CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        8,664
COMMITMENTS
   3,211      531      225    5,218    7,907    8,654    8,663       10        1

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        -42)
    -624      400        0      582     -442      -42      -42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1      6.1      2.6     60.2     91.3     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3        2        7        7       17       11                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       42,589
COMMITMENTS
  18,922    7,644    8,944   14,657   26,001   42,524   42,589       65        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,111)
    -569      420      937      743     -246    1,111    1,111        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4     17.9     21.0     34.4     61.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16       10       11       10       10       32       25                  
 
 
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV                       Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:        9,696
COMMITMENTS
   2,336    7,765      400    6,960    1,531    9,696    9,696        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        201)
     201      201        0        0        0      201      201        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1     80.1      4.1     71.8     15.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        7        2        7        3       13       12                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       31,425
COMMITMENTS
  17,550   26,245    1,050   12,825    4,130   31,425   31,425        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        200)
     200      200        0        0        0      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.8     83.5      3.3     40.8     13.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        7        4        7        3       18       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       17,770
COMMITMENTS
   6,010   14,835    1,895    9,865    1,000   17,770   17,730        0       40

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        450)
     500      450        0      -50        0      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     83.5     10.7     55.5      5.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9       10        5        7        3       20       14                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       28,954
COMMITMENTS
   4,468    5,101    4,717   19,769   19,135   28,954   28,954        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         53)
     -22      -23       33       42       43       53       53        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     17.6     16.3     68.3     66.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        3        8        8        8       18       17                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       62,486
COMMITMENTS
   5,179    6,879    8,030   49,256   47,537   62,466   62,446       20       40

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -1,880)
    -173     -496     -320   -1,387   -1,064   -1,880   -1,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3     11.0     12.9     78.8     76.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9        8        9       16       16       30       28                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       13,810
COMMITMENTS
   8,225    9,710      500    5,075    3,600   13,800   13,810       10        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        900)
     800      150        0      100      750      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.6     70.3      3.6     36.7     26.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        8        2        5        4       15       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:        9,950
COMMITMENTS
   4,425    5,470      320    5,185    4,160    9,930    9,950       20        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0      250        0        0     -250        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.5     55.0      3.2     52.1     41.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        4        1        6        5       15       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       13,620
COMMITMENTS
   4,620    7,470      650    8,350    5,500   13,620   13,620        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,025)
     500      550     -350      875      825    1,025    1,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     54.8      4.8     61.3     40.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        6        3        6        5       16       12                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,697,881
COMMITMENTS
 780,095  122,441  742,634  3124049  3822230  4646778  4687305   51,103   10,576

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     96,535)
  26,495   10,582   25,752   43,710   64,176   95,957  100,510      578   -3,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      2.6     15.8     66.5     81.4     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      56       21       60      144      126      218      191                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,055,839
COMMITMENTS
 129,575   91,968  920,406  999,874  1041288  2049855  2053662    5,985    2,178

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    159,187)
  29,647   19,137   77,498   51,354   62,015  158,499  158,650      688      537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      4.5     44.8     48.6     50.7     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      29       17       40       51       55       94       98                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,154
COMMITMENTS
  28,825    1,306   15,142  206,741  244,739  250,708  261,187   15,446    4,967

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      3,458)
  -4,836    1,195    2,098    6,751      409    4,013    3,702     -555     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.8      0.5      5.7     77.7     92.0     94.2     98.1      5.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      13        1        8       37       29       52       37                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      145,841
COMMITMENTS
     280    5,982    2,612  134,894  130,933  137,786  139,527    8,055    6,314

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      5,537)
      -7      713      383    5,888    3,659    6,264    4,755     -727      782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      4.1      1.8     92.5     89.8     94.5     95.7      5.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        5        4       24       30       28       38                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,363
COMMITMENTS
   3,292    4,491    5,537  200,391  205,682  209,220  215,710   15,143    8,653

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,944)
     740     -148      -32    2,331    3,974    3,039    3,794      -95     -850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      2.0      2.5     89.3     91.7     93.3     96.1      6.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        5       30       32       36       38                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      821,711
COMMITMENTS
   1,553   10,445   17,210  787,919  788,603  806,682  816,258   15,029    5,453

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     11,884)
    -150      418      408   12,864   11,730   13,122   12,556   -1,238     -672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      1.3      2.1     95.9     96.0     98.2     99.3      1.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        6        4       53       35       59       42                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      344,593
COMMITMENTS
   8,242    2,985    4,142  326,001  330,658  338,385  337,785    6,208    6,808

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -4,265)
  -3,145      851     -336     -215   -4,632   -3,696   -4,117     -569     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      0.9      1.2     94.6     96.0     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        2        4       40       42       45       46                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      289,333
COMMITMENTS
  12,624    1,310    2,689  266,750  284,248  282,063  288,247    7,270    1,086

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        -50)
    -916      140      -57      861     -105     -112      -22       62      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.5      0.9     92.2     98.2     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        3        4       40       45       46       49                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      108,956
COMMITMENTS
   3,957      372    1,139   99,031   94,178  104,127   95,689    4,829   13,267

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,738)
  -1,893     -553      566    2,934    1,950    1,607    1,963    1,131      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      0.3      1.0     90.9     86.4     95.6     87.8      4.4     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       23       23       25       26                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,543
COMMITMENTS
     159   17,166    3,041  121,573  106,154  124,773  126,361    6,770    5,182

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,918)
    -186    1,292      326    1,712      390    1,852    2,008       66      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     13.0      2.3     92.4     80.7     94.9     96.1      5.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        6        4       31       26       35       33                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,258
COMMITMENTS
       0        0        0   22,676   22,948   22,676   22,948      582      310

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,526)
       0        0        0    4,402    4,276    4,402    4,276      124      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.5     98.7     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       11       18       11                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,750
COMMITMENTS
   8,511      668    1,224   91,154  100,254  100,889  102,146    8,861    7,604

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        908)
   1,844      114      -37     -831    2,472      976    2,549      -68   -1,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      0.6      1.1     83.1     91.3     91.9     93.1      8.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       20       22       23       24                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      157,597
COMMITMENTS
       0        0        0  150,675  147,880  150,675  147,880    6,922    9,717

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,165)
       0        0        0    4,227    4,227    4,227    4,227      -62      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.6     93.8     95.6     93.8      4.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       27       24       27       24                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,327
COMMITMENTS
       0    1,478        0   67,048   69,530   67,048   71,008   10,279    6,319

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,564)
       0        0        0    1,677    2,564    1,677    2,564      887        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     86.7     89.9     86.7     91.8     13.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       14       17       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       22,116
COMMITMENTS
   1,228      600        0   18,942   20,198   20,170   20,798    1,946    1,318

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,333)
     868        0        0      372    1,178    1,240    1,178       93      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      2.7      0.0     85.6     91.3     91.2     94.0      8.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0        9       12       11       13                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      347,788
COMMITMENTS
   2,801    1,786    5,781  328,314  329,178  336,896  336,745   10,892   11,043

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,860)
     122     -214       90    5,370    4,877    5,582    4,753     -722      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.5      1.7     94.4     94.6     96.9     96.8      3.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       4        3        4       48       42       54       47                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,657
COMMITMENTS
   1,776      620    1,349   73,723   70,650   76,848   72,619    4,809    9,038

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,574)
   1,114     -727      193    1,719    2,401    3,026    1,867     -452      707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.8      1.7     90.3     86.5     94.1     88.9      5.9     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       18       17       21       20                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       14,599
COMMITMENTS
     736      620        0   12,738   10,626   13,474   11,246    1,125    3,353

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      4.2      0.0     87.3     72.8     92.3     77.0      7.7     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       10       11       12       12                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,729
COMMITMENTS
   3,712   13,044    1,167   68,317   58,636   73,196   72,847    5,533    5,882

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,349)
     367      247       51    1,812    1,016    2,230    1,314     -881       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     16.6      1.5     86.8     74.5     93.0     92.5      7.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       19       15       22       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       54,511
COMMITMENTS
   7,042      248        0   46,391   52,627   53,433   52,875    1,078    1,636

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      7,612)
   3,844      248        0    3,489    7,054    7,333    7,302      279      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.5      0.0     85.1     96.5     98.0     97.0      2.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       17       18       20       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,643
COMMITMENTS
  42,103   11,158      310   68,416   99,085  110,829  110,553      814    1,090

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      8,850)
   3,534      -62      310    4,971    8,416    8,815    8,664       35      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.7     10.0      0.3     61.3     88.8     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      14        7        1       29       35       44       42                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,661
COMMITMENTS
       0        0        0   53,083   53,359   53,083   53,359      578      302

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,054)
       0        0        0    1,054      992    1,054      992        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.9     99.4     98.9     99.4      1.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       19       20       19       20                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      216,586
COMMITMENTS
      15        0    1,220  206,308  206,670  207,543  207,890    9,043    8,696

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     10,711)
    -452        0       -6   11,225   10,693   10,767   10,687      -56       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.6     95.3     95.4     95.8     96.0      4.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       35       33       36       34                  
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       30,208
COMMITMENTS
       0      411      644   28,624   26,558   29,268   27,613      940    2,595

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,699)
    -171      201      -46    1,916    1,783    1,699    1,938        0     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.4      2.1     94.8     87.9     96.9     91.4      3.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       15       13       16       15                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,324
COMMITMENTS
     486    2,548      693   44,365   43,586   45,544   46,827    5,780    4,497

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -287)
      -4      631     -693    4,548      387    3,851      325   -4,138     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      5.0      1.4     86.4     84.9     88.7     91.2     11.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       17       20       19       23                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,566
COMMITMENTS
       0   14,673      802   97,121   84,353   97,923   99,828    8,643    6,738

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        233)
       0   -1,972        0      202    1,864      202     -108       31      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     13.8      0.8     91.1     79.2     91.9     93.7      8.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        2       20       26       22       30                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,913
COMMITMENTS
   7,283        0    1,582  102,269  112,673  111,134  114,255   10,779    7,658

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,888)
    -211     -438      466    6,742    4,890    6,997    4,918   -2,109      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.0      1.3     83.9     92.4     91.2     93.7      8.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        2       20       15       24       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,373
COMMITMENTS
     984        0        0   95,144   99,666   96,128   99,666    5,245    1,707

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,464)
       0        0        0      121    1,099      121    1,099    1,343      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.0     93.9     98.3     94.8     98.3      5.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       21       16       22       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,907
COMMITMENTS
   2,047      279       55  100,578  106,538  102,680  106,872    6,227    2,035

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,885)
     278        0     -193    1,501    2,068    1,586    1,875      299       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.3      0.1     92.4     97.8     94.3     98.1      5.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       19       18       22       20                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,424
COMMITMENTS
   2,372    9,650    1,712   99,583  100,285  103,667  111,647   16,757    8,777

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -866)
    -220   -1,510      248   -1,217     -888   -1,189   -2,150      323    1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      8.0      1.4     82.7     83.3     86.1     92.7     13.9      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        2       30       29       33       33                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,759
COMMITMENTS
   1,310    3,848      240   14,121   11,634   15,671   15,722    1,088    1,037

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     23.0      1.4     84.3     69.4     93.5     93.8      6.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1        9        9       12       12                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       50,509
COMMITMENTS
   5,761      449       31   42,179   48,876   47,971   49,356    2,538    1,153

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,510)
   1,581        0        0    2,743    4,142    4,324    4,142      186      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      0.9      0.1     83.5     96.8     95.0     97.7      5.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        1       21       19       26       20                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,363
COMMITMENTS
       0      914        0   45,937   46,269   45,937   47,183    1,426      180

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,457)
       0      434        0    1,519    1,023    1,519    1,457      -62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      0.0     97.0     97.7     97.0     99.6      3.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       15       18       17                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      200,121
COMMITMENTS
   7,272    4,698    2,887  183,798  185,854  193,957  193,439    6,164    6,682

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,467)
   1,626        0     -415      521    2,003    1,732    1,588     -265     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.3      1.4     91.8     92.9     96.9     96.7      3.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        6        7       39       38       46       49                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       94,795
COMMITMENTS
       0        0        0   84,958   87,091   84,958   87,091    9,837    7,704

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,096)
       0        0        0    2,502      580    2,502      580   -1,406      516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.6     91.9     89.6     91.9     10.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       17       17       17       17                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       86,648
COMMITMENTS
       0        0        0   77,897   78,609   77,897   78,609    8,751    8,039

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        372)
       0        0        0      372      248      372      248        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     89.9     90.7     89.9     90.7     10.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       17       17       17                  
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       87,948
COMMITMENTS
       0      465        0   78,107   80,519   78,107   80,984    9,841    6,964

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,619)
       0   -1,559      -61     -366      719     -427     -901    3,046    3,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.0     88.8     91.6     88.8     92.1     11.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       15       19       16                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       92,845
COMMITMENTS
   2,697        0        0   80,994   88,079   83,691   88,079    9,154    4,766

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        215)
       0        0        0      308      122      308      122      -93       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      0.0      0.0     87.2     94.9     90.1     94.9      9.9      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       17       13       18       13                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      166,046
COMMITMENTS
  29,707   11,952   16,774  118,988  136,872  165,469  165,597      577      449

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,026)
   1,452      781     -831      489    1,035    1,110      985      -85       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      7.2     10.1     71.7     82.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      19       15       26       53       51       85       79                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       44,248
COMMITMENTS
   1,706    1,600      231   42,311   42,417   44,248   44,248        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        416)
     269       -2       25      122      393      416      416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      3.6      0.5     95.6     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        2        2       28       24       35       28                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      370,806
COMMITMENTS
   6,826      608      344  363,636  369,854  370,806  370,806        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -6,759)
  -2,640        0      344   -4,463   -7,103   -6,759   -6,759        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.2      0.1     98.1     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       23       21       26       23                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,561,197
COMMITMENTS
  45,434   75,997   68,242  1447521  1416958  1561197  1561197        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     11,024)
  -1,561  -16,128    5,946    6,639   21,206   11,024   11,024        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      4.9      4.4     92.7     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4       10        4       39       43       45       55                  
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,178
COMMITMENTS
   3,859    6,507      794   64,524   61,877   69,178   69,178        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,121)
    -128      381      121    1,129      619    1,121    1,121        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      9.4      1.1     93.3     89.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        8        6       23       25       32       35                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      387,840
COMMITMENTS
   3,216      616      320  384,304  386,904  387,840  387,840        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:    -16,185)
    -688        0        0  -15,497  -16,185  -16,185  -16,185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.2      0.1     99.1     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       18       18       20       20                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      404,294
COMMITMENTS
   2,400      728    8,632  393,262  394,934  404,294  404,294        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,312)
     800        0        0      512    1,312    1,312    1,312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      0.2      2.1     97.3     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        1       27       29       29       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       38,287
COMMITMENTS
   1,614       82      533   35,500   37,037   37,647   37,652      640      635

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -1,446)
      60       -3      -60   -1,575   -1,487   -1,575   -1,550      129      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.2      1.4     92.7     96.7     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        1        2       30       27       37       30                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,520
COMMITMENTS
     290        0        0   55,646   56,497   55,936   56,497      584       23

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,422)
       0        0        0    1,385    1,430    1,385    1,430       37       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     98.5    100.0     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        0       31       31       32       31                  
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       85,365
COMMITMENTS
     944       50        0   84,076   85,268   85,020   85,318      345       47

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      6,635)
      15        0        0    6,620    6,635    6,635    6,635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      0.1      0.0     98.5     99.9     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        0       34       31       37       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,040
COMMITMENTS
     850      675        0   18,628   19,245   19,478   19,920      562      120

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,045)
     300        0        0      745    1,045    1,045    1,045        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      3.4      0.0     93.0     96.0     97.2     99.4      2.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        0       18       14       20       16                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      324,664
COMMITMENTS
   3,264        0      752  320,648  323,912  324,664  324,664        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        376)
       0        0        0      376      376      376      376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      0.0      0.2     98.8     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       22       17       23       18                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,641
COMMITMENTS
   1,651      938      168    7,686    8,498    9,505    9,604      136       37

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -106)
    -126       23        0       22     -131     -104     -108       -2        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      9.7      1.7     79.7     88.1     98.6     99.6      1.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        2        3       21       17       28       20                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,555
COMMITMENTS
   7,150        0        0    6,345   13,435   13,495   13,435       60      120

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         50)
    -200        0        0      250       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.7      0.0      0.0     46.8     99.1     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       12       15       16       15                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,270
COMMITMENTS
   1,830      300      575    9,240   11,395   11,645   12,270      625        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         10)
      80        0        0      -10       10       70       10      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      2.4      4.7     75.3     92.9     94.9    100.0      5.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       12       16       14       19                  
 
 
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV                         Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,193
COMMITMENTS
       0        0        0    8,088    8,010    8,088    8,010      105      183

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       11       14       11                  
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,041
COMMITMENTS
     250    1,250        0   26,791   25,671   27,041   26,921        0      120

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,010)
       0        0        0    1,010    1,010    1,010    1,010        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      4.6      0.0     99.1     94.9    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        2        0       24       24       25       26                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,237
COMMITMENTS
      50       75      600   22,407   22,497   23,057   23,172      180       65

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        501)
       0        0        0      501      501      501      501        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       24       22       26       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,273
COMMITMENTS
     908      294       87   22,020   22,188   23,015   22,569      258      704

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -530)
     -21       42       44     -553     -659     -530     -573        0       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.3      0.4     94.6     95.3     98.9     97.0      1.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        2       28       23       34       26                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,927
COMMITMENTS
   1,346    4,386      757   55,684   52,638   57,787   57,781      140      146

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        971)
     135     -405       40      801    1,341      976      976       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      7.6      1.3     96.1     90.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        4       33       30       38       35                  
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       75,773
COMMITMENTS
   1,254    4,369    4,815   69,664   66,554   75,733   75,738       40       35

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      2,793)
      51    1,211      -37    2,769    1,619    2,783    2,793       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      5.8      6.4     91.9     87.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        9       10       36       37       47       50                  
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,830
COMMITMENTS
     880        0        0   50,595   51,830   51,475   51,830      355        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,245)
       0        0        0    4,245    4,245    4,245    4,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.0      0.0     97.6    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       25       13       26       13                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,525
COMMITMENTS
   1,525        0        0   57,965   59,525   59,490   59,525       35        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,355)
       0        0        0    4,355    4,355    4,355    4,355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      0.0      0.0     97.4    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        0       27       20       28       20                  
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      354,207
COMMITMENTS
  40,370   26,417    3,082  310,755  324,708  354,207  354,207        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      4,509)
   4,500        0   -1,200    1,209    5,709    4,509    4,509        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      7.5      0.9     87.7     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        2       29       30       33       35                  
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,285
COMMITMENTS
   1,844    2,137    2,391   23,945   23,502   28,180   28,030      105      255

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        529)
     234       19     -269      564      779      529      529        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      7.6      8.5     84.7     83.1     99.6     99.1      0.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        5        7       27       32       34       41                  
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       38,162
COMMITMENTS
   1,159    1,839      202   36,801   36,121   38,162   38,162        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        150)
       0     -100       75       75      175      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      4.8      0.5     96.4     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       19       13       24       17                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      293,257
COMMITMENTS
       0   19,184        0  293,257  274,073  293,257  293,257        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        760)
       0   18,800        0      760  -18,040      760      760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.5      0.0    100.0     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       21       18       21       20                  
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       22,581
COMMITMENTS
     618    1,147        0   21,775   21,030   22,393   22,177      188      404

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         62)
      43    1,018        0       61     -913      104      105      -42      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      5.1      0.0     96.4     93.1     99.2     98.2      0.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        0       20       21       23       23                  
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,163
COMMITMENTS
   1,905      215      662   11,254   12,014   13,821   12,891      342    1,272

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        700)
      22      215        0      550      335      572      550      128      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.5      1.5      4.7     79.5     84.8     97.6     91.0      2.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        2       17       18       22       22                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      173,327
COMMITMENTS
   9,313    6,306      760  162,070  165,077  172,143  172,143    1,184    1,184

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     16,872)
     800    1,600        0   14,888   14,088   15,688   15,688    1,184    1,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      3.6      0.4     93.5     95.2     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        1       18       17       22       19                  
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,662
COMMITMENTS
       0    3,010      430   17,851   14,691   18,281   18,131      381      531

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        319)
       0      109      -20      108      230       88      319      231        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.1      2.3     95.7     78.7     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        5        3       26       25       29       30                  
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      185,959
COMMITMENTS
       0    9,270      793  185,166  175,896  185,959  185,959        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,576)
       0      375        0    1,576    1,201    1,576    1,576        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      0.4     99.6     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       21       18       22       21                  
 
 
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MW                                                   OPEN INTEREST:        8,625
COMMITMENTS
       0      360      450    7,650    7,715    8,100    8,525      525      100

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0     -100      200     -200     -100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.2      5.2     88.7     89.4     93.9     98.8      6.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       12       15       13       18                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,305
COMMITMENTS
     100      675        0    9,075    8,520    9,175    9,195      130      110

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      7.3      0.0     97.5     91.6     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       15       12       16       15                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,280
COMMITMENTS
     694      972        0   24,586   24,308   25,280   25,280        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        281)
       0      461        0      281     -180      281      281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      3.8      0.0     97.3     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        0       18       17       20       19                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      210,712
COMMITMENTS
       0        0        0  210,712  210,712  210,712  210,712        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       15       14       15                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,200
COMMITMENTS
     400    3,330      200   13,300   10,595   13,900   14,125      300       75

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        390)
      50        0        0      340      390      390      390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     23.5      1.4     93.7     74.6     97.9     99.5      2.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       15       12       17       15                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      715,852
COMMITMENTS
  40,926   87,747  137,169  534,999  490,936  713,094  715,852    2,758        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -2,514)
    -140     -151     -471   -1,899   -1,892   -2,510   -2,514       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     12.3     19.2     74.7     68.6     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        5       19       18       25       24                  
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,900
COMMITMENTS
       0       45        0   19,655   19,855   19,655   19,900      245        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       16       15       16       16                  
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,506
COMMITMENTS
   1,175      200        0   22,211   23,306   23,386   23,506      120        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.9      0.0     94.5     99.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        0       19       17       23       18                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,440
COMMITMENTS
     225      325        0   15,917   16,115   16,142   16,440      298        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4      2.0      0.0     96.8     98.0     98.2    100.0      1.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        0       18       15       20       16                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,690
COMMITMENTS
       0      900        0   23,580   22,740   23,580   23,640      110       50

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        -30)
       0      200        0      225     -260      225      -60     -255       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.8      0.0     99.5     96.0     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        0       17       16       17       19                  
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,530
COMMITMENTS
       0      200        0   17,175   17,330   17,175   17,530      355        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.1      0.0     98.0     98.9     98.0    100.0      2.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       10       16       11                  
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,730
COMMITMENTS
     330        0       70   20,940   21,590   21,340   21,660      390       70

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.3     96.4     99.4     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       16       11       17       12                  
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,462
COMMITMENTS
     880        0       50   22,117   23,342   23,047   23,392      415       70

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        -20)
      50        0      -20      -50        0      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.0      0.2     94.3     99.5     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       16       11       18       12                  
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      116,523
COMMITMENTS
   4,595    1,960      275  111,653  114,098  116,523  116,333        0      190

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,795)
     200        0        0    1,595    1,795    1,795    1,795        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.7      0.2     95.8     97.9    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        4        2       37       33       43       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      134,073
COMMITMENTS
   2,975    6,102    2,330  128,768  125,461  134,073  133,893        0      180

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,147)
     200      502      -50      997      695    1,147    1,147        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      4.6      1.7     96.0     93.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        8        4       42       35       49       45                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      175,646
COMMITMENTS
  10,170   16,205   10,813  154,484  148,602  175,467  175,620      179       26

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:     -1,786)
    -219     -710       83   -1,755   -1,154   -1,891   -1,781      105       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      9.2      6.2     88.0     84.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11       12       13       48       50       66       68                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      128,244
COMMITMENTS
   4,705    2,635    1,615  121,875  123,994  128,195  128,244       49        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        354)
    -250      120      150      454       84      354      354        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      2.1      1.3     95.0     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        4       41       35       46       42                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,705
COMMITMENTS
   1,450      700      810   37,445   38,195   39,705   39,705        0        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      1.8      2.0     94.3     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        2       25       13       29       15                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,515
COMMITMENTS
   1,160      200      255   33,080   34,060   34,495   34,515       20        0

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.6      0.7     95.8     98.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       22       12       24       15                  
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       33,923
COMMITMENTS
   1,050        0      300   32,309   33,408   33,659   33,708      264      215

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        220)
    -149        0        0      200      220       51      220      169        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.9     95.2     98.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       30       28       32       29                  
 
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-0643F1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       14,701
COMMITMENTS
     225        0        0   14,476   14,551   14,701   14,551        0      150

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -120     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.0      0.0     98.5     99.0    100.0     99.0      0.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       15       22       15                  
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,451
COMMITMENTS
   1,913    2,450      536   25,692   25,395   28,141   28,381      310       70

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:         24)
    -564      100       52      541     -123       29       29       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      8.6      1.9     90.3     89.3     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        3        4       28       25       34       31                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,536
COMMITMENTS
   1,600        0       80   19,471   21,426   21,151   21,506      385       30

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:      1,027)
     605        0     -201      623    1,228    1,027    1,027        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.0      0.4     90.4     99.5     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       24       25       27       27                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,866
COMMITMENTS
   3,426    4,605      938   37,467   36,293   41,831   41,836       35       30

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        665)
      42       50      138      475      477      655      665       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     11.0      2.2     89.5     86.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        4       31       28       37       34                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,242
COMMITMENTS
     403        0       12   21,088   22,087   21,503   22,099      739      143

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        108)
     138      -62       12      -42      158      108      108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.0      0.1     94.8     99.3     96.7     99.4      3.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       26       19       28       20                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,230
COMMITMENTS
       0    2,026      363   23,860   21,836   24,223   24,225        7        5

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -200)
       0      225      -95      -95     -330     -190     -200      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.4      1.5     98.5     90.1    100.0    100.0      0.0      0.0

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

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       16       15       17       18                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,588
COMMITMENTS
     700      250      300   38,229   38,808   39,229   39,358      359      230

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:       -305)
       0        0        0     -305     -305     -305     -305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.6      0.8     96.6     98.0     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       28       26       31       29                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,548
COMMITMENTS
     465        0       18   15,635   16,354   16,118   16,372      430      176

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        345)
       0        0        0      225      225      225      225      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.1     94.5     98.8     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       21       16       22       17                  
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,236
COMMITMENTS
   1,043        0       49   13,099   14,145   14,191   14,194       45       42

CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      380      380      380      380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      0.0      0.3     92.0     99.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       24       20       25       21                  



Updated June 24, 2016