   123,158    138,255     25,237      4,327      7,636      5,840      6,611      5,847      5,270     10,599      5,115:      308        21
Old  :   178,411:   123,158    138,255     25,237      4,327      7,636      5,840      6,611      5,847      5,270     10,599      5,115:      308        21
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     3,086:   -20,407      1,543     18,863     -2,945      3,339         -1        101         97        941        831        125:      129        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       77.5       14.1        2.4        4.3        3.3        3.7        3.3        3.0        5.9        2.9:      0.2       0.0
Old  :     100.0:      69.0       77.5       14.1        2.4        4.3        3.3        3.7        3.3        3.0        5.9        2.9:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        79:        42         45          5          .          5          4          4          4          6          9          9:
Old  :        79:        42         45          5          .          5          4          4          4          6          9          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       54.8       51.5       67.9       33.8       48.8       48.3       56.2
Old  :                 35.2       54.8       51.5       67.9       33.8       48.8       48.3       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV                                                                                          Code-0643DK
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   128,972:   108,454    112,312      8,196      6,103      6,052      3,130          0        915      1,460      2,875        715:       50         0
Old  :   128,972:   108,454    112,312      8,196      6,103      6,052      3,130          0        915      1,460      2,875        715:       50         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       728:    -2,080     -5,202        -95      2,673      3,002        -90          0         15        -25        240          0:        1         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       87.1        6.4        4.7        4.7        2.4        0.0        0.7        1.1        2.2        0.6:      0.0       0.0
Old  :     100.0:      84.1       87.1        6.4        4.7        4.7        2.4        0.0        0.7        1.1        2.2        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        36         32          .          .          4          .          0          .          .          4          .:
Old  :        52:        36         32          .          .          4          .          0          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       64.6       46.4       80.9       28.4       58.1       42.9       65.3
Old  :                 28.9       64.6       46.4       80.9       28.4       58.1       42.9       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,760:    34,875     27,140        625      8,985      2,200        870        900          0        655          0        535:        0         0
Old  :    39,760:    34,875     27,140        625      8,985      2,200        870        900          0        655          0        535:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :        55:      -870     -9,770          0      8,775      1,125          0        200       -200         75          0        -75:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.7       68.3        1.6       22.6        5.5        2.2        2.3        0.0        1.6        0.0        1.3:      0.0       0.0
Old  :     100.0:      87.7       68.3        1.6       22.6        5.5        2.2        2.3        0.0        1.6        0.0        1.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        21         11          .          .          .          .          .          0          .          0          .:
Old  :        31:        21         11          .          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       89.1       76.3       96.4       57.7       85.6       72.1       87.1
Old  :                 58.9       89.1       76.3       96.4       57.7       85.6       72.1       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,320:    29,130     28,080        625      2,680      4,105         50        200         50      1,135          0        205:       20         0
Old  :    35,320:    29,130     28,080        625      2,680      4,105         50        200         50      1,135          0        205:       20         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       805:    -2,250     -4,855          0      2,630      3,030          0          0          0         25          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.5       79.5        1.8        7.6       11.6        0.1        0.6        0.1        3.2        0.0        0.6:      0.1       0.0
Old  :     100.0:      82.5       79.5        1.8        7.6       11.6        0.1        0.6        0.1        3.2        0.0        0.6:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        19          9          .          .          .          .          .          .          .          0          .:
Old  :        28:        19          9          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       91.8       78.9       97.2       56.4       80.8       70.6       82.0
Old  :                 59.8       91.8       78.9       97.2       56.4       80.8       70.6       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV                                                                                          Code-0643EA
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    34,243:    29,215     27,260        180      3,234      3,234      1,000          0        300         50          0          0:      264       215
Old  :    34,243:    29,215     27,260        180      3,234      3,234      1,000          0        300         50          0          0:      264       215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       320:      -839     -1,378        120        659      1,039          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       79.6        0.5        9.4        9.4        2.9        0.0        0.9        0.1        0.0        0.0:      0.8       0.6
Old  :     100.0:      85.3       79.6        0.5        9.4        9.4        2.9        0.0        0.9        0.1        0.0        0.0:      0.8       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        27         25          .          .          .          .          0          .          .          0          0:
Old  :        35:        27         25          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       54.6       57.3       73.6       35.8       47.2       47.6       59.8
Old  :                 39.6       54.6       57.3       73.6       35.8       47.2       47.6       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                                                          Code-0643F1
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 Mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    14,302:    12,077     11,472        325      1,005      1,675          0          0          0        225          0          0:        0       150
Old  :    14,302:    12,077     11,472        325      1,005      1,675          0          0          0        225          0          0:        0       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :      -399:    -1,439     -2,444          0      1,005      1,040          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.4       80.2        2.3        7.0       11.7        0.0        0.0        0.0        1.6        0.0        0.0:      0.0       1.0
Old  :     100.0:      84.4       80.2        2.3        7.0       11.7        0.0        0.0        0.0        1.6        0.0        0.0:      0.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        19         13          .          .          .          0          0          0          .          0          0:
Old  :        23:        19         13          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       70.5       62.9       88.8       25.9       60.6       42.9       64.6
Old  :                 35.9       70.5       62.9       88.8       25.9       60.6       42.9       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours-5MW per day)                                                                            :
     :          :    Positions                                                                                                           :
All  :   200,365:   158,992    153,220          0     23,084     22,346     17,820          0      1,080          0        635          0:      127         0
Old  :   200,365:   158,992    153,220          0     23,084     22,346     17,820          0      1,080          0        635          0:      127         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :      -319:    -7,540    -19,217          0     11,677      7,221          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       76.5        0.0       11.5       11.2        8.9        0.0        0.5        0.0        0.3        0.0:      0.1       0.0
Old  :     100.0:      79.4       76.5        0.0       11.5       11.2        8.9        0.0        0.5        0.0        0.3        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        20         12          0          4          .          .          0          .          0          .          0:
Old  :        29:        20         12          0          4          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       83.3       69.7       93.1       45.5       63.2       57.2       65.8
Old  :                 49.6       83.3       69.7       93.1       45.5       63.2       57.2       65.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A59
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 3,456,601: 2,739,697  1,975,037          0  1,137,330    294,124    388,530          0     34,250          0     15,860          0:        0         0
Old  : 3,456,601: 2,739,697  1,975,037          0  1,137,330    294,124    388,530          0     34,250          0     15,860          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :    -3,840:   -84,258   -376,726          0    292,468     80,418          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       57.1        0.0       32.9        8.5       11.2        0.0        1.0        0.0        0.5        0.0:      0.0       0.0
Old  :     100.0:      79.3       57.1        0.0       32.9        8.5       11.2        0.0        1.0        0.0        0.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         14          0          4          .          .          0          .          0          .          0:
Old  :        26:        15         14          0          4          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       83.1       83.4       90.9       48.6       60.3       63.4       66.3
Old  :                 64.4       83.1       83.4       90.9       48.6       60.3       63.4       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A80
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,080,874:   771,257    850,378    193,451    114,330    116,166          0          0          0          0          0          0:        0         0
Old  : 1,080,874:   771,257    850,378    193,451    114,330    116,166          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         0:  -148,224    -74,565     73,659          0     74,565          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.4       78.7       17.9       10.6       10.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      71.4       78.7       17.9       10.6       10.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         10          .          .          .          0          0          0          0          0          0:
Old  :        20:        12         10          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       79.4       80.3       95.0       44.7       68.9       61.2       72.2
Old  :                 60.8       79.4       80.3       95.0       44.7       68.9       61.2       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064C52
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5 MEGAWATTS PER HOUR)                                                                                     :
     :          :    Positions                                                                                                           :
All  :     9,120:     8,256      3,000        360      6,120          0        480          0          0          0          0          0:       24         0
Old  :     9,120:     8,256      3,000        360      6,120          0        480          0          0          0          0          0:       24         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :   -33,440:   -30,272    -17,720     -1,320    -15,720          0     -1,760          0          0          0          0          0:      -88         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.5       32.9        3.9       67.1        0.0        5.3        0.0        0.0        0.0        0.0        0.0:      0.3       0.0
Old  :     100.0:      90.5       32.9        3.9       67.1        0.0        5.3        0.0        0.0        0.0        0.0        0.0:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          6          .          .          0          .          0          0          0          0          0:
Old  :        21:        11          6          .          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       88.4       92.9       98.7       74.2       88.4       92.9       98.7
Old  :                 74.2       88.4       92.9       98.7       74.2       88.4       92.9       98.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C74
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,380:    21,787     18,255        916      3,895      3,017        285      1,650          0      1,474        837        601:      300       125
Old  :    28,380:    21,787     18,255        916      3,895      3,017        285      1,650          0      1,474        837        601:      300       125
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       -71:    -1,138     -1,555        327        488        839          0          0          0       -154         37         65:      -10        55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       64.3        3.2       13.7       10.6        1.0        5.8        0.0        5.2        2.9        2.1:      1.1       0.4
Old  :     100.0:      76.8       64.3        3.2       13.7       10.6        1.0        5.8        0.0        5.2        2.9        2.1:      1.1       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        25         20          .          .          5          .          .          0          4          .          .:
Old  :        41:        25         20          .          .          5          .          .          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       36.8       67.7       60.1       43.8       35.9       57.9       56.6
Old  :                 47.9       36.8       67.7       60.1       43.8       35.9       57.9       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C75
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,164:    17,277     14,721        476      5,228      1,135        360          0          0      1,481          0         50:      385        30
Old  :    21,164:    17,277     14,721        476      5,228      1,135        360          0          0      1,481          0         50:      385        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :      -372:    -1,335       -923        266         95        486          0          0          0        241          0        -30:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       69.6        2.2       24.7        5.4        1.7        0.0        0.0        7.0        0.0        0.2:      1.8       0.1
Old  :     100.0:      81.6       69.6        2.2       24.7        5.4        1.7        0.0        0.0        7.0        0.0        0.2:      1.8       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         20          .          .          4          .          0          0          .          0          .:
Old  :        35:        21         20          .          .          4          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       53.6       70.3       77.7       44.2       52.4       60.4       65.9
Old  :                 49.6       53.6       70.3       77.7       44.2       52.4       60.4       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C76
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    41,984:    35,419     21,123      1,255     13,811      1,199         50      3,920         45      2,755        700      1,156:      105        30
Old  :    41,984:    35,419     21,123      1,255     13,811      1,199         50      3,920         45      2,755        700      1,156:      105        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       118:      -551     -1,496        175        554        782          0          5          0       -621         10        263:       70         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.4       50.3        3.0       32.9        2.9        0.1        9.3        0.1        6.6        1.7        2.8:      0.3       0.1
Old  :     100.0:      84.4       50.3        3.0       32.9        2.9        0.1        9.3        0.1        6.6        1.7        2.8:      0.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        28         26          .          .          .          .          .          .          .          .          4:
Old  :        45:        28         26          .          .          .          .          .          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       55.4       69.0       75.1       46.9       55.3       60.9       70.7
Old  :                 50.8       55.4       69.0       75.1       46.9       55.3       60.9       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C77
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,977:    18,151     12,580         72      6,641      1,729        365          0          0         38          0         12:      610        15
Old  :    20,977:    18,151     12,580         72      6,641      1,729        365          0          0         38          0         12:      610        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :    -1,265:    -2,231     -3,106          0        874      1,095          0          0          0          0          0          0:     -129      -128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.5       60.0        0.3       31.7        8.2        1.7        0.0        0.0        0.2        0.0        0.1:      2.9       0.1
Old  :     100.0:      86.5       60.0        0.3       31.7        8.2        1.7        0.0        0.0        0.2        0.0        0.1:      2.9       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        23         16          .          .          4          .          0          0          .          0          .:
Old  :        32:        23         16          .          .          4          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       58.5       68.8       87.9       38.0       52.9       56.0       70.0
Old  :                 47.9       58.5       68.8       87.9       38.0       52.9       56.0       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C78
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    24,463:    16,707     17,638      3,552      1,170      3,581          0        490          0          0      1,008        571:       52         5
Old  :    24,463:    16,707     17,638      3,552      1,170      3,581          0        490          0          0      1,008        571:       52         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       233:    -2,135       -427      1,089        -46      1,026          0          0          0          0       -528        208:       45         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       72.1       14.5        4.8       14.6        0.0        2.0        0.0        0.0        4.1        2.3:      0.2       0.0
Old  :     100.0:      68.3       72.1       14.5        4.8       14.6        0.0        2.0        0.0        0.0        4.1        2.3:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        17         15          4          .          .          0          .          0          0          .          .:
Old  :        29:        17         15          4          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       47.6       79.9       69.4       50.7       42.0       67.7       59.4
Old  :                 53.0       47.6       79.9       69.4       50.7       42.0       67.7       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C79
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    16,388:    13,491     12,029      1,631      2,581      1,104          0        175          0          0        201        130:       32       168
Old  :    16,388:    13,491     12,029      1,631      2,581      1,104          0        175          0          0        201        130:       32       168
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       636:        81       -465       -120        266        799          0          0          0       -154         26         10:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       73.4       10.0       15.7        6.7        0.0        1.1        0.0        0.0        1.2        0.8:      0.2       1.0
Old  :     100.0:      82.3       73.4       10.0       15.7        6.7        0.0        1.1        0.0        0.0        1.2        0.8:      0.2       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         12          .          .          .          0          .          0          0          .          .:
Old  :        27:        12         12          .          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       54.7       84.9       77.9       63.0       52.8       82.7       73.6
Old  :                 63.3       54.7       84.9       77.9       63.0       52.8       82.7       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV                                                                                           Code-064C86
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    40,178:    36,134     31,124      1,680      7,269      1,005        100         50        300        600        200          0:      359       230
Old  :    40,178:    36,134     31,124      1,680      7,269      1,005        100         50        300        600        200          0:      359       230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       590:       625     -4,089        120      4,834       -155          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.9       77.5        4.2       18.1        2.5        0.2        0.1        0.7        1.5        0.5        0.0:      0.9       0.6
Old  :     100.0:      89.9       77.5        4.2       18.1        2.5        0.2        0.1        0.7        1.5        0.5        0.0:      0.9       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        27         23          .          .          .          .          .          .          .          .          0:
Old  :        40:        27         23          .          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       52.4       67.4       73.1       45.0       48.2       62.6       64.3
Old  :                 46.8       52.4       67.4       73.1       45.0       48.2       62.6       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                                                          Code-064C87
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    16,623:    14,110     12,889        965      2,905        635          0          0          0        465          0         18:      430       176
Old  :    16,623:    14,110     12,889        965      2,905        635          0          0          0        465          0         18:      430       176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :        75:      -560     -1,080          0        520        635          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.9       77.5        5.8       17.5        3.8        0.0        0.0        0.0        2.8        0.0        0.1:      2.6       1.1
Old  :     100.0:      84.9       77.5        5.8       17.5        3.8        0.0        0.0        0.0        2.8        0.0        0.1:      2.6       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        19         14          .          .          .          0          0          0          .          0          .:
Old  :        26:        19         14          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       72.4       63.4       86.5       37.6       64.8       56.5       75.0
Old  :                 42.1       72.4       63.4       86.5       37.6       64.8       56.5       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV                                                                                           Code-064C88
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    14,796:    12,030     11,049        725      2,747        909          0          0          0      1,038          0         49:       45        42
Old  :    14,796:    12,030     11,049        725      2,747        909          0          0          0      1,038          0         49:       45        42
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       560:      -340       -970         10        635        895          0          0          0         -5          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.3       74.7        4.9       18.6        6.1        0.0        0.0        0.0        7.0        0.0        0.3:      0.3       0.3
Old  :     100.0:      81.3       74.7        4.9       18.6        6.1        0.0        0.0        0.0        7.0        0.0        0.3:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        21         18          .          .          .          0          0          0          .          0          .:
Old  :        30:        21         18          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       66.4       64.9       85.4       35.6       58.2       59.8       68.8
Old  :                 39.6       66.4       64.9       85.4       35.6       58.2       59.8       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    49,500:    36,309     41,194      7,385      1,895      2,615          0          0          0          0        250          0:    3,191     3,546
Old  :    49,500:    36,309     41,194      7,385      1,895      2,615          0          0          0          0        250          0:    3,191     3,546
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         0:    -7,400        -15      7,385          0         15          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       83.2       14.9        3.8        5.3        0.0        0.0        0.0        0.0        0.5        0.0:      6.4       7.2
Old  :     100.0:      73.4       83.2       14.9        3.8        5.3        0.0        0.0        0.0        0.0        0.5        0.0:      6.4       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         19          .          .          .          0          0          0          0          .          0:
Old  :        26:        14         19          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       52.7       89.6       78.9       76.4       47.1       80.1       69.3
Old  :                 76.7       52.7       89.6       78.9       76.4       47.1       80.1       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    43,725:    32,588     35,133      6,065      3,255      1,915          0          0          0          0         50          0:    3,157     3,372
Old  :    43,725:    32,588     35,133      6,065      3,255      1,915          0          0          0          0         50          0:    3,157     3,372
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         0:    -6,170       -105      6,065          0        105          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       80.3       13.9        7.4        4.4        0.0        0.0        0.0        0.0        0.1        0.0:      7.2       7.7
Old  :     100.0:      74.5       80.3       13.9        7.4        4.4        0.0        0.0        0.0        0.0        0.1        0.0:      7.2       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         19          .          .          .          0          0          0          0          .          0:
Old  :        24:        12         19          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       48.6       88.6       78.7       74.5       39.7       78.7       68.8
Old  :                 75.0       48.6       88.6       78.7       74.5       39.7       78.7       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    24,920:    22,415      8,390          0      1,420        425          0      9,215         25          0      4,320        425:    1,630       700
Old  :    24,920:    22,415      8,390          0      1,420        425          0      9,215         25          0      4,320        425:    1,630       700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       -95:       -95     -2,345          0      1,420        425          0       -100         25       -255        675       -195:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.9       33.7        0.0        5.7        1.7        0.0       37.0        0.1        0.0       17.3        1.7:      6.5       2.8
Old  :     100.0:      89.9       33.7        0.0        5.7        1.7        0.0       37.0        0.1        0.0       17.3        1.7:      6.5       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         12          0          .          .          0          .          .          0          4          .:
Old  :        26:        14         12          0          .          .          0          .          .          0          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       69.7       81.0       85.9       44.4       58.3       61.5       67.9
Old  :                 63.9       69.7       81.0       85.9       44.4       58.3       61.5       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,745:    20,890      7,840          0        975        250          0      8,930          0          0      3,925         25:    1,580       800
Old  :    22,745:    20,890      7,840          0        975        250          0      8,930          0          0      3,925         25:    1,580       800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       180:       -70     -1,525          0        975        250          0          0          0          0        480          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.8       34.5        0.0        4.3        1.1        0.0       39.3        0.0        0.0       17.3        0.1:      6.9       3.5
Old  :     100.0:      91.8       34.5        0.0        4.3        1.1        0.0       39.3        0.0        0.0       17.3        0.1:      6.9       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          8          0          .          .          0          .          0          0          .          .:
Old  :        22:        13          8          0          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       74.9       82.9       89.7       46.4       61.1       61.7       71.8
Old  :                 64.6       74.9       82.9       89.7       46.4       61.1       61.7       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,663:    14,089     21,415      2,236          0      2,116      1,540          0        485      3,700        150          0:    1,497     1,497
Old  :    25,663:    14,089     21,415      2,236          0      2,116      1,540          0        485      3,700        150          0:    1,497     1,497
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     1,040:    -3,312     -1,076      2,236          0      2,116          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.9       83.4        8.7        0.0        8.2        6.0        0.0        1.9       14.4        0.6        0.0:      5.8       5.8
Old  :     100.0:      54.9       83.4        8.7        0.0        8.2        6.0        0.0        1.9       14.4        0.6        0.0:      5.8       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15          9          .          0          .          .          0          .          .          .          0:
Old  :        25:        15          9          .          0          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       84.7       79.6       92.1       44.2       75.4       68.5       77.5
Old  :                 52.5       84.7       79.6       92.1       44.2       75.4       68.5       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,501:    11,886     17,466          0        118      3,300      1,645          0        280      3,875          0          0:    1,515     1,337
Old  :    22,501:    11,886     17,466          0        118      3,300      1,645          0        280      3,875          0          0:    1,515     1,337
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       890:    -2,410     -2,528          0        118      3,300          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.8       77.6        0.0        0.5       14.7        7.3        0.0        1.2       17.2        0.0        0.0:      6.7       5.9
Old  :     100.0:      52.8       77.6        0.0        0.5       14.7        7.3        0.0        1.2       17.2        0.0        0.0:      6.7       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        16          9          0          .          .          .          0          .          .          0          0:
Old  :        23:        16          9          0          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       85.8       74.4       92.6       41.7       64.9       60.1       67.0
Old  :                 49.0       85.8       74.4       92.6       41.7       64.9       60.1       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    31,850:    22,540     15,595      5,465          0      3,025          0     12,630          0        150        450          0:      670       150
Old  :    31,850:    22,540     15,595      5,465          0      3,025          0     12,630          0        150        450          0:      670       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       -75:    -8,590     -2,875      5,465          0      3,025          0        100          0        100       -250       -100:       25        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       49.0       17.2        0.0        9.5        0.0       39.7        0.0        0.5        1.4        0.0:      2.1       0.5
Old  :     100.0:      70.8       49.0       17.2        0.0        9.5        0.0       39.7        0.0        0.5        1.4        0.0:      2.1       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15          7          .          0          .          0          .          0          .          .          0:
Old  :        25:        15          7          .          0          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       94.3       89.8       98.7       63.0       86.7       79.5       89.2
Old  :                 73.3       94.3       89.8       98.7       63.0       86.7       79.5       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EVH
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,915:    17,735     13,035      5,570          0      1,945          0     10,730          0          0         50          0:      665       155
Old  :    25,915:    17,735     13,035      5,570          0      1,945          0     10,730          0          0         50          0:      665       155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         0:    -7,515     -1,945      5,570          0      1,945          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       50.3       21.5        0.0        7.5        0.0       41.4        0.0        0.0        0.2        0.0:      2.6       0.6
Old  :     100.0:      68.4       50.3       21.5        0.0        7.5        0.0       41.4        0.0        0.0        0.2        0.0:      2.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13          6          .          0          .          0          .          0          0          .          0:
Old  :        20:        13          6          .          0          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       95.9       89.6       99.2       63.9       89.5       81.0       90.8
Old  :                 72.5       95.9       89.6       99.2       63.9       89.5       81.0       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,610:    22,430     20,580          0        630      2,945          0      2,395        125      1,450        325         50:    1,610     1,560
Old  :    28,610:    22,430     20,580          0        630      2,945          0      2,395        125      1,450        325         50:    1,610     1,560
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.4       71.9        0.0        2.2       10.3        0.0        8.4        0.4        5.1        1.1        0.2:      5.6       5.5
Old  :     100.0:      78.4       71.9        0.0        2.2       10.3        0.0        8.4        0.4        5.1        1.1        0.2:      5.6       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         10          0          .          .          0          .          .          .          .          .:
Old  :        22:        13         10          0          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       74.0       84.7       93.0       54.5       60.4       62.3       65.1
Old  :                 64.6       74.0       84.7       93.0       54.5       60.4       62.3       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,700:    20,480     17,350          0      2,190      2,215          0      2,465         75      1,475          0        375:    1,080     1,030
Old  :    25,700:    20,480     17,350          0      2,190      2,215          0      2,465         75      1,475          0        375:    1,080     1,030
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       67.5        0.0        8.5        8.6        0.0        9.6        0.3        5.7        0.0        1.5:      4.2       4.0
Old  :     100.0:      79.7       67.5        0.0        8.5        8.6        0.0        9.6        0.3        5.7        0.0        1.5:      4.2       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          9          0          .          .          0          .          .          .          0          .:
Old  :        22:        13          9          0          .          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       83.2       84.2       94.5       49.6       65.4       62.4       67.3
Old  :                 58.4       83.2       84.2       94.5       49.6       65.4       62.4       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    31,889:    24,995     21,284          0      5,281      1,454      3,900        375        340         50      1,985         75:    1,075     1,095
Old  :    31,889:    24,995     21,284          0      5,281      1,454      3,900        375        340         50      1,985         75:    1,075     1,095
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       140:    -1,439     -5,520          0      4,081      1,454         50         75        -50          0          0          0:      125       100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.4       66.7        0.0       16.6        4.6       12.2        1.2        1.1        0.2        6.2        0.2:      3.4       3.4
Old  :     100.0:      78.4       66.7        0.0       16.6        4.6       12.2        1.2        1.1        0.2        6.2        0.2:      3.4       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         10          0          .          .          .          .          .          .          .          .:
Old  :        26:        15         10          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       78.5       79.7       92.7       58.0       73.9       76.2       87.0
Old  :                 59.2       78.5       79.7       92.7       58.0       73.9       76.2       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,770:    21,290     19,240      2,960      1,200      1,545          0      2,025        495          0      1,785        325:    2,155     2,155
Old  :    28,770:    21,290     19,240      2,960      1,200      1,545          0      2,025        495          0      1,785        325:    2,155     2,155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :       140:    -4,515     -1,555      2,960          0      1,545          0          0          0          0          0          0:      150       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       66.9       10.3        4.2        5.4        0.0        7.0        1.7        0.0        6.2        1.1:      7.5       7.5
Old  :     100.0:      74.0       66.9       10.3        4.2        5.4        0.0        7.0        1.7        0.0        6.2        1.1:      7.5       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         10          .          .          .          0          .          .          0          .          .:
Old  :        27:        16         10          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       71.7       72.8       88.4       45.2       70.0       66.5       81.3
Old  :                 51.4       71.7       72.8       88.4       45.2       70.0       66.5       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   119,411:    71,125    104,060     10,700      1,785      5,304     21,745          0          0      3,420      1,265        715:    6,402     6,282
Old  :   119,411:    71,125    104,060     10,700      1,785      5,304     21,745          0          0      3,420      1,265        715:    6,402     6,282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     2,196:   -13,308     -1,993     10,700          0      3,849        135          0          0        100       -380        340:      380       380
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       87.1        9.0        1.5        4.4       18.2        0.0        0.0        2.9        1.1        0.6:      5.4       5.3
Old  :     100.0:      59.6       87.1        9.0        1.5        4.4       18.2        0.0        0.0        2.9        1.1        0.6:      5.4       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        19         24          .          .          .          .          0          0          .          .          .:
Old  :        39:        19         24          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       51.5       85.5       68.3       51.2       51.2       73.7       66.5
Old  :                 61.5       51.5       85.5       68.3       51.2       51.2       73.7       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   107,723:    63,284     92,157      4,328      2,985      6,835     24,695          0          0      2,835          0        525:    5,221     5,221
Old  :   107,723:    63,284     92,157      4,328      2,985      6,835     24,695          0          0      2,835          0        525:    5,221     5,221
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     1,626:    -8,467     -3,719      4,328          0      5,505        110          0          0        380          0       -180:      -50        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.7       85.5        4.0        2.8        6.3       22.9        0.0        0.0        2.6        0.0        0.5:      4.8       4.8
Old  :     100.0:      58.7       85.5        4.0        2.8        6.3       22.9        0.0        0.0        2.6        0.0        0.5:      4.8       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        18         26          .          .          .          .          0          0          .          0          .:
Old  :        38:        18         26          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       44.9       86.1       64.2       56.6       43.9       70.3       58.7
Old  :                 64.9       44.9       86.1       64.2       56.6       43.9       70.3       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,800:    19,025     19,450        370        170      1,020         50          0        125          0          0          0:    1,210     1,035
Old  :    21,800:    19,025     19,450        370        170      1,020         50          0        125          0          0          0:    1,210     1,035
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     2,680:     1,780      2,150        370          0        350          0          0          0          0          0          0:      180       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       89.2        1.7        0.8        4.7        0.2        0.0        0.6        0.0        0.0        0.0:      5.6       4.7
Old  :     100.0:      87.3       89.2        1.7        0.8        4.7        0.2        0.0        0.6        0.0        0.0        0.0:      5.6       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        16         11          .          .          .          .          0          .          0          0          0:
Old  :        20:        16         11          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       75.4       80.0       88.4       55.1       64.9       65.0       69.6
Old  :                 58.2       75.4       80.0       88.4       55.1       64.9       65.0       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,585:    16,155     14,755          0      1,625        470          0        300          0        600          0          0:      360       435
Old  :    17,585:    16,155     14,755          0      1,625        470          0        300          0        600          0          0:      360       435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     1,680:     1,330        370          0        935        170          0          0          0          0          0          0:      180       205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.9       83.9        0.0        9.2        2.7        0.0        1.7        0.0        3.4        0.0        0.0:      2.0       2.5
Old  :     100.0:      91.9       83.9        0.0        9.2        2.7        0.0        1.7        0.0        3.4        0.0        0.0:      2.0       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        16         10          0          .          .          0          .          0          .          0          0:
Old  :        22:        16         10          0          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       72.2       76.8       90.0       47.3       60.6       62.2       68.5
Old  :                 54.5       72.2       76.8       90.0       47.3       60.6       62.2       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    31,185:    24,020     18,310        840      4,630      2,295          0      1,775        300         50        200         50:    3,630     3,625
Old  :    31,185:    24,020     18,310        840      4,630      2,295          0      1,775        300         50        200         50:    3,630     3,625
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     1,200:      -150     -4,775          0      4,625        150          0          0          0          0          0          0:    1,200     1,200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       58.7        2.7       14.8        7.4        0.0        5.7        1.0        0.2        0.6        0.2:     11.6      11.6
Old  :     100.0:      77.0       58.7        2.7       14.8        7.4        0.0        5.7        1.0        0.2        0.6        0.2:     11.6      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         14          .          .          .          0          .          .          .          .          .:
Old  :        30:        18         14          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       39.2       65.1       63.5       37.6       32.7       51.7       47.8
Old  :                 43.6       39.2       65.1       63.5       37.6       32.7       51.7       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Futures Only, June 28, 2016                                                                                           
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,965:    18,845     13,730          0      4,815      1,695          0        300        125          0          0          0:    3,300     3,300
Old  :    23,965:    18,845     13,730          0      4,815      1,695          0        300        125          0          0          0:    3,300     3,300
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2016                                                                    :
     :     1,195:       -70     -2,325          0      2,255        295          0          0          0          0          0          0:      970       970
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       57.3        0.0       20.1        7.1        0.0        1.3        0.5        0.0        0.0        0.0:     13.8      13.8
Old  :     100.0:      78.6       57.3        0.0       20.1        7.1        0.0        1.3        0.5        0.0        0.0        0.0:     13.8      13.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         13          0          .          .          0          .          .          0          0          0:
Old  :        24:        14         13          0          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       44.9       67.2       67.2       36.9       32.0       51.2       48.0
Old  :                 45.0       44.9       67.2       67.2       36.9       32.0       51.2       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 1, 2016