CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV    Code-006393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:        6,881
COMMITMENTS
   2,578      581      175    4,118    6,124    6,871    6,880       10        1

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,783)
    -633       50      -50   -1,100   -1,783   -1,783   -1,783        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.5      8.4      2.5     59.8     89.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        3        2        7        7       16       11                  
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       34,411
COMMITMENTS
  15,541    3,598    7,762   11,059   22,955   34,361   34,314       50       97

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -8,178)
  -3,382   -4,046   -1,183   -3,599   -3,046   -8,163   -8,275      -15       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.2     10.5     22.6     32.1     66.7     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      14        8       10       10       11       29       24                  
 
 
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV                       Code-00639V
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:        8,725
COMMITMENTS
   2,375    7,104        0    6,350    1,621    8,725    8,725        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -971)
      39     -661     -400     -610       90     -971     -971        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     81.4      0.0     72.8     18.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5        7        0        6        4       11       11                  
 
 
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV                       Code-00639W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       31,725
COMMITMENTS
  17,850   25,395      650   13,225    5,680   31,725   31,725        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        300)
     300     -850     -400      400    1,550      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    56.3     80.0      2.0     41.7     17.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        6        3        8        4       18       11                  
 
 
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV                       Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       17,770
COMMITMENTS
   6,010   14,435    1,045   10,715    2,250   17,770   17,730        0       40

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:          0)
       0     -400     -850      850    1,250        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     81.2      5.9     60.3     12.7    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        9        4        8        4       20       14                  
 
 
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV               Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       29,047
COMMITMENTS
   4,467      248    3,687   20,893   25,112   29,047   29,047        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         93)
      -1   -4,853   -1,031    1,125    5,976       93       93        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4      0.9     12.7     71.9     86.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8        2        7        9        9       18       17                  
 
 
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV                           Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances                            OPEN INTEREST:       60,170
COMMITMENTS
   4,932    5,829    6,791   48,426   47,509   60,150   60,130       20       40

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -2,316)
    -247   -1,049   -1,239     -830      -28   -2,316   -2,316        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      9.7     11.3     80.5     79.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       8        8        9       16       15       29       27                  
 
 
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV                       Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10 SRECs)                                           OPEN INTEREST:       13,810
COMMITMENTS
   8,225    8,260      500    5,075    5,050   13,800   13,810       10        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:          0)
       0   -1,450        0        0    1,450        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.6     59.8      3.6     36.7     36.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        7        2        5        5       15       12                  
 
 
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV               Code-0063AA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       10,000
COMMITMENTS
   4,425    3,620      320    5,235    6,060    9,980   10,000       20        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         50)
       0   -1,850        0       50    1,900       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3     36.2      3.2     52.4     60.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        3        1        6        6       15       10                  
 
 
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV               Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates             OPEN INTEREST:       14,420
COMMITMENTS
   5,420    7,770      600    8,400    6,050   14,420   14,420        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        800)
     800      300      -50       50      550      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.6     53.9      4.2     58.3     42.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        5        2        6        5       15       11                  
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,787,222
COMMITMENTS
 871,876  109,207  728,632  3100722  3904142  4701230  4741981   85,992   45,241

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     89,341)
  91,781  -13,234  -14,002  -23,327   81,912   54,452   54,676   34,889   34,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2      2.3     15.2     64.8     81.6     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      61       20       62      142      124      216      195                  
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    1,837,045
COMMITMENTS
  71,514   75,016  777,188  983,419  982,729  1832121  1834933    4,924    2,112

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:   -218,794)
 -58,061  -16,952 -143,219  -16,455  -58,559 -217,734 -218,729   -1,060      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      4.1     42.3     53.5     53.5     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      26       19       35       49       51       87       93                  
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,790
COMMITMENTS
  27,391        0    6,789  221,479  261,225  255,659  268,014   17,131    4,776

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      6,636)
  -1,434   -1,306   -8,353   14,738   16,486    4,951    6,827    1,685     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      0.0      2.5     81.2     95.8     93.7     98.2      6.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      14        0        7       37       32       52       39                  
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      154,578
COMMITMENTS
     872    7,171    3,150  142,946  137,642  146,968  147,963    7,610    6,615

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      8,737)
     592    1,189      538    8,052    6,709    9,182    8,436     -445      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      4.6      2.0     92.5     89.0     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        5       25       30       30       39                  
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,071
COMMITMENTS
   2,756      887    2,573  207,761  215,536  213,090  218,996   13,981    8,075

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,708)
    -536   -3,604   -2,964    7,370    9,854    3,870    3,286   -1,162     -578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.4      1.1     91.5     94.9     93.8     96.4      6.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        3       33       34       37       38                  
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      841,073
COMMITMENTS
     985    8,307    5,407  820,254  821,947  826,646  835,661   14,427    5,412

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     19,362)
    -568   -2,138  -11,803   32,335   33,344   19,964   19,403     -602      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.0      0.6     97.5     97.7     98.3     99.4      1.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        5        3       54       36       59       42                  
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      343,459
COMMITMENTS
   6,062      246    1,301  329,107  333,088  336,470  334,635    6,989    8,824

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,134)
  -2,180   -2,739   -2,841    3,106    2,430   -1,915   -3,150      781    2,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      0.1      0.4     95.8     97.0     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        1        1       42       44       44       45                  
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      298,802
COMMITMENTS
   6,330    2,469    2,383  282,861  292,814  291,574  297,666    7,228    1,136

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      9,469)
  -6,294    1,159     -306   16,111    8,566    9,511    9,419      -42       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      0.8      0.8     94.7     98.0     97.6     99.6      2.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       1        4        4       43       44       48       48                  
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      111,467
COMMITMENTS
   2,466    1,785    2,446  101,788   94,330  106,700   98,561    4,767   12,906

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,511)
  -1,491    1,413    1,307    2,757      152    2,573    2,872      -62     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.6      2.2     91.3     84.6     95.7     88.4      4.3     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       23       24       25       28                  
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,633
COMMITMENTS
     159   15,269    3,433  122,208  109,359  125,800  128,061    6,833    4,572

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,090)
       0   -1,897      392      635    3,205    1,027    1,700       63     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     11.5      2.6     92.1     82.5     94.8     96.6      5.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        5        4       32       28       36       34                  
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,567
COMMITMENTS
       0        0        0   26,950   27,381   26,950   27,381      617      186

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      4,309)
       0        0        0    4,274    4,433    4,274    4,433       35     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     97.8     99.3     97.8     99.3      2.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       11       19       11                  
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,396
COMMITMENTS
     968    1,567    1,350  100,025  101,012  102,343  103,929    9,053    7,467

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,646)
  -7,543      899      126    8,871      758    1,454    1,783      192     -137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      1.4      1.2     89.8     90.7     91.9     93.3      8.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       21       22       23       24                  
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      160,924
COMMITMENTS
       0        0        0  154,034  151,389  154,034  151,389    6,890    9,535

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      3,327)
       0        0        0    3,359    3,509    3,359    3,509      -32     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     95.7     94.1     95.7     94.1      4.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       28       25       28       25                  
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,893
COMMITMENTS
       0        0        0   68,348   70,698   68,348   70,698    8,545    6,195

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -434)
       0   -1,478        0    1,300    1,168    1,300     -310   -1,734     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     88.9     91.9     88.9     91.9     11.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       15       18       15                  
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,883
COMMITMENTS
   1,290        0        0   20,182   22,503   21,472   22,503    2,411    1,380

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,767)
      62     -600        0    1,240    2,305    1,302    1,705      465       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.0      0.0     84.5     94.2     89.9     94.2     10.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        0        9       15       11       15                  
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      350,560
COMMITMENTS
   2,869    1,514    4,241  333,901  335,713  341,011  341,468    9,549    9,092

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,772)
      68     -272   -1,540    5,587    6,535    4,115    4,723   -1,343   -1,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.4      1.2     95.2     95.8     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       4        2        4       51       44       56       49                  
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,083
COMMITMENTS
     930    2,035    1,113   78,813   73,551   80,856   76,699    5,227    9,384

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      4,426)
    -846    1,415     -236    5,090    2,901    4,008    4,080      418      346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      2.4      1.3     91.6     85.4     93.9     89.1      6.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        2       17       17       21       20                  
 
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV             Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,617
COMMITMENTS
   1,232        0        0   14,948   14,632   16,180   14,632    1,437    2,985

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      3,018)
     496     -620        0    2,210    4,006    2,706    3,386      312     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.0      0.0     84.8     83.1     91.8     83.1      8.2     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       11       13       14       13                  
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,814
COMMITMENTS
   4,442    5,842    1,004   67,169   66,481   72,615   73,327    6,199    5,487

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         85)
     730   -7,202     -163   -1,148    7,845     -581      480      666     -395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      7.4      1.3     85.2     84.4     92.1     93.0      7.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       18       16       21       19                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,665
COMMITMENTS
  20,217    3,441        0   65,991   84,479   86,208   87,920    3,457    1,745

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     35,154)
  13,175    3,193        0   19,600   31,852   32,775   35,045    2,379      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      3.8      0.0     73.6     94.2     96.1     98.1      3.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        0       23       31       29       35                  
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      145,154
COMMITMENTS
  55,929    7,731        0   87,227  135,856  143,156  143,587    1,998    1,567

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     33,511)
  13,826   -3,427     -310   18,811   36,771   32,327   33,034    1,184      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.5      5.3      0.0     60.1     93.6     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15        6        0       35       41       50       47                  
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       61,563
COMMITMENTS
       0        0        0   60,643   59,801   60,643   59,801      920    1,762

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      7,902)
       0        0        0    7,560    6,442    7,560    6,442      342    1,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     98.5     97.1     98.5     97.1      1.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        0        0       22       21       22       21                  
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      216,264
COMMITMENTS
     115        0      972  206,153  206,887  207,240  207,859    9,024    8,405

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -322)
     100        0     -248     -155      217     -303      -31      -19     -291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      0.0      0.4     95.3     95.7     95.8     96.1      4.2      3.9

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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       32,905
COMMITMENTS
       0      635      644   31,466   28,845   32,110   30,124      795    2,781

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,697)
       0      224        0    2,842    2,287    2,842    2,511     -145      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      2.0     95.6     87.7     97.6     91.5      2.4      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       20       16       21       18                  
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,012
COMMITMENTS
       0    3,116      937   45,019   43,338   45,956   47,391    6,056    4,621

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        688)
    -486      568      244      654     -248      412      564      276      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.0      1.8     86.6     83.3     88.4     91.1     11.6      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        4        2       18       19       20       23                  
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,705
COMMITMENTS
       0   11,037      926   96,719   87,525   97,645   99,488    8,060    6,217

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -861)
       0   -3,636      124     -402    3,172     -278     -340     -583     -521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     10.4      0.9     91.5     82.8     92.4     94.1      7.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        2       22       29       24       32                  
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      122,522
COMMITMENTS
   7,628        0    1,582  104,094  113,237  113,304  114,819    9,218    7,703

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        609)
     345        0        0    1,825      564    2,170      564   -1,561       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      0.0      1.3     85.0     92.4     92.5     93.7      7.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        0        2       20       15       25       17                  
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,014
COMMITMENTS
     682        0        0   98,716  101,264   99,398  101,264    3,616    1,750

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,641)
    -302        0        0    3,572    1,598    3,270    1,598   -1,629       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.0     95.8     98.3     96.5     98.3      3.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       16       24       16                  
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,190
COMMITMENTS
   1,804      248      388  103,132  107,406  105,324  108,042    5,866    3,148

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,283)
    -243      -31      333    2,554      868    2,644    1,170     -361    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.2      0.3     92.8     96.6     94.7     97.2      5.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       20       20       23       22                  
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,744
COMMITMENTS
   1,441    9,372    2,332  100,666   99,971  104,439  111,675   16,305    9,069

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        320)
    -931     -278      620    1,083     -314      772       28     -452      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      7.8      1.9     83.4     82.8     86.5     92.5     13.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        2       30       30       32       35                  
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,890
COMMITMENTS
     390    3,848      240   17,270   14,235   17,900   18,323    1,990    1,567

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      3,131)
    -920        0        0    3,149    2,601    2,229    2,601      902      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     19.3      1.2     86.8     71.6     90.0     92.1     10.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        1       12       10       14       13                  
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,768
COMMITMENTS
   4,153      914        0   45,978   51,580   50,131   52,494    2,637      274

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,259)
  -1,608      465      -31    3,799    2,704    2,160    3,138       99     -879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      1.7      0.0     87.1     97.7     95.0     99.5      5.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        0       24       22       27       24                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,882
COMMITMENTS
     217    1,255        0   47,321   47,323   47,538   48,578    1,344      304

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,519)
     217      341        0    1,384    1,054    1,601    1,395      -82      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      2.6      0.0     96.8     96.8     97.3     99.4      2.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        0       21       17       22       19                  
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      202,648
COMMITMENTS
   7,981    5,070    2,521  186,768  188,939  197,270  196,530    5,378    6,118

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,527)
     709      372     -366    2,970    3,085    3,313    3,091     -786     -564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      2.5      1.2     92.2     93.2     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        6        6       42       43       48       53                  
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:      108,808
COMMITMENTS
       0        0        0   99,897  102,150   99,897  102,150    8,911    6,658

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     14,013)
       0        0        0   14,939   15,059   14,939   15,059     -926   -1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.0      0.0     91.8     93.9     91.8     93.9      8.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       19       17       19                  
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       86,586
COMMITMENTS
       0        0        0   77,835   78,547   77,835   78,547    8,751    8,039

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        -62)
       0        0        0      -62      -62      -62      -62        0        0

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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       90,587
COMMITMENTS
     626      465      490   80,938   82,890   82,054   83,845    8,533    6,742

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,639)
     626        0      490    2,831    2,371    3,947    2,861   -1,308     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.5      0.5     89.3     91.5     90.6     92.6      9.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       20       17       21       19                  
 
 
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV                   Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MM Btus                                         OPEN INTEREST:       96,574
COMMITMENTS
   2,697        0        0   83,672   91,458   86,369   91,458   10,205    5,116

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      3,729)
       0        0        0    2,678    3,379    2,678    3,379    1,051      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      0.0      0.0     86.6     94.7     89.4     94.7     10.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       18       13       19       13                  
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      166,409
COMMITMENTS
  29,058   11,157   16,074  120,707  138,628  165,839  165,859      570      550

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        363)
    -649     -794     -700    1,719    1,756      370      262       -7      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      6.7      9.7     72.5     83.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      20       13       26       55       53       86       81                  
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       45,493
COMMITMENTS
   1,703    1,699      336   43,454   43,459   45,493   45,493        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,245)
      -3       98      105    1,143    1,042    1,245    1,245        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      3.7      0.7     95.5     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        2        1       27       24       34       27                  
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      373,446
COMMITMENTS
   5,480      608      344  367,622  372,494  373,446  373,446        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,640)
  -1,346        0        0    3,986    2,640    2,640    2,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      0.2      0.1     98.4     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       24       22       27       24                  
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,546,544
COMMITMENTS
  42,642   81,037   67,401  1436501  1398106  1546544  1546544        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -14,653)
  -2,792    5,040     -841  -11,020  -18,852  -14,653  -14,653        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      5.2      4.4     92.9     90.4    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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       69,322
COMMITMENTS
   4,042    6,768      660   64,620   61,894   69,322   69,322        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        144)
     183      261     -134       96       17      144      144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      9.8      1.0     93.2     89.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        8        5       24       26       32       36                  
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      381,465
COMMITMENTS
   2,872      616      320  378,273  380,529  381,465  381,465        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -6,375)
    -344        0        0   -6,031   -6,375   -6,375   -6,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8      0.2      0.1     99.2     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       18       19       20       21                  
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      412,919
COMMITMENTS
   4,768      728    8,632  399,519  403,559  412,919  412,919        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      8,625)
   2,368        0        0    6,257    8,625    8,625    8,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.2      2.1     96.8     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        1       27       29       30       30                  
 
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       39,069
COMMITMENTS
   1,594      469      553   36,325   37,412   38,472   38,434      597      635

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        782)
     -20      387       20      825      375      825      782      -43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      1.2      1.4     93.0     95.8     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        2        2       31       27       38       31                  
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,958
COMMITMENTS
     290        0        0   55,194   55,935   55,484   55,935      474       23

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -562)
       0        0        0     -452     -562     -452     -562     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.0      0.0     98.6    100.0     99.2    100.0      0.8      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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       85,303
COMMITMENTS
   1,894       50        0   83,174   85,206   85,068   85,256      235       47

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        -62)
     950        0        0     -902      -62       48      -62     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      0.1      0.0     97.5     99.9     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        1        0       35       31       40       32                  
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,240
COMMITMENTS
     900      975        0   18,778   19,145   19,678   20,120      562      120

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        200)
      50      300        0      150     -100      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      4.8      0.0     92.8     94.6     97.2     99.4      2.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       17       15       19       17                  
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      316,656
COMMITMENTS
   3,688        0      752  312,216  315,904  316,656  316,656        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -8,008)
     424        0        0   -8,432   -8,008   -8,008   -8,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      0.0      0.2     98.6     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       22       18       23       19                  
 
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                 Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,774
COMMITMENTS
   1,639      948      190    7,793    8,594    9,622    9,732      152       42

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        133)
     -12       10       22      107       97      117      129       16        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      9.7      1.9     79.7     87.9     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        3       22       18       29       21                  
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,705
COMMITMENTS
   7,150        0        0    7,495   14,585   14,645   14,585       60      120

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,150)
       0        0        0    1,150    1,150    1,150    1,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.6      0.0      0.0     51.0     99.2     99.6     99.2      0.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       12       16       16       16                  
 
 
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,490
COMMITMENTS
   2,005      300      575    9,285   11,615   11,865   12,490      625        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        220)
     175        0        0       45      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      2.4      4.6     74.3     93.0     95.0    100.0      5.0      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 06/28/16          |
--------------------------------------------------------------| 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 06/21/16 (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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,756
COMMITMENTS
     350    1,550        0   27,406   26,071   27,756   27,621        0      135

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        715)
     100      300        0      615      400      715      700        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      5.6      0.0     98.7     93.9    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        0       25       25       27       27                  
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,678
COMMITMENTS
     110       75      600   22,783   22,953   23,493   23,628      185       50

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        441)
      60        0        0      376      456      436      456        5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.3      2.5     96.2     96.9     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       24       22       26       24                  
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       22,475
COMMITMENTS
     845      274       87   21,242   21,453   22,174   21,814      301      661

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -798)
     -63      -20        0     -778     -735     -841     -755       43      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      1.2      0.4     94.5     95.5     98.7     97.1      1.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        2       28       24       34       27                  
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,477
COMMITMENTS
   1,901    4,083      706   55,850   53,542   58,457   58,331       20      146

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        550)
     555     -303      -51      166      904      670      550     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      7.0      1.2     95.5     91.6    100.0     99.8      0.0      0.2

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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       76,092
COMMITMENTS
   1,691    5,355    3,985   70,376   66,747   76,052   76,087       40        5

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        319)
     437      986     -830      712      193      319      349        0      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      7.0      5.2     92.5     87.7     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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,875
COMMITMENTS
     880        0        0   50,640   51,875   51,520   51,875      355        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         45)
       0        0        0       45       45       45       45        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       14       26       14                  
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,635
COMMITMENTS
   1,545        0        0   58,055   59,635   59,600   59,635       35        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        110)
      20        0        0       90      110      110      110        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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      371,863
COMMITMENTS
  49,404   26,417    1,544  320,915  343,902  371,863  371,863        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     17,656)
   9,034        0   -1,538   10,160   19,194   17,656   17,656        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3      7.1      0.4     86.3     92.5    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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,482
COMMITMENTS
   1,762    2,157    2,372   24,222   23,698   28,356   28,227      126      255

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        197)
     -82       20      -19      277      196      176      197       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      7.6      8.3     85.0     83.2     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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       38,036
COMMITMENTS
   1,314    1,683      102   36,620   36,251   38,036   38,036        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -126)
     155     -156     -100     -181      130     -126     -126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5      4.4      0.3     96.3     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        1       19       11       23       15                  
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      294,057
COMMITMENTS
       0   19,184        0  294,057  274,873  294,057  294,057        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        800)
       0        0        0      800      800      800      800        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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       22,414
COMMITMENTS
     618    1,147        0   21,649   20,822   22,267   21,969      147      445

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -167)
       0        0        0     -126     -208     -126     -208      -41       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      5.1      0.0     96.6     92.9     99.3     98.0      0.7      2.0

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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       14,143
COMMITMENTS
   1,865      215      702   11,214   11,954   13,781   12,871      362    1,272

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        -20)
     -40        0       40      -40      -60      -40      -20       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.2      1.5      5.0     79.3     84.5     97.4     91.0      2.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        2       17       19       22       23                  
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      178,007
COMMITMENTS
   9,313    4,746    1,520  166,790  171,357  177,623  177,623      384      384

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      4,680)
       0   -1,560      760    4,720    6,280    5,480    5,480     -800     -800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      2.7      0.9     93.7     96.3     99.8     99.8      0.2      0.2

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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,328
COMMITMENTS
       0    2,981      499   18,448   15,274   18,947   18,754      381      574

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        666)
       0      -29       69      597      583      666      623        0       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     15.4      2.6     95.4     79.0     98.0     97.0      2.0      3.0

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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      205,224
COMMITMENTS
       0    9,270      793  204,431  195,161  205,224  205,224        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     19,265)
       0        0        0   19,265   19,265   19,265   19,265        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.5      0.4     99.6     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        3        1       22       18       23       21                  
 
 
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MW                                                   OPEN INTEREST:        8,685
COMMITMENTS
       0      660      250    7,910    7,775    8,160    8,685      525        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         60)
       0      300     -200      260       60       60      160        0     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.6      2.9     91.1     89.5     94.0    100.0      6.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       12       16       13       19                  
 
 
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV                   Code-0643C8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,710
COMMITMENTS
     100      675        0   10,550   10,000   10,650   10,675       60       35

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,405)
       0        0        0    1,475    1,480    1,475    1,480      -70      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      6.3      0.0     98.5     93.4     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       16       13       17       16                  
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,636
COMMITMENTS
     694      972        0   24,942   24,664   25,636   25,636        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        356)
       0        0        0      356      356      356      356        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:       28)
       2        2        0       19       17       21       19                  
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      219,359
COMMITMENTS
       0        0        0  219,359  219,359  219,359  219,359        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      8,647)
       0        0        0    8,647    8,647    8,647    8,647        0        0

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:       21)
       0        0        0       15       15       15       15                  
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,060
COMMITMENTS
     420    1,400        0   11,455   10,625   11,875   12,025      185       35

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     11.6      0.0     95.0     88.1     98.5     99.7      1.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14       12       15       13                  
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,325
COMMITMENTS
     400    3,330      200   13,515   10,720   14,115   14,250      210       75

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      215      125      215      125      -90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8     23.2      1.4     94.3     74.8     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       16       14       18       17                  
 
 
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV                          Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      719,359
COMMITMENTS
  41,104   93,206  135,875  539,517  490,278  716,495  719,359    2,863        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      3,507)
     178    5,459   -1,294    4,517     -658    3,401    3,507      106        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7     13.0     18.9     75.0     68.2     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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,895
COMMITMENTS
       0       45        0   19,650   19,850   19,650   19,895      245        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5       -5       -5       -5        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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,706
COMMITMENTS
   1,175      200        0   22,411   23,506   23,586   23,706      120        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        200)
       0        0        0      200      200      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0      0.8      0.0     94.5     99.2     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        0       19       18       23       19                  
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,470
COMMITMENTS
     225      325        0   15,947   16,145   16,172   16,470      298        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        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:       28)
       2        1        0       18       17       20       18                  
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| 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 06/21/16 (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      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 06/28/16          |
--------------------------------------------------------------| 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 06/21/16 (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      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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,680
COMMITMENTS
     330        0       70   20,890   21,540   21,290   21,610      390       70

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,512
COMMITMENTS
     980        0       50   22,067   23,392   23,097   23,442      415       70

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         50)
     100        0        0      -50       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      0.0      0.2     93.9     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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      117,403
COMMITMENTS
   4,595    2,085      265  112,543  114,863  117,403  117,213        0      190

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        880)
       0      125      -10      890      765      880      880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9      1.8      0.2     95.9     97.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        5        2       37       32       43       38                  
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      134,511
COMMITMENTS
   2,975    6,226    2,205  129,331  125,900  134,511  134,331        0      180

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        438)
       0      124     -125      563      439      438      438        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      4.6      1.6     96.1     93.6    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        8        3       42       35       48       44                  
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      178,767
COMMITMENTS
  11,110   17,159   11,013  156,336  150,574  178,459  178,746      308       21

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      3,121)
     940      954      200    1,852    1,972    2,992    3,126      129       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      9.6      6.2     87.5     84.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      10       13       13       48       50       66       69                  
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      128,972
COMMITMENTS
   4,590    2,875    1,630  122,702  124,467  128,922  128,972       50        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        728)
    -115      240       15      827      473      727      728        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.2      1.3     95.1     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        5       41       36       46       44                  
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,760
COMMITMENTS
   1,525      900      535   37,700   38,325   39,760   39,760        0        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         55)
      75      200     -275      255      130       55       55        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      2.3      1.3     94.8     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       24       14       27       16                  
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,320
COMMITMENTS
   1,185      200      255   33,860   34,865   35,300   35,320       20        0

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        805)
      25        0        0      780      805      805      805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4      0.6      0.7     95.9     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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       34,243
COMMITMENTS
   1,050        0      300   32,629   33,728   33,979   34,028      264      215

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      320      320      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      0.0      0.9     95.3     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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 Mwh                                                OPEN INTEREST:       14,302
COMMITMENTS
     225        0        0   14,077   14,152   14,302   14,152        0      150

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -399)
       0        0        0     -399     -399     -399     -399        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.0      0.0     98.4     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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       28,380
COMMITMENTS
   1,759    2,487      601   25,720   25,167   28,080   28,255      300      125

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        -71)
    -154       37       65       28     -228      -61     -126      -10       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      8.8      2.1     90.6     88.7     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        4        3       30       25       36       31                  
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,164
COMMITMENTS
   1,841        0       50   18,888   21,084   20,779   21,134      385       30

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -372)
     241        0      -30     -583     -342     -372     -372        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      0.0      0.2     89.2     99.6     98.2     99.9      1.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       25       25       28       27                  
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,984
COMMITMENTS
   2,805    4,620    1,201   37,873   36,133   41,879   41,954      105       30

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        118)
    -621       15      263      406     -160       48      118       70        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7     11.0      2.9     90.2     86.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        5       31       30       38       36                  
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,977
COMMITMENTS
     403        0       12   19,952   20,950   20,367   20,962      610       15

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,265)
       0        0        0   -1,136   -1,137   -1,136   -1,137     -129     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      0.0      0.1     95.1     99.9     97.1     99.9      2.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       27       20       29       21                  
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,463
COMMITMENTS
       0    1,498      571   23,840   22,389   24,411   24,458       52        5

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        233)
       0     -528      208      -20      553      188      233       45        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.1      2.3     97.5     91.5     99.8    100.0      0.2      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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,388
COMMITMENTS
       0      376      130   16,226   15,714   16,356   16,220       32      168

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        636)
    -154       26       10      760      600      616      636       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.3      0.8     99.0     95.9     99.8     99.0      0.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       16       16       17       19                  
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,178
COMMITMENTS
     700      250      300   38,819   39,398   39,819   39,948      359      230

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        590)
       0        0        0      590      590      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      0.6      0.7     96.6     98.1     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        1       29       26       32       29                  
 
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV              Code-064C87
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       16,623
COMMITMENTS
     465        0       18   15,710   16,429   16,193   16,447      430      176

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

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 06/28/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       14,796
COMMITMENTS
   1,038        0       49   13,664   14,705   14,751   14,754       45       42

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        560)
      -5        0        0      565      560      560      560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      0.0      0.3     92.3     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 July 1, 2016